Automatic balancing mechanisms for notional defined contribution accounts in the presence of uncertainty

DOI10.1080/03461238.2017.1304984MaRDI QIDQ4583604zbMATH OpenOpenAlexFDO

Authors Jennifer Alonso-García, María del Carmen Boado-Penas, Pierre Devolder

Publication date 31 August 2018

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

Full work available at URL https://alfresco.uclouvain.be/alfresco/service/guest/streamDownload/c8f4bdc0-4d23-4eaa-8584-900af6fa6153/ISBADP2014_38_devolder_automatic.pdf?guest=true

zbMATH Keywords

stochastic processesriskretirementpublic pensionssolvencyactuarial analysis

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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(6)

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• Intergenerational actuarial fairness when longevity increases: amending the retirement age
• Continuous time model for notional defined contribution pension schemes: liquidity and solvency
• Optimal mix between pay-as-you-go and funding for DC pension schemes in an overlapping generations model
• How to finance pensions: optimal strategies for pay-as-you-go pension systems
• THEORETICAL FOUNDATIONS OF PAY‐AS‐YOU‐GO DEFINED‐CONTRIBUTION PENSION SCHEMES

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