A risk-based model for the valuation of pension insurance
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Publication:654818
DOI10.1016/J.INSMATHECO.2011.06.002zbMATH Open1228.91030OpenAlexW3126032202MaRDI QIDQ654818FDOQ654818
Authors: An Chen 
Publication date: 21 December 2011
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2011.06.002
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Cited In (16)
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- Risk-based premium evaluation with jump diffusion process for PBGC
- A risk-based premium: what does it nean for DB plan sponsors?
- The Calculus of Retirement Income
- On risk charges and shadow account options in pension funds
- Manage pension deficit with heterogeneous insurance
- A generic model for spouse's pensions with a view towards the calculation of liabilities
- Title not available (Why is that?)
- Pension reserves in the valuation of a company according to the pension fund modell
- Capital Forbearance, Ex Ante Life Insurance Guaranty Schemes, and Interest Rate Uncertainty
- Premium valuation of the pension benefit guaranty corporation with regime switching
- A new defined benefit pension risk measurement methodology
- Pension risk management with funding and buyout options
- Valuation of contingent-claims characterising particular pension schemes
- Benefit uncertainty and default risk in pension plans
- Pensions modelling
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