Wuhan Univ. J. Nat. Sci.
Volume 27, Number 2, April 2022
|Page(s)||153 - 160|
|Published online||20 May 2022|
- Chen K, He Y S. The valuation of hybrid pension plans and its risk analysis [J]. Insurance Studies, 2011(12): 80-87(Ch). [Google Scholar]
- Wang X J . A study on models for solvency evaluation of public pension systems [J]. Insurance Studies, 2012(10): 95-102(Ch). [Google Scholar]
- Wang S X, Lu Y. Optimal investment strategies and risk-sharing arrangements for a hybrid pension plan [J]. Insurance: Mathematics and Economics, 2019, 89: 46-62. [Google Scholar]
- Fang L Q . An analysis on the development of hybrid pension plans in the world and lessons for china—Perspectives from risk sharing mechanism [J]. Journal of Xinjiang Normal University (Edition of Philosophy and Social Sciences), 2021, 42(2): 84-96. [Google Scholar]
- Khorasanee Z M . Risk-sharing and benefit smoothing in a hybrid pension plan [J]. North American Actuarial Journal, 2012, 16(4): 449-461. [CrossRef] [Google Scholar]
- Broeders D, Chen A, Rijsbergen D. Valuation of liabilities in hybrid pension plans [J]. Applied Financial Economics, 2013, 23(15): 1215-1229. [CrossRef] [Google Scholar]
- van Binsbergen J H, Novy-Marx R, Rauh J. Financial valuation of PBGC insurance with market-implied default probabilities [J]. Tax Policy and the Economy, 2014, 28(1): 133-154. [CrossRef] [Google Scholar]
- Devolder P, Valeriola S. Between DB and DC: Optimal hybrid PAYG pension schemes [J]. European Actuarial Journal, 2019, 9(2): 463-482. [CrossRef] [MathSciNet] [Google Scholar]
- Barigou K, Dhaene J. Fair valuation of insurance liabilities via mean-variance hedging in a multi-period setting [J]. Scandinavian Actuarial Journal, 2019, 2019(2): 163-187. [CrossRef] [MathSciNet] [Google Scholar]
- Vasiček O . An equilibrium characterization of the term structure [J]. Journal of Financial Economics, 1977, 5(2): 177-188. [CrossRef] [Google Scholar]
- Huo X, Liu L. A study on the fluctuation trend of inflation rate in the 13th Five-year Plan Period in China based on the ARIMA model [J]. Social Sciences in Xinjiang, 2017(5): 33-40(Ch). [Google Scholar]
- Brennan M J, Xia Y H. Dynamic asset allocation under inflation [J]. The Journal of Finance, 2002, 57(3): 1201-1238. [CrossRef] [Google Scholar]
Current usage metrics show cumulative count of Article Views (full-text article views including HTML views, PDF and ePub downloads, according to the available data) and Abstracts Views on Vision4Press platform.
Data correspond to usage on the plateform after 2015. The current usage metrics is available 48-96 hours after online publication and is updated daily on week days.
Initial download of the metrics may take a while.