Premium valuation of the pension benefit guaranty corporation with regime switching

DOI10.1155/2021/9966515MaRDI QIDQ6483990zbMATH OpenFDO

Authors Peng Li, Wei Wang, Lin Xie, Zhixin Yang

Publication date 24 January 2022

Published in Mathematical Problems in Engineering (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1155/2021/9966515

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

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• A risk-based premium: what does it nean for DB plan sponsors?
• Valuation of risk-based premium of DB pension plan with terminations

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