Funding Regulations and Risk Sharing
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- Broeders, Dirk & Chen, An, 2010.
"Pension regulation and the market value of pension liabilities: A contingent claims analysis using Parisian options,"
Journal of Banking & Finance,
Elsevier, vol. 34(6), pages 1201-1214, June.
- Dirk Broeders & An Chen, 2008. "Pension regulation and the market value of pension liabilities - a contingent claims analysis using Parisian options," DNB Working Papers 183, Netherlands Central Bank, Research Department.
- repec:eee:insuma:v:79:y:2018:i:c:p:194-209 is not listed on IDEAS
- Ivanka Daneva, 2009. "Investment Risk Management in Private Pension Systems," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 19-34.
- Ian Tower & Gregorio Impavido, 2009. "How the Financial Crisis Affects Pensions and Insurance and Why the Impacts Matter," IMF Working Papers 09/151, International Monetary Fund.
More about this item
Keywordscapitalisation; cotisations définies; defined benefit; defined contribution; fair value; fonds de pension; funding; hybrid plans; juste valeur; partage des risques; pension fund; plans hybrides; prestation définie; risk sharing;
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
- J32 - Labor and Demographic Economics - - Wages, Compensation, and Labor Costs - - - Nonwage Labor Costs and Benefits; Retirement Plans; Private Pensions
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