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Target benefit pension with longevity risk and stochastic interest rate valuation
Tao, Cheng; Rong, Ximin; Zhao, Hui - In: Insurance : mathematics and economics 120 (2025), pp. 285-301
Persistent link: https://www.econbiz.de/10015431899
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The risks from state and local government employee pension plans : a stochastic simulation analysis
Warshawsky, Mark J. - 2024
There is a large professional literature on the correct measurement of the funded status of and indicated employer contributions to government employee pension plans. But static measures do not provide a quantification of the risk that plans could represent in the future in various possible...
Persistent link: https://www.econbiz.de/10014545310
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On stochastic mortality modeling
Plat, Richard - In: Insurance / Mathematics & economics 45 (2009) 3, pp. 393-404
Persistent link: https://www.econbiz.de/10009517554
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On stochastic mortality modeling
Plat, Richard - 2009
Persistent link: https://www.econbiz.de/10003814814
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Swiss coherent mortality model as a basis for developing longevity de-risking solutions for Swiss pension funds : a practical approach
Wan, Cheng; Bertschi, Ljudmila - In: Insurance / Mathematics & economics 63 (2015), pp. 66-75
Persistent link: https://www.econbiz.de/10011349851
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Quantification of longevity risk for pension insurance in V4 countries
Gogola, Ján - In: Ekonomický časopis : časopis pre ekonomickú … 65 (2017) 8, pp. 751-762
Persistent link: https://www.econbiz.de/10012151877
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Longevity risk and capital markets : the 2015-16 update
Blake, David; El Karoui, Nicole; Loisel, Stéphane; … - In: Insurance / Mathematics & economics 78 (2018), pp. 157-173
Persistent link: https://www.econbiz.de/10011825252
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Stochastic assessment of special-rate life annuities
Olivieri, Annamaria; Tabakova, Daniela - 2024
Persistent link: https://www.econbiz.de/10014534628
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Pricing pension buy-outs under stochastic interest and mortality rates
Arık, Ayşe; Yolcu-Okur, Yeliz; Şahin, Şule; Uğur, … - In: Scandinavian actuarial journal (2018) 3, pp. 173-190
Persistent link: https://www.econbiz.de/10011881076
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Bewertung von betrieblichen Pensionszusagen : bei besonderer Beachtung stochastischer Lebenserwartung
Kirchhoff, Dennis - 2009
Persistent link: https://www.econbiz.de/10013432091