A risk-based premium: what does it nean for DB plan sponsors?

DOI10.1016/J.INSMATHECO.2013.10.011zbMATH Open1291.91097OpenAlexW3125542682MaRDI QIDQ2015469FDOQ2015469

Authors: An Chen, Filip Uzelac 

Publication date: 23 June 2014

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2013.10.011

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• A risk-based model for the valuation of pension insurance
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zbMATH Keywords

correlationdefined benefit planPBGCsponsor supportdistress termination

Mathematics Subject Classification ID

Corporate finance (dividends, real options, etc.) (91G50)

Cites Work

• A risk-based model for the valuation of pension insurance

Cited In (6)

• Valuation of risk-based premium of DB pension plan with terminations
• Risk-based premium evaluation with jump diffusion process for PBGC
• Evaluating financial risk in the medicare prospective payment system
• Why Changes in PBGC and FDIC Premiums Should Not Fully Reflect Changes in Underlying Risk (With Some Application to Long-Term Private Insurance Contracts)
• Premium valuation of the pension benefit guaranty corporation with regime switching
• A new defined benefit pension risk measurement methodology

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