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Household portfolios and financial preparedness for retirement
Crawford, Rowena; O'Dea, Cormac - In: Quantitative economics : QE ; journal of the … 11 (2020) 2, pp. 637-670
to evaluate the adequacy of retirement savings. We find first that the specification of the model's asset structure …
Persistent link: https://www.econbiz.de/10012213993
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Optimal Retirement Portfolios with Fixed and Variable Longevity Annuities in Defined Contribution Plans taking Social Security into Account
Horneff, Vanya; Maurer, Raimond; Mitchell, Olivia S. - 2023
their assets inside and outside tax-qualified retirement plans, their mortality assumptions, and their accrued Social …
Persistent link: https://www.econbiz.de/10014348756
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Pension Fund ALM - Can Pension Funds Stabilize Funding Levels and Improve Long-Term Return by Hedging Longevity Risk?
Schrager, David - 2019
In this paper we analyze the impact hedging longevity risk can have on a pension fund's funding ratio volatility and ALM strategy. Our model captures all relevant aspects of the ALM problem and is calibrated to industry statistics; however, we've sacrificed model complexity to make the solution...
Persistent link: https://www.econbiz.de/10012871632
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Generational accounting, solidarity and pension losses
Teulings, Coen N.; Vries, Casper G. de - 2003
The stock market collapse led to political tensions between generations due to the fuzzy definition of the property rights over the pension funds’ wealth. The problem is best resolved by the introduction of generational accounts. Modern consumption and portfolio theory shows that the younger...
Persistent link: https://www.econbiz.de/10011334341
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Simplifying choices in defined contribution retirement plan design : a case study
Mitchell, Olivia S.; Keim, Donald B. - 2017
rates and expense ratios, and we estimate this could lead to aggregate savings for these participants over a 20-year period …
Persistent link: https://www.econbiz.de/10011721902
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Individual Investor Portfolio Performance in Retirement Savings Accounts
Gan, Su (Sally) - 2013
We analyse the investment performance of a large sample of individuals investing in discretionary retirement savings … reflecting the consequence of their trading behaviours and effectiveness in accumulating retirement savings. It is of particular … interest to policy makers given the tax concessions that retirement savings attract in the expectation that successfully …
Persistent link: https://www.econbiz.de/10013082791
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Impact of Population Aging on Household Savings and Portfolio Choice in Japan
Iwaisako, Tokuo - 2017
population aging over the period 2000–14. While there is little doubt that household savings have decreased, the true trend …
Persistent link: https://www.econbiz.de/10012964317
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Can pension funds partially manage longevity risk by investing in a longevity megafund?
Debonneuil, Edouard; Eyraud-Loisel, Anne; Planchet, … - In: Risks : open access journal 6 (2018) 3, pp. 1-27
Pension funds, which manage the financing of a large share of global retirement schemes, need to invest their assets in a diversified manner and over long durations while managing interest rate and longevity risks. In recent years, a new type of investment has emerged, that we call a longevity...
Persistent link: https://www.econbiz.de/10011867481
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Optimal savings for retirement : the role of individual accounts and disaster expectations
Le Blanc, Julia; Scholl, Almuth - 2011
' savings for retirement. We consider voluntary accounts as opposed to mandatory accounts with minimum contribution rates. We …
Persistent link: https://www.econbiz.de/10009424907
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The effect of longevity risks on the performance of stock market
Choi, Hyung-Suk - In: Investment management and financial innovations 14 (2017) 1, pp. 173-180
Persistent link: https://www.econbiz.de/10011816708