A new approach for satisfactory pensions with no guarantees

DOI10.1007/S13385-019-00220-2zbMath1452.91263arXiv1912.11858OpenAlexW3105748308WikidataQ126443779 ScholiaQ126443779MaRDI QIDQ2209778

Axel Helmert, Julia Eisenberg, Paul Krühner, M. Carmen Boado-Penas

Publication date: 4 November 2020

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

Full work available at URL: https://arxiv.org/abs/1912.11858

zbMATH Keywords

pensionsunit-linked contractscollective mechanismguaranteesultra-low interest ratesvolatility smoothing

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30) Actuarial mathematics (91G05)

Related Items (2)

Optimal investment strategies for pension funds with regulation-conform dynamic pension payment management in the absence of guarantees ⋮ Managing reputational risk in the decumulation phase of a pension fund

Cites Work

• Unnamed Item
• Risk-neutral valuation of participating life insurance contracts
• The interaction of guarantees, surplus distribution, and asset allocation in with-profit life insurance policies
• Optimal consumption and portfolio choice for pooled annuity funds
• Valuation of intergenerational transfers in funded collective pension schemes
• Dynamic hybrid products with guarantees -- an optimal portfolio framework
• Pension saving schemes with return smoothing mechanism
• Risk analysis and valuation of life insurance contracts: combining actuarial and financial approaches
• Old-age provision: past, present, future
• EQUITABLE RETIREMENT INCOME TONTINES: MIXING COHORTS WITHOUT DISCRIMINATING

This page was built for publication: A new approach for satisfactory pensions with no guarantees