Pension saving schemes with return smoothing mechanism
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Publication:2015634
DOI10.1016/J.INSMATHECO.2013.09.010zbMATH Open1290.91087OpenAlexW1977764957MaRDI QIDQ2015634FDOQ2015634
Authors: 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
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limit distributioninverse gamma distributionintergenerational risk transfercollective savingfair profit participationreturn smoothing mechanismrisk neutral evaluationrisk return profile
Cites Work
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- Some Notes on the Dynamics and Optimal Control of Stochastic Pension Fund Models in Continuous Time
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- Risk comparison of different bonus distribution approaches in participating life insurance
- A joint valuation of premium payment and surrender options in participating life insurance contracts
- Return smoothing mechanisms in life and pension insurance: path-dependent contingent claims
- Analyzing surplus appropriation schemes in participating life insurance from the insurer's and the policyholder's perspective
Cited In (14)
- Structure of intergenerational risk-sharing plans: optimality and fairness
- A new approach for satisfactory pensions with no guarantees
- Intergenerational risk sharing in a defined contribution pension system: analysis with Bayesian optimization
- Return smoothing mechanisms in life and pension insurance: path-dependent contingent claims
- Maximizing with-profit pensions without guarantees
- Optimal investment strategies and risk-sharing arrangements for a hybrid pension plan
- Equity-linked life insurance based on traditional products: the case of select products
- Analyzing the effect of low interest rates on the surplus participation of life insurance policies with different annual interest rate guarantees
- On the management of life insurance company risk by strategic choice of product mix, investment strategy and surplus appropriation schemes
- Valuation of an early exercise defined benefit underpin hybrid pension
- Return smoothing in life insurance from a client perspective
- Optimal VIX-linked structure for the target benefit pension plan
- Allowance for surplus funds under Solvency II: adequate reflection of risk sharing between policyholders and shareholders in a risk-based solvency framework?
- Intergenerational risk sharing in closing pension funds
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