书目

混合型个人养老金定价与风险管理

内容简介

Hybridpensionplansofferemployeesthebestfeaturesofbothdefnedbeneftanddefnedcontributionplans.Inthiswork，weconsiderthehybriddesignofferingadefnedcontributionbeneftwithadefnedbeneftguaran-teedminimumunderpin.Thisstudyappliesthecontingentclaimsapproachtovaluethedefnedcontributionbeneftwithadefnedbeneftguaranteedminimumunderpin.Thestudyshowsthatentryage，utilityfunctionparam-etersandthemarketpriceofriskeachhasasignifcanteffectonthevalueofretirementbenefts.

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丛书

当代中国学术文库

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