Optimal mix among PAYGO, EET and individual savings

DOI10.1080/03461238.2023.2274096MaRDI QIDQ6547263zbMATH OpenFDO

Authors Lin He, Zongxia Liang, Yilun Song

Publication date 30 May 2024

Published in Scandinavian Actuarial Journal (Search for Journal in Brave)

Mathematics Subject Classification ID

Actuarial mathematics (91G05) Optimal stochastic control (93E20)

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Cites work

• scientific article; zbMATH DE number 40971 (Why is no real title available?)
• scientific article; zbMATH DE number 1325009 (Why is no real title available?)
• A portfolio approach to the optimal funding of pensions
• Actuarial mathematics for life contingent risks
• Optimal actuarial fairness in pension systems: A note
• Optimal consumption-portfolio choices and retirement planning
• Optimal contribution rate of PAYGO pension
• Optimal investment strategies and intergenerational risk sharing for target benefit pension plans
• Optimal mix between pay as you go and funding for pension liabilities in a stochastic framework
• Optimal retirement time under habit persistence: what makes individuals retire early?
• Stability of ADI schemes applied to convection--diffusion equations with mixed derivative terms
• The bargaining problem

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