How to Finance Pensions: Optimal Strategies for Pay‐as‐You‐Go Pension Systems

DOI10.1002/for.2351zbMath1397.62533OpenAlexW2154540074MaRDI QIDQ4687580

María del Carmen Boado-Penas, Humberto Godínez-Olivares, Athanasios A. Pantelous

Publication date: 12 October 2018

Published in: Journal of Forecasting (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/for.2351

zbMATH Keywords

optimizationriskfinancial equilibriumpay-as-you-gopublic pensionsautomatic balancing mechanism

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Software, source code, etc. for problems pertaining to statistics (62-04)

Related Items (4)

Optimal strategies for pay-as-you-go pension finance: a sustainability framework ⋮ Optimal investment strategies and risk-sharing arrangements for a hybrid pension plan ⋮ 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

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