Intergenerational risk sharing in closing pension funds

DOI10.1016/J.INSMATHECO.2017.02.002zbMATH Open1394.91189OpenAlexW2594915417MaRDI QIDQ2397850FDOQ2397850

Authors: Tim J. Boonen, Anja De Waegenaere 

Publication date: 24 May 2017

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

Full work available at URL: http://hdl.handle.net/11245.1/35edb843-e344-4b68-b9bf-ee4176fb9f1e

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zbMATH Keywords

pension fundsdefined benefitdynamic bargainingintergenerational risk sharingasymmetric Nash bargaining solution

Mathematics Subject Classification ID

Cites Work

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• The bargaining problem
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• Nonsymmetric Nash solutions and replications of 2-person bargaining
• TIME‐CONSISTENT AND MARKET‐CONSISTENT EVALUATIONS
• A note on nonzero-sum differential games with bargaining solution
• The Nash bargaining solution is optimal
• Valuation of intergenerational transfers in funded collective pension schemes
• Informal Insurance Arrangements with Limited Commitment: Theory and Evidence from Village Economies
• Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods
• Pension schemes as options on pension fund assets: implications for pension fund management
• Time-consistent actuarial valuations
• Pension saving schemes with return smoothing mechanism

Cited In (9)

• Optimal contribution rate of PAYGO pension
• Structure of intergenerational risk-sharing plans: optimality and fairness
• Intergenerational sharing of unhedgeable inflation risk
• Replicating intergenerational longevity risk sharing in collective defined contribution pension plans using financial markets
• Intergenerational risk sharing, pensions, and endogenous labour supply in general equilibrium
• Levelling the playing field: a VIX-linked structure for funded pension schemes
• Pension fund taxation and risk-taking: should we switch from the EET to the TEE regime?
• Pension funds as institutions for intertemporal risk transfer
• Valuation of intergenerational transfers in funded collective pension schemes

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