Pricing pension buy-outs under stochastic interest and mortality rates (Q4585941)
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scientific article; zbMATH DE number 6934750
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| English | Pricing pension buy-outs under stochastic interest and mortality rates |
scientific article; zbMATH DE number 6934750 |
Statements
Pricing pension buy-outs under stochastic interest and mortality rates (English)
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11 September 2018
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change of measure
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defined benefit pension plan
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interest rate risk
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mortality risk
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pension buy-out
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stochastic models
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0.8752425
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0.8565102
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0.84962094
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0.84673154
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0.84375364
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0.8437172
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0.84368765
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