The DB underpin hybrid pension plan

DOI10.1080/10920277.2009.10597566MaRDI QIDQ5029080zbMATH OpenOpenAlexFDO

Authors Kai Chen, Mary R. Hardy

Publication date 11 February 2022

Published in North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10920277.2009.10597566

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

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Cites work

• Investment guarantees: Modeling and risk management for equity-linked life insurance
• Pension schemes as options on pension fund assets: implications for pension fund management

Cited in

(7)

• Valuation of a DB underpin hybrid pension under a regime-switching Lévy model
• Levelling the playing field: a VIX-linked structure for funded pension schemes
• Valuation of an early exercise defined benefit underpin hybrid pension
• DYNAMIC HEDGING STRATEGIES FOR CASH BALANCE PENSION PLANS
• Structure of intergenerational risk-sharing plans: optimality and fairness
• Market-consistent valuation and funding of cash balance pensions
• Optimal investment problem for a hybrid pension with intergenerational risk-sharing and longevity trend under model uncertainty

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