Browsing Statistics and Actuarial Science by Subject "Financial Valuation"
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Performance of Dynamic Hedging Strategies for Cash Balance Pension Plans
(University of Waterloo, 2015-09-28)Cash balance (CB) pension plans make up 25% of all defined benefit plans in the US. The benefits are accumulated at guaranteed crediting rates, the most popular choice is the yield on the 30-year Treasury bond. In this ...