Broeders et al., 2013 - Google Patents

Valuation of liabilities in hybrid pension plans

Broeders et al., 2013

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Document ID
6431938054646222004
Author
Broeders D
Chen A
Rijsbergen D
Publication year
Publication venue
Applied Financial Economics

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Snippet

Contemporary pension plans are often hybrid pension plans, a mixture of defined benefit and defined contribution plans. In this article, we model a continuum of stylized hybrid pension plans in a run-off pension fund and value these pension liabilities taking account of …
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