References

• 2006Investment and Financing Constraints: Evidence from the Funding of Corporate Pension Plans829 cited
• 1997The Complete Guide to Option Pricing Formulas529 cited
• 1976Corporate pension funding policy413 cited
• 2002Life Insurance Liabilities at Market Value: An Analysis of Insolvency Risk, Bonus Policy, and Regulatory Intervention Rules in a Barrier Option Framework217 cited
• 1992On the Management of Financial Guarantees192 cited
• 1981Pension Funding, Share Prices, and National Savings159 cited
• 1998Pension Plan Funding and Corporate Debt Ratings125 cited
• 1994Solvency Measurement for Property-Liability Risk-Based Capital Applications104 cited
• 1998Pension schemes as options on pension fund assets: implications for pension fund management91 cited
• 2003Did Pension Plan Accounting Contribute to a Stock Market Bubble?89 cited
• 1994The Value of Pension Benefit Guaranty Corporation Insurance82 cited
• 1985How Does the Market Value Unfunded Pension Liabilities?82 cited
• 2003Solvency requirements for pension annuities63 cited
• 1994The Valuation of PBGC Insurance Premiums Using an Option Pricing Model54 cited
• 2007Stock Market Performance and Pension Fund Investment Policy: Rebalancing, Free Float, or Market Timing