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

DOI10.1080/03461238.2017.1304984zbMATH Open1416.91147OpenAlexW1520509152MaRDI QIDQ4583604FDOQ4583604

María del Carmen Boado-Penas, Jennifer Alonso-García, 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)

Cites Work

• Title not available (Why is that?)
• Two-period cycles in a three-period overlapping generations model

Cited In (4)

• 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
• Automatic balance mechanisms for notional defined contribution pension systems guaranteeing social adequacy and financial sustainability: an application to the Italian pension system

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