Risk-Sharing and Benefit Smoothing in A Hybrid Pension Plan
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Publication:5168700
DOI10.1080/10920277.2012.10597642zbMath1291.91115MaRDI QIDQ5168700
Publication date: 19 July 2014
Published in: North American Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10920277.2012.10597642
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Valuation of an early exercise defined benefit underpin hybrid pension, Structure of intergenerational risk-sharing plans: optimality and fairness, FAIR TRANSITION FROM DEFINED BENEFIT TO TARGET BENEFIT, Target benefit pension plan with longevity risk and intergenerational equity, Optimal investment strategies and risk-sharing arrangements for a hybrid pension plan, Optimal investment and benefit adjustment problem for a target benefit pension plan with Cobb-Douglas utility and Epstein-Zin recursive utility
Cites Work
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- Valuation of contingent-claims characterising particular pension schemes