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Pension Risk and Corporate Investment Distortion

Berchtold, Demian - 2018

Failure to correct for pension risk leads to upward-biased discount rate estimates in firms with pension risk exposure. The result is a negative and economically significant relation between pension risk and corporate investment. The effect is confined to investment decisions that require...

Persistent link: https://www.econbiz.de/10012929592

The role of institutional investors in pension risk transfers

McCarthy, Mary; Pana, Elisabeta; Weinberger, Andrew - In: Journal of economics and finance : JEF 45 (2021) 3, pp. 451-468

Persistent link: https://www.econbiz.de/10012547087

Sharing of longevity basis risk in pension schemes with income-drawdown guarantees

Agarwal, Ankush; Ewald, Christian; Wang, Yongjie - 2020

Persistent link: https://www.econbiz.de/10012661294

Optimal collective investment : The impact of sharing rules, management fees and guarantees

Chen, An; Nguyen, Thai; Rach, Manuel Matthias - In: Journal of banking & finance 123 (2021), pp. 1-19

Persistent link: https://www.econbiz.de/10012662259

Pareto optimal pension risk allocations

Muns, Sander; Werker, Bas J. M. - In: De economist : quarterly review of the Royal … 170 (2022) 1, pp. 133-172

Persistent link: https://www.econbiz.de/10013184164

Optimal dynamic longevity hedge with basis risk

Tan, Ken Seng; Weng, Chengguo; Zhang, Jinggong - In: European journal of operational research : EJOR 297 (2022) 1, pp. 325-337

Persistent link: https://www.econbiz.de/10013259312

Risk governance in pension funds : management control in Dutch pension funds

Eerden, Leo A. van - In: Bank stability, sovereign debt and derivatives, (pp. 235-254). 2013

Persistent link: https://www.econbiz.de/10010211993

Time consistent pension funding in a defined benefit pension plan with non-constant discounting

Josa-Fombellida, Ricardo; Navas, Jorge - In: Insurance / Mathematics & economics 94 (2020), pp. 142-153

Persistent link: https://www.econbiz.de/10012419190

Portfolio insurance strategies for a target annuitization fund

Xu, Mengyi; Sherris, Michael; Shao, Adam W. - In: ASTIN bulletin : the journal of the International … 50 (2020) 3, pp. 873-912

Persistent link: https://www.econbiz.de/10012307389

Pension risk management with funding and buyout options

Cox, Samuel H.; Lin, Yijia; Shi, Tianxiang - In: Insurance / Mathematics & economics 78 (2018), pp. 183-200

Persistent link: https://www.econbiz.de/10011825260

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