Fair demographic risk sharing in defined contribution pension systems
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Publication:433378
DOI10.1016/J.JEDC.2011.12.002zbMATH Open1242.91065OpenAlexW3125982794MaRDI QIDQ433378FDOQ433378
Martino Grasselli, Daniel Gabay
Publication date: 13 July 2012
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2011.12.002
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Cited In (9)
- A stochastic control problem with delay arising in a pension fund model
- Replicating intergenerational longevity risk sharing in collective defined contribution pension plans using financial markets
- Viscosity solutions to second order elliptic Hamilton-Jacobi-Bellman equations with infinite delay
- A class of infinite-horizon stochastic delay optimal control problems and a viscosity solution to the associated HJB equation
- Optimal design of pension funds: a mission impossible?
- Long guarantees with short duration: the rolling annuity
- Fair retirement under risky lifetime
- Controlling a demographic wave in defined contribution pension systems
- Time-consistent pension policy with minimum guarantee and sustainability constraint
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