Please note that several of the citations and references in the original article were incorrect; they referred to an earlier version of each paper.
The citations should have appeared with following dates:
Novy-Marx (Reference Novy-Marx2015), Maurer (Reference Maurer2015), Lucas (Reference Lucas2015), Geczy (Reference Geczy2015), Fabozzi (Reference Fabozzi2015) and Babbel (Reference Babbel2015)
And the correct references are as follows:
Babbel, D. (2015). Evaluating pension insurance pricing. Journal of Pension Economics and Finance 14(2): 186–201.
Fabozzi, F. (2015). Measuring and explaining pension system risk. Journal of Pension Economics and Finance 14(2): 161–171.
Geczy, C. (2015). Financial market assumptions and pension plan models: a comment on PIMS model asset markets assumptions. Journal of Pension Economics and Finance 14(2): 127–143.
Lucas, D. (2015). Joint risk of DB pension underfunding and sponsor termination: incorporating option-based projections and valuations into PIMS. Journal of Pension Economics and Finance 14(2): 172–185.
Maurer, R. (2015). Integrated risk management for defined benefit pensions: models and metrics. Journal of Pension Economics and Finance 14(2): 151–160.
Novy-Marx, R. (2015). Economic and financial approaches to valuing pension liabilities. Journal of Pension Economics and Finance 14(2): 144–150.
The error has been rectified in the print version and in the online PDF and HTML versions.
