Financial fairness and conditional indexation

DOI10.1080/03461238.2016.1225592MaRDI QIDQ4577199zbMATH OpenOpenAlexFDO

Authors Torsten Kleinow, Johannes M. Schumacher

Publication date 17 July 2018

Published in Scandinavian Actuarial Journal (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1080/03461238.2016.1225592

zbMATH Keywords

intergenerational risk sharingoverlapping generations modelscollective pensionsconditional indexation

Mathematics Subject Classification ID

Economic growth models (91B62)

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Cites work

• Bank Runs, Deposit Insurance, and Liquidity
• Optimal investment strategy for defined contribution pension schemes
• Optimal risk management in defined benefit stochastic pension funds
• Pension fund investments and the valuation of liabilities under conditional indexation
• Pension fund management and conditional indexation

Cited in

(4)

• Pension fund management and conditional indexation
• Utilitarian versus neutralitarian design of endowment fund policies
• Multi-period risk sharing under financial fairness
• Pension fund investments and the valuation of liabilities under conditional indexation

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