Does surplus/deficit sharing increase risk-taking in a corporate defined benefit pension plan?

DOI10.1007/S10203-019-00252-ZMaRDI QIDQ777929zbMATH OpenOpenAlexFDO

Authors Katarzyna Romaniuk

Publication date 8 July 2020

Published in Decisions in Economics and Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10203-019-00252-z

zbMATH Keywords

risk-takingdefined benefit pension planparticipantsdeficit sharingequityholderssurplus sharing

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Recommendations

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Cites work

• scientific article; zbMATH DE number 4010171 (Why is no real title available?)
• Dynamic asset pricing with non-redundant forwards
• Intertemporal surplus management
• Optimal investment choices post-retirement in a defined contribution pension scheme
• Pension scheme redesign and wealth redistribution between the members and sponsor: the USS rule change in October 2011
• Pension schemes as options on pension fund assets: implications for pension fund management
• Stochastic Interest Rates and the Bond-Stock Mix
• Strategic asset allocation
• The Role of Learning in Dynamic Portfolio Decisions *

Cited in

(2)

• Pension Funds and the U.K. Economy
• Pension plan funding, technology choice, and the equity risk premium

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