Valuation of intergenerational transfers in funded collective pension schemes (Q998272): Difference between revisions
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Property / DOI: 10.1016/j.insmatheco.2007.06.007 / rank | |||
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Property / cites work: Pension schemes as options on pension fund assets: implications for pension fund management / rank | |||
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Property / cites work: A hybrid simulation/optimisation scenario model for asset/liability management / rank | |||
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Property / cites work: Return smoothing mechanisms in life and pension insurance: path-dependent contingent claims / rank | |||
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Property / cites work: Strategic asset allocation with liabilities: beyond stocks and bonds / rank | |||
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Property / DOI: 10.1016/J.INSMATHECO.2007.06.007 / rank | |||
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Latest revision as of 11:42, 10 December 2024
scientific article
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English | Valuation of intergenerational transfers in funded collective pension schemes |
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Valuation of intergenerational transfers in funded collective pension schemes (English)
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28 January 2009
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value-based ALM
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generational accounting
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embedded options
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intergenerational risk sharing
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funded defined-benefit plans
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public finance
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social security reform
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