Financial fairness and conditional indexation

DOI10.1080/03461238.2016.1225592zbMATH Open1402.91203OpenAlexW2508049911MaRDI QIDQ4577199FDOQ4577199

Authors: Torsten Kleinow, Johannes M. Schumacher 

Publication date: 17 July 2018

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

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

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zbMATH Keywords

intergenerational risk sharingoverlapping generations modelscollective pensionsconditional indexation

Mathematics Subject Classification ID

Economic growth models (91B62)

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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