| 混合型个人养老年金定价与风险管理 |
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2020-06-05 00:00:00 |
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混合型个人养老年金定价与风险管理 内容简介
hybrid pension plans offer employees the best features of both
defned beneft and defned contribution plans. in this work, we
consider the hybrid design offering a defned contribution beneft
with a defned beneft guaranteed minimum underpin. this study
applies the contingent claims approach to value the defned
contribution beneft with a defned beneft guaranteed minimum
underpin. the study shows that entry age, utility function
parameters and the market price of risk each has a significant
effect on the value of retirement
benefits
混合型个人养老年金定价与风险管理 目录
chapter 1 introduction
chapter 2 current pension systems and pension fund risk
management
2.1 defned beneft plan
2.2 funding methods for db plans
2.3 defned contribution plan
2.4 pension reform
2.5 hybrid pension plans
chapter 3 the valuation of a db underpin pension
3.1 introduction
3.2 the model and assumptions
3.3 numerical techniques
3.4 results
3.5 scenario test
chapter 4 funding strategies with two traded assets
4.1 introduction to risk management
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http://book.00-edu.com/tushu/3/2020-06-08/2444644.html |
