Browsing Electronic Theses and Dissertations (ETD) by Author "Greenwood, Mark"

Browsing Electronic Theses and Dissertations (ETD) by Author "Greenwood, Mark"

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  • Greenwood, Mark (2011-03-14)
    This dissertation analyses the market-consistent valuation of liabilities for de¯ned-bene¯t pensions in payment. Models from the actuarial and ¯nan- cial economics literature for valuation of in°ation options embedded ...

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