Fair transition from defined benefit to target benefit

DOI10.1017/ASB.2021.17zbMATH Open1480.91259OpenAlexW3192271497MaRDI QIDQ5019042FDOQ5019042

Authors: Xiaobai Zhu, David Saunders, Mary R. Hardy 

Publication date: 27 December 2021

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/asb.2021.17

Recommendations

• Target benefit pension plan with longevity risk and intergenerational equity
• Current developments in German pension schemes: what are the benefits of the new target pension?
• Benefit uncertainty and default risk in pension plans
• Structure of intergenerational risk-sharing plans: optimality and fairness
• Pension funds as institutions for intertemporal risk transfer

zbMATH Keywords

fairnesspensionsintergenerational risk sharingtarget benefit plan

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Cites Work

• Pension scheme redesign and wealth redistribution between the members and sponsor: the USS rule change in October 2011
• Valuation of intergenerational transfers in funded collective pension schemes
• Structure of intergenerational risk-sharing plans: optimality and fairness
• Sustainability of participation in collective pension schemes: an option pricing approach
• Current developments in German pension schemes: what are the benefits of the new target pension?
• Optimal investment strategies and intergenerational risk sharing for target benefit pension plans
• Risk-Sharing and Benefit Smoothing in A Hybrid Pension Plan
• Updating Wilkie’s Economic Scenario Generator for U.S. Applications

Cited In (2)

• Target benefit pension plan with longevity risk and intergenerational equity
• Optimal VIX-linked structure for the target benefit pension plan

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