An actuarial balance sheet model for defined benefit pay-as-you-go pension systems with disability and retirement contingencies

DOI10.1017/ASB.2014.5MaRDI QIDQ5419645zbMATH OpenOpenAlexFDO

Authors M. Ventura-Marco, Carlos Vidal-Meliá

Publication date 11 June 2014

Published in ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/asb.2014.5

zbMATH Keywords

actuarial balancedisabilityretirementsolvencySwedentransparency

Mathematics Subject Classification ID

Recommendations

• Benefit uncertainty and default risk in pension plans
• Bilanzierung und Migration bei sich erneuernden Rentenbeständen
• Solvency analysis of defined benefit pension schemes
• The logical sustainability of the pension system
• Pensions modelling

Cites work

• Pension fund risk management. Financial and actuarial modeling.
• Samuelson, Population and Intergenerational Transfers
• THEORETICAL FOUNDATIONS OF PAY‐AS‐YOU‐GO DEFINED‐CONTRIBUTION PENSION SCHEMES

Cited in

(2)

• LIFE CARE ANNUITIES (LCA) EMBEDDED IN A NOTIONAL DEFINED CONTRIBUTION (NDC) FRAMEWORK
• An actuarial mathematical model for a new pension philosophy. An application to the accountant pension fund

This page was built for publication: An actuarial balance sheet model for defined benefit pay-as-you-go pension systems with disability and retirement contingencies

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5419645)