Optimal VIX-linked structure for the target benefit pension plan
Lv Chen, Danping Li, Yumin Wang and Xiaobai Zhu
| Year of publication: |
2024
|
|---|---|
| Authors: | Lv, Chen ; Li, Danping ; Wang, Yumin ; Zhu, Xiaobai |
| Subject: | intergenerational risk sharing | partial indexation | Target benefit plan | volatility index | Volatilität | Volatility | Risiko | Risk | Theorie | Theory | Betriebliche Altersversorgung | Occupational pension plan | Altersvorsorge | Retirement provision | Index | Index number | Gesetzliche Rentenversicherung | Public pension system | Risikomanagement | Risk management | Aktienindex | Stock index | Indexbindung | Indexation | Generationengerechtigkeit | Intergenerational equity |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/asb.2023.33 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014485596