Fair demographic risk sharing in defined contribution pension systems (Q433378): Difference between revisions

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+MaRDI publication profile
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+https://doi.org/10.1016/j.jedc.2011.12.002
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+W3125982794
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@@ Property / cites work @@
+Retirement saving with contribution payments and labor income as a benchmark for investments
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+Population ageing and pension reform in a small open economy with non-traded goods
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+Optimal consumption-portfolio choices and retirement planning
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+Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans
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+Stochastic pension fund modelling
@@ Property / cites work: Stochastic pension fund modelling / rank @@
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+Optimal contributions in a defined benefit pension scheme with stochastic new entrants
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+Optimal design of the guarantee for defined contribution funds
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+Optimization of consumption with labor income
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+Pension funds with a minimum guarantee: a stochastic control approach
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+Second order parabolic Hamilton-Jacobi-Bellman equations in Hilbert spaces and stochastic control: \(L^{2}_{\mu}\) approach
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+Stochastic investment returns and contribution rate risk in a defined benefit pension scheme
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+Pension Fund Dynamics and Gains/Losses Due to Random Rates of Investment Return
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+Optimal pension funding dynamics over infinite control horizon when stochastic rates of return are stationary
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+MUTUAL FUND PORTFOLIO CHOICE IN THE PRESENCE OF DYNAMIC FLOWS
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+Applied mathematical demography
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+Modeling and Forecasting U.S. Mortality
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+Q5566063
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+Cyclical risk exposure of pension funds: a theoretical framework
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+The Calculus of Retirement Income
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+Mortality derivatives and the option to annuitise.
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+Annuitization and asset allocation
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+Social security reform and intertemporal smoothing
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+Parametric pension reform with higher retirement ages: A computational investigation of alternatives for a pay-as-you-go-based pension system
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