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Taxation and policyholder behaviour : the case of guaranteed minimum accumulation benefits

Alonso-García, Jennifer; Sherris, Michael; Thirurajah, … - 2020

Persistent link: https://www.econbiz.de/10012582575

Common factor cause-specific mortality model

Zittersteyn, Geert; Alonso-García, Jennifer - In: Risks : open access journal 9 (2021) 12, pp. 1-30

Recent pension reforms in Europe have implemented a link between retirement age and life expectancy. The accurate forecast of life tables and life expectancy is hence paramount for governmental policy and financial institutions. We developed a multi-population mortality model which includes a...

Persistent link: https://www.econbiz.de/10012794182

Adequacy, fairness and sustainability of pay-as-you-go-pension-systems : defined benefit versus defined contribution

Alonso-García, Jennifer; Boado-Penas, María del Carmen; … - In: The European journal of finance 24 (2018) 13, pp. 1100-1122

Persistent link: https://www.econbiz.de/10012258874

Guarantee valuation in notional defined contribution pension systems

Alonso-García, Jennifer; Devolder, Pierre - In: Astin bulletin : the journal of the International … 46 (2016) 3, pp. 677-707

Persistent link: https://www.econbiz.de/10011669755

Continuous time model for notional defined contribution pension schemes : liquidity and solvency

Alonso-García, Jennifer; Devolder, Pierre - In: Insurance / Mathematics & economics 88 (2019), pp. 57-76

Persistent link: https://www.econbiz.de/10012105363

Pricing and hedging guaranteed minimum withdrawal benefits under a general Lévy framework using the COS method

Alonso-García, Jennifer; Wood, Oliver; Ziveyi, Jonathan - In: Quantitative finance 18 (2018) 6, pp. 1049-1075

Persistent link: https://www.econbiz.de/10011911282

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

Assessing public pensions using ruin probability : pay-as-you-go versus mixed schemes

Alonso-García, Jennifer; Boado-Penas, María del Carmen; … - 2024

Persistent link: https://www.econbiz.de/10014631072

Intergenerational risk sharing in pay-as-you-go pension schemes

Morsomme, Hélène; Alonso-García, Jennifer; Devolder, … - 2024

Persistent link: https://www.econbiz.de/10014534680

Saving preferences after retirement

Alonso-García, Jennifer; Bateman, Hazel; Bonekamp, Johan; … - In: Journal of economic behavior & organization : JEBO 198 (2022), pp. 409-433

Persistent link: https://www.econbiz.de/10013387086