Pricing buy-ins and buy-outs
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| Tag | 1 | 2 | Valor |
|---|---|---|---|
| LDR | 00000cab a2200000 4500 | ||
| 001 | MAP20170015079 | ||
| 003 | MAP | ||
| 005 | 20170602093334.0 | ||
| 008 | 170518e20170403esp|||p |0|||b|spa d | ||
| 040 | $aMAP$bspa$dMAP | ||
| 084 | $a1 | ||
| 100 | $0MAPA20080014094$aLin, Yijia | ||
| 245 | 1 | 0 | $aPricing buy-ins and buy-outs$cYijia Lin, Tianxiang Shi, Ayçe Arik |
| 520 | $aPension buy-ins and buy-outs have become an important aspect of managing pension risk in recent years. As a step toward understanding these pension de-risking instruments, we develop models for pricing investment risk and longevity risk embedded in pension buy-ins and buy-outs. We also bring a contingent-claims framework to price credit risk of buy-in bulk annuities. Overall, our model can be used to assess the pricing of investment, longevity, and credit risks being transferred in pension buy-in and buy-out transactions. | ||
| 650 | 4 | $0MAPA20080552114$aPensiones | |
| 650 | 4 | $0MAPA20080555016$aLongevidad | |
| 773 | 0 | $wMAP20077000727$tThe Journal of risk and insurance$dNueva York : The American Risk and Insurance Association, 1964-$x0022-4367$g03/04/2017 Volumen 84 Número S1 - abril 2017 , p. 367-392 |