The Valuation of PBGC Insurance Premiums Using an Option Pricing Model
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- Wolfgang Gerke & Ferdinand Mager & Timo Reinschmidt & Christian Schmieder, 2008.
"Empirical Risk Analysis of Pension Insurance: The Case of Germany,"
Journal of Risk & Insurance,
The American Risk and Insurance Association, vol. 75(3), pages 763-784.
- Schmieder, Christian & Reinschmidt, Timo & Mager, Ferdinand & Gerke, Wolfgang, 2006. "Empirical risk analysis of pension insurance: the case of Germany," Discussion Paper Series 2: Banking and Financial Studies 2006,07, Deutsche Bundesbank.
- Dirk Broeders & An Chen, 2013.
"Pension Benefit Security: A Comparison of Solvency Requirements, a Pension Guarantee Fund, and Sponsor Support,"
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The American Risk and Insurance Association, vol. 80(2), pages 239-272, June.
- Dirk Broeders & An Chen, 2010. "Pension benefit security: a comparison of solvency requirements, a pension guarantee fund and sponsor support," DNB Working Papers 268, Netherlands Central Bank, Research Department.
- Chao-Liang Chen, 2005. "The funding for a Defined Benefit (DB) pension plan based on the fair valuation of the plan's insolvency risk," Applied Economics, Taylor & Francis Journals, vol. 37(14), pages 1623-1633.
- John Cotter & David Blake & Kevin Dowd, 2012. "What Should Be Done About The Underfunding of Defined Benefit Pension Schemes?," Working Papers 201202, Geary Institute, University College Dublin.
- Joshua Rauh, 2007. "Risk Shifting versus Risk Management: Investment Policy in Corporate Pension Plans," NBER Working Papers 13240, National Bureau of Economic Research, Inc.
- Lim, Terence & Lo, Andrew W. & Merton, Robert C. & Scholes, Myron S., 2006. "The Derivatives Sourcebook," Foundations and Trends(R) in Finance, now publishers, vol. 1(5–6), pages 365-572, April.
- repec:bla:jrinsu:v:84:y:2017:i:s1:p:299-317 is not listed on IDEAS
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