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   Articles with "cash balance" as a keyword



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DYNAMIC HEDGING STRATEGIES FOR CASH BALANCE PENSION PLANS

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recommendations! Published in 2018 at "ASTIN Bulletin"

DOI: 10.1017/asb.2018.9

Abstract: Abstract Cash balance pension plans with crediting rates linked to long bond yields are relatively common in the United States, but their liabilities are proving very challenging to hedge. In this paper, we consider dynamic… read more here.

Keywords: cash; cash balance; pension plans; balance pension ... See more keywords