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Pension design and risk sharing : mixed solutions between defined benefit and defined contribution for public pension schemes

Devolder, Pierre; Valeriola, Sébastien de - In: Economic challenges of pension systems : a …, (pp. 311-339). 2020

In classical pension design, there are essentially two kinds of pension schemes: Defined Benefit (DB) and Defined Contribution (DC) plans. Each scheme corresponds to a different philosophy of spreading risk between the stakeholders: in a DB, the main risks are taken by the organizer of the plan,...

Persistent link: https://www.econbiz.de/10012207433

Optimal Risk Sharing in a Collective Defined Contribution Pension System

Bams, Dennis - 2016

such a pension fund automatically corresponds to the life-cycle portfolio choice theory …

Persistent link: https://www.econbiz.de/10012994220

Target benefit pension plan with longevity risk and intergenerational equity

Rong, Ximin; Tao, Cheng; Zhao, Hui - In: ASTIN bulletin : the journal of the International … 53 (2023) 1, pp. 84-103

Persistent link: https://www.econbiz.de/10014247645

Managing reputational risk in the decumulation phase of a pension fund

Boado-Penas, M. Carmen; Brinker, Leonie V.; Eisenberg, Julia - In: Insurance / Mathematics & economics 109 (2023), pp. 52-68

Persistent link: https://www.econbiz.de/10014282469

Optimal management of DB pension fund under both underfunded and overfunded cases

Guan, Guohui; Liang, Zongxia; Xia, Yi - In: Scandinavian actuarial journal 2024 (2024) 6, pp. 583-624

Persistent link: https://www.econbiz.de/10015052471

Pareto optimal pension risk allocations

Muns, Sander; Werker, Bas J. M. - In: De economist : Netherlands Economic Review 170 (2022) 1, pp. 133-172

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

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

Hedging longevity risk in defined contribution pension schemes

Agarwal, Ankush; Ewald, Christian; Wang, Yongjie - In: Computational management science 20 (2023) 1, pp. 1-34

Persistent link: https://www.econbiz.de/10014228476

Pareto optimal pension risk allocations

Muns, Sander; Werker, Bas J. M. - 2022

Persistent link: https://www.econbiz.de/10013341263

Pension funds with longevity risk : an optimal portfolio insurance approach

Di Giacinto, Marina; Mancinelli, Daniele; Marino, Mario; … - 2024

Persistent link: https://www.econbiz.de/10015357881