Pension Plan Solvency and Extreme Market Movements: A Regime Switching Approach ‐ Abstract of the Le...
Pension Plan Solvency and Extreme Market Movements: A Regime Switching Approach ‐ Abstract of the Leeds discussion
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Cambridge, UK: Cambridge University Press
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English
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Cambridge, UK: Cambridge University Press
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What we are going to look at tonight is the future funding position of defined benefit (DB) pension plans. The funding position of the plan, under a mark-to-market convention, is the difference between the current market asset value and the present value of the liabilities as a fraction of the present value of the liabilities. You may be familiar w...
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Pension Plan Solvency and Extreme Market Movements: A Regime Switching Approach ‐ Abstract of the Leeds discussion
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TN_cdi_proquest_journals_1428368915
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https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_1428368915
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1357-3217
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2044-0456,1748-5002
DOI
10.1017/S1357321713000299
