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  • Robust strategies for target benefit pension plans under default risk
    − x + a)s(x)B(x, t)dx = I(t)f(t)L(t), t ≥ 0. Individual contribution rate for an active member aged x: ... 2(t) +φ ∗ 2(t)h P− δ ζ = 0 for t ∈ [0, τ ∧T ). Table pre-default case post-default case Proportion t ...

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    • Authors: Suxin Wang, Ximin Rong , Hui Zhao
    • Date: Apr 2021
    • Competency: External Forces & Industry Knowledge
    • Publication Name: Actuarial Research Clearing House
    • Topics: Pensions & Retirement