A continuous-time model to determine the intervention policy for PBGC

Journal of Banking and Finance

Volumn 21, Issue 8, 1997, Pages 1159-1177

  Kalra, Raman ^a   Jain, Gautam ^b  

^a Westdeutsche Landesbank   (United States)

^b LOG International Corp   (United States)

Author keywords

Insurance; Option pricing; Pension benefit guaranty corporation; Pension plans

Indexed keywords

EID: 0031206563     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4266(97)00018-6     Document Type: Article

References (19)

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