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- W2362350502 abstract "In the context of continuously declining of mortality and increasing of life expetancy,the diffculty for enterprise pension is increasing to achieve a certain replacement rate target.Longevity risk for enterprise pension can not be ignored.Based on the optimal mortality model,we evaluate the longevity risk of three type enterprise pension with different age structure by the pension ratio model.Then we analyse the comprehensive risk of enterprise pension,including financial market risk through Vector Autoregression model bsed on Bootstrap method." @default.
- W2362350502 created "2016-06-24" @default.
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- W2362350502 date "2012-01-01" @default.
- W2362350502 modified "2023-09-24" @default.
- W2362350502 title "Risk Assessment of the Enterprise Pension Based on Longevity Background" @default.
- W2362350502 hasPublicationYear "2012" @default.
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