The pricing model of pension benefit guaranty corporation insurance with regime-switching processes
Year of publication: |
2022
|
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Authors: | Chen, Ting-Fu ; Lin, Shih-kuei ; Chang, An-Sing ; Wang, Wei-Hao |
Published in: |
Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 15.2022, 6, Art.-No. 258, p. 1-23
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Subject: | EM algorithm | PBGC insurance | pension benefit | regime-switching | Betriebliche Altersversorgung | Occupational pension plan | Versicherung | Insurance |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/jrfm15060258 [DOI] hdl:10419/274780 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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