Structure of intergenerational risk-sharing plans: optimality and fairness
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Publication:4959366
DOI10.1080/03461238.2020.1862291zbMATH Open1471.91493OpenAlexW3114437800MaRDI QIDQ4959366FDOQ4959366
Xiaobai Zhu, Mary R. Hardy, David Saunders
Publication date: 13 September 2021
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.2020.1862291
controlergodic controlpensionsintergenerational risk sharingdefined ambitionintergenerational equality
Cites Work
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- Optimal investment strategies and intergenerational risk sharing for target benefit pension plans
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- Time-average control of martingale problems: the hamilton-jacobi-bellman equation
- Optimal investment strategies and risk-sharing arrangements for a hybrid pension plan
- Risk-Sharing and Benefit Smoothing in A Hybrid Pension Plan
- The DB Underpin Hybrid Pension Plan
Cited In (5)
- Time‐average stochastic control based on a singular local Lévy model for environmental project planning under habit formation
- Intergenerational redistribution and risk sharing with changing longevity
- Intergenerational sharing of unhedgeable inflation risk
- FAIR TRANSITION FROM DEFINED BENEFIT TO TARGET BENEFIT
- Pension system design: roles and interdependencies of tax-financed and funded pensions
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