Structure of intergenerational risk-sharing plans: optimality and fairness

DOI10.1080/03461238.2020.1862291zbMath1471.91493OpenAlexW3114437800MaRDI QIDQ4959366

Xiaobai Zhu, David Saunders, Mary R. Hardy

Publication date: 13 September 2021

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.2020.1862291

zbMATH Keywords

controlpensionsergodic controlintergenerational risk sharingdefined ambitionintergenerational equality

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Related Items (3)

Time‐average stochastic control based on a singular local Lévy model for environmental project planning under habit formation ⋮ Intergenerational sharing of unhedgeable inflation risk ⋮ FAIR TRANSITION FROM DEFINED BENEFIT TO TARGET BENEFIT

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