Joint risk of DB pension underfunding and sponsor termination : incorporating option-based projections and valuations into PIMS
Deborah Lucas
| Year of publication: |
2015
|
|---|---|
| Authors: | Lucas, Deborah |
| Published in: |
Journal of pension economics and finance. - Cambridge : Cambridge Univ. Press, ISSN 1474-7472, ZDB-ID 2073265-X. - Vol. 14.2015, 2, p. 172-185
|
| Subject: | fair value | option-pricing | pension guarantee valuation | Optionspreistheorie | Option pricing theory | Pensionskasse | Pension fund | Risiko | Risk | Unternehmensbewertung | Firm valuation | Rentenfinanzierung | Pension finance | Betriebliche Altersversorgung | Occupational pension plan | Altersvorsorge | Retirement provision | Fair-Value-Bilanzierung | Fair value accounting | Private Altersvorsorge | Private retirement provision |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011338294