Valuation of the interest rate guarantee embedded in defined contribution pension plans

NCUIR > School of Management at National Central University > Graduate Institute of Finance > journal & Dissertation > Item 987654321/31311

Please use this identifier to cite or link to this item: http://ir.lib.ncu.edu.tw/handle/987654321/31311

Title:	Valuation of the interest rate guarantee embedded in defined contribution pension plans
Authors:	Yang,Sharon S.;Yueh,Meng-Lan;Tang,Chun-Hua
Contributors:	財務金融研究所
Keywords:	RETURN GUARANTEES;PRICING RATE;INSURANCE;MODEL;CONTRACTS;MORTALITY;POLICIES;ASSET
Date:	2008
Issue Date:	2010-07-06 17:41:53 (UTC+8)
Publisher:	中央大學
Abstract:	In this research, we derive the valuation formulae for a defined contribution pension plan associated with the minimum rate of return guarantees. Different from the previous studies, we work on the rate of return guarantee which is linked to the delta-yea
Relation:	INSURANCE MATHEMATICS & ECONOMICS????
Appears in Collections:	[Graduate Institute of Finance] journal & Dissertation

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