Financial valuation of PBGC insurance with market‐implied default probabilities
by Jules H. van Binsbergen; Robert Novy-Marx; Joshua Rauh
| Year of publication: |
2013
|
|---|---|
| Authors: | Binsbergen, Jules H. van ; Novy-Marx, Robert ; Rauh, Joshua |
| Publisher: |
Rochester, NY : Simon Graduate School of Business, Univ. of Rochester |
| Subject: | Pension insurance | Pension Benefit Guaranty Corporation | pension liabilities | liability valuation | option pricing of government liabilities | Betriebliche Altersversorgung | Occupational pension plan | Pensionskasse | Pension fund | Optionspreistheorie | Option pricing theory | Gesetzliche Rentenversicherung | Public pension system | Haftpflichtversicherung | Liability insurance | Haftung | Liability | Altersvorsorge | Retirement provision | Insolvenz | Insolvency |
freely available
| Extent: | Online-Ressource (25 S.) graph. Darst. |
|---|---|
| Series: | Simon Business School working paper. - Rochester, NY : [Verlag nicht ermittelbar], ZDB-ID 2452756-7. - Vol. 13-27 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Other identifiers: | 10.2139/ssrn.2337135 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010250698