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Capital accumulation in a stochastic overlapping generations model with social security

Hauenschild, Nils - In: Journal of economic theory 106 (2002) 1, pp. 201-216

Persistent link: https://www.econbiz.de/10001704665

On the optimal design of pension systems

Fehr, Hans; Uhde, Johannes - In: Empirica : journal of european economics 40 (2013) 3, pp. 457-482

Persistent link: https://www.econbiz.de/10010192438

Difficulties in testing for capital overaccumulation

Kocherlakota, Narayana Rao - In: Quantitative economics : QE ; journal of the … 15 (2024) 1, pp. 89-114

This paper reconsiders the question of testing for the presence of Pareto suboptimal capital overaccumulation in overlapping generations economies. The paper allows generation‐specific technology shocks to evolve over time according to a stationary Markov chain, and assumes that an...

Persistent link: https://www.econbiz.de/10014496932

On optimally in intergenerational risk sharing

Demange, Gabrielle - In: Economic theory : official journal of the Society for … 20 (2002) 1, pp. 1-27

Persistent link: https://www.econbiz.de/10001679360

Portfolio optimization and intergenerational risk sharing for a collective defined contribution pension plan

Wang, Suxin; Wang, Peiqi; Zhang, Shuhua - In: IMA journal of management mathematics 34 (2023) 2, pp. 383-414

Persistent link: https://www.econbiz.de/10014313755

Optimal investment strategies and intergenerational risk sharing for target benefit pension plans

Wang, Suxin; Lu, Yi; Sanders, Barbara - In: Insurance / Mathematics & economics 80 (2018), pp. 1-14

Persistent link: https://www.econbiz.de/10011872903

Automatic balancing mechanisms for notional defined contribution accounts in the presence of uncertainty

Alonso-García, Jennifer; Boado-Penas, María del Carmen; … - In: Scandinavian actuarial journal (2018) 2, pp. 85-108

Persistent link: https://www.econbiz.de/10011880825

Social insurance pension schemes : stochastic actuarial valuation using an analytical model

Iyer, Subramaniam N. - In: Asia-Pacific journal of risk and insurance : APJRI 9 (2015) 2, pp. 261-301

Persistent link: https://www.econbiz.de/10011407733

Birth, death, and consumption : overlapping generations and the random walk hypothesis

Smith, William T. - In: International economic journal 12 (1998) 4, pp. 105-116

Persistent link: https://www.econbiz.de/10001253133

The unit root property and optimality with a continuum of states : pure exchange

Chattopadhyay, Subir Kumar - In: Journal of mathematical economics 78 (2018), pp. 105-118

Persistent link: https://www.econbiz.de/10012105545

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