Optimal VIX-linked structure for the target benefit pension plan (Q6494323)

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scientific article; zbMATH DE number 7839991
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Optimal VIX-linked structure for the target benefit pension plan
scientific article; zbMATH DE number 7839991

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    Optimal VIX-linked structure for the target benefit pension plan (English)
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    30 April 2024
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    target benefit plan
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    intergenerational risk sharing
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    volatility index
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    partial indexation
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