Contribution and solvency risk in a defined benefit pension scheme

Insurance: Mathematics and Economics

Volumn 27, Issue 2, 2000, Pages 237-259

  Haberman, Steven ^a   Butt, Zoltan ^a   Megaloudi, Chryssoula ^a  

^a CITY UNIVERSITY   (United Kingdom)

Author keywords

C61; Contribution risk; Defined benefit pension scheme; Solvency risk; Stochastic investment returns

Indexed keywords

EID: 0009909007     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6687(00)00051-2     Document Type: Article

References (13)

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