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

DOI10.1007/S10203-019-00252-ZzbMATH Open1444.91193OpenAlexW3126030835MaRDI QIDQ777929FDOQ777929

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

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zbMATH Keywords

risk-takingdefined benefit pension planparticipantsdeficit sharingequityholderssurplus sharing

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Cites Work

• Strategic asset allocation
• Title not available (Why is that?)
• Optimal investment choices post-retirement in a defined contribution pension scheme
• Dynamic asset pricing with non-redundant forwards
• The Role of Learning in Dynamic Portfolio Decisions *
• Pension scheme redesign and wealth redistribution between the members and sponsor: the USS rule change in October 2011
• Stochastic Interest Rates and the Bond-Stock Mix
• Pension schemes as options on pension fund assets: implications for pension fund management
• Intertemporal surplus management

Cited In (2)

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

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