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Market-consistent valuation and funding of cash balance pensions
Hardy, Mary Rosalyn; Saunders, David M.; Zhu, Xiaobai - In: North American actuarial journal 18 (2014) 2, pp. 294-314
Persistent link: https://www.econbiz.de/10011339005
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Dynamic hedging strategies for cash balance pension plans
Zhu, Xiaobai; Hardy, Mary Rosalyn; Saunders, David - In: Astin bulletin : the journal of the International … 48 (2018) 3, pp. 1245-1275
Persistent link: https://www.econbiz.de/10011999973
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Valuatin of an early exercise defined benefit underpin hybrid pension
Zhu, Xiaobai; Hardy, Mary Rosalyn; Saunders, David M. - In: Scandinavian actuarial journal (2018) 9, pp. 823-844
Persistent link: https://www.econbiz.de/10011939749
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Valuation of a Early Exercise Defined Benefit (DB) Underpin Hybrid Pension Benefit
Zhu, Xiaobai Mike - 2017
In this paper we consider three types of embedded options in pension benefit design.The first is the Florida second election (FSE) option, which has been offered to public employees in the state of Florida since 2002. The state runs both defined contribution (DC) and defined benefit (DB) pension...
Persistent link: https://www.econbiz.de/10012941299