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Redistribution in collective pension arrangements without a sponsor guarantee : hidden versus explicit risk transactions
Yi, Lu; Sanders, Barbara; Bégin, Jean-François - In: Journal of pension economics and finance : JPEF 21 (2022) 2, pp. 260-293
Persistent link: https://www.econbiz.de/10013166078
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Optimal risk-sharing in pension funds when stock and labor markets are co-integrated
Boelaars, Ilja; Mehlkopf, Roel - 2018
Persistent link: https://www.econbiz.de/10011856197
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Asset market and savings effects of demographic transitions
Brooks, Robin Jermyn - 1999
Persistent link: https://www.econbiz.de/10001738866
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The influence of ageing on capital accumulation
Miles, David - In: Economic policy for aging societies : [Kiel Week …, (pp. 131-154). 2002
Persistent link: https://www.econbiz.de/10001682428
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Investment Strategies with Illiquid Life Insurance Investment and Intergenerational Return Smoothing
Kümmerle, Ruth - 2016
With-profit life insurance contracts are designed with a return smoothing collective savings component sharing the … investment risks amongst different generations of policyholders. We analyze the resulting implications from the point of view of … a multi-asset mean-variance investor by evaluating different kinds of investment strategies. As a result, we report a …
Persistent link: https://www.econbiz.de/10012997488
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Intergenerational sharing of unhedgeable inflation risk
Chen, Damiaan H. J.; Beetsma, Roel; Wijnbergen, Sweder van - 2022 - This version: November 16, 2022
We explore how members of a collective pension scheme can share inflation risks in the absence of suitable financial market instruments. Using intergenerational risk sharing arrangements, risks can be allocated better across the various participants of a collective pension scheme than would be...
Persistent link: https://www.econbiz.de/10013460026
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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
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Intergenerational sharing of unhedgeable inflation risk
Chen, Damiaan H. J.; Beetsma, Roel; Wijnbergen, Sweder van - 2022 - This version: November 16, 2022
Persistent link: https://www.econbiz.de/10013468772
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Intergenerational sharing of unhedgeable inflation risk
Chen, Damiaan H. J.; Beetsma, Roel; Wijnbergen, Sweder van - In: Insurance / Mathematics & economics 113 (2023), pp. 140-160
Persistent link: https://www.econbiz.de/10014466209
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Uncertain incomes, pay-as-you-go systems, and diversification
Hauenschild, Nils - In: Zeitschrift für Wirtschafts- und Sozialwissenschaften … 119 (1999) 4, pp. 491-507
Persistent link: https://www.econbiz.de/10001473477