Pension saving schemes with return smoothing mechanism

DOI10.1016/j.insmatheco.2013.09.010zbMath1290.91087OpenAlexW1977764957MaRDI QIDQ2015634

Oskar Goecke

Publication date: 23 June 2014

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2013.09.010

zbMATH Keywords

limit distributioninverse gamma distributionintergenerational risk transfercollective savingfair profit participationreturn smoothing mechanismrisk neutral evaluationrisk return profile

Mathematics Subject Classification ID

Related Items (10)

Valuation of an early exercise defined benefit underpin hybrid pension ⋮ Intergenerational risk sharing in closing pension funds ⋮ Return smoothing in life insurance from a client perspective ⋮ Equity-linked life insurance based on traditional products: the case of select products ⋮ Allowance for surplus funds under Solvency II: adequate reflection of risk sharing between policyholders and shareholders in a risk-based solvency framework? ⋮ A new approach for satisfactory pensions with no guarantees ⋮ On the management of life insurance company risk by strategic choice of product mix, investment strategy and surplus appropriation schemes ⋮ Optimal investment strategies and risk-sharing arrangements for a hybrid pension plan ⋮ Structure of intergenerational risk-sharing plans: optimality and fairness ⋮ Analyzing the effect of low interest rates on the surplus participation of life insurance policies with different annual interest rate guarantees

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