| 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 |
