UNCERTAIN LIFETIME, IMPERFECT INSURANCE MARKETS AND THE VALUATION OF PENSION WEALTH

被引：4

作者：

ULPH, D ^{[1
]}

HEMMING, R ^{[1
]}

机构：

[1] INST FISCAL STUDIES,LONDON,ENGLAND

来源：

REVIEW OF ECONOMIC STUDIES | 1980年 / 47卷 / 03期

关键词：

D O I：

10.2307/2297309

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：587 / 593

页数：7

共 47 条

[1] Valuation of pension liabilities in incomplete markets
De Jong, Frank
JOURNAL OF PENSION ECONOMICS & FINANCE, 2008, 7 (03): : 277 - 294
[2] Market Valuation Methods in Life and Pension Insurance
Grainger, Justin
ANNALS OF ACTUARIAL SCIENCE, 2009, 4 (01) : 165 - 166
[3] Market-valuation methods in life and pension insurance
Djehiche, Boualem
SCANDINAVIAN ACTUARIAL JOURNAL, 2008, (04) : 316 - 316
[4] A risk-based model for the valuation of pension insurance
Chen, An
INSURANCE MATHEMATICS & ECONOMICS, 2011, 49 (03): : 401 - 409
[5] On Valuation and Investments of Pension Plans in Discrete Incomplete Markets
Anthropelos, Michail
Blontzou, Evmorfia
RISKS, 2023, 11 (06)
[6] Wealth distribution and imperfect factor markets: A classroom experiment
Stanley, DL
JOURNAL OF ECONOMIC EDUCATION, 2001, 32 (04): : 344 - 355
[7] Imperfect hedging methods for valuation and management of insurance risks
Melnikov, A
Romaniuk, Y
INSURANCE MATHEMATICS & ECONOMICS, 2005, 37 (02): : 388 - 388
[8] Imperfect Credit Markets, Household Wealth Distribution, and Development
Matsuyama, Kiminori
ANNUAL REVIEW OF ECONOMICS, VOL 3, 2011, 3 : 339 - 362
[9] Lifetime cover in private insurance markets
Brown III H.S.
Connelly L.B.
International Journal of Health Care Finance and Economics, 2005, 5 (1): : 75 - 88
[10] Valuation in integrated financial and insurance markets.
Mürmann, A
INSURANCE MATHEMATICS & ECONOMICS, 2003, 32 (01): : 172 - 173