Assessing public pensions using ruin probability : pay-as-you-go versus mixed schemes
Year of publication: |
[2024]
|
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Authors: | Alonso-García, Jennifer ; Boado-Penas, María del Carmen ; Eisenberg, Julia |
Publisher: |
[Kensington, NSW] : CEPAR, ARC Centre of Excellence in Population Ageing Research |
Subject: | public pensions | demographic risks | investment | sustainability | ruin probability | value-at-risk | Theorie | Theory | Gesetzliche Rentenversicherung | Public pension system | Umlageverfahren | Pay-as-you-go | Wahrscheinlichkeitsrechnung | Probability theory | Risikomaß | Risk measure | Overlapping Generations | Overlapping generations | Risiko | Risk | Portfolio-Management | Portfolio selection | Risikomodell | Risk model | Pensionskasse | Pension fund | Altersvorsorge | Retirement provision |
Extent: | 1 Online-Ressource (circa 29 Seiten) Illustrationen |
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Series: | Working paper. - Kensington, NSW : CEPAR, ARC Centre of Excellence in Population Ageing Research, ZDB-ID 2845546-0. - Vol. 2024, 12 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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