Pension scheme redesign and wealth redistribution between the members and sponsor: the USS rule change in October 2011

DOI10.1016/J.INSMATHECO.2016.04.001MaRDI QIDQ343956zbMATH OpenOpenAlexWikidataFDO

Authors Emmanouil Platanakis, Charles Sutcliffe

Publication date 21 November 2016

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

Full work available at URL http://centaur.reading.ac.uk/62984/1/1-s2.0-S0167668715301189-main.pdf

zbMATH Keywords

defined benefitpension schemeredistributionrisk managementrisk shiftingscheme designUSS

Mathematics Subject Classification ID

Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

Recommendations

• Valuation of intergenerational transfers in funded collective pension schemes
• On the redistributive power of pensions
• Fair demographic risk sharing in defined contribution pension systems
• Benefit uncertainty and default risk in pension plans
• Deterministic Modeling of Defined-Contribution Pension Funds

Cites work

• Forecasting the term structure of government bond yields
• scientific article; zbMATH DE number 1869272 (Why is no real title available?)
• Pension fund risk management. Financial and actuarial modeling.
• Quantifying mortality risk in small defined-benefit pension schemes
• Systematic and nonsystematic mortality risk in pension portfolios
• Valuation of intergenerational transfers in funded collective pension schemes

Cited in

(3)

• Generational transfers within the occupational pension system in Switzerland
• Fair transition from defined benefit to target benefit
• Does surplus/deficit sharing increase risk-taking in a corporate defined benefit pension plan?

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