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Conditional Indexation in Defined Benefit Pension Plans
5 references·8 citing·47 second hop
Conditional Indexation in Defined Benefit Pension Plans (2006)Conditional Indexation in Defined Benefit…Term Premia and Interest Rate Forecasts in Affine Models (2002)Term Premia and Interest Rate…A YIELD‐FACTOR MODEL OF INTEREST RATES (1996)A YIELD‐FACTOR MODEL OF INTER…More on a Stochastic Asset Model for Actuarial Use (1995)More on a Stochastic Asset Mo…A Stochastic Investment Model for Actuarial Use (1984)A Stochastic Investment Model…Corporate pension funding policy (1976)Corporate pension funding pol…Discounting pension liabilities: funding versus value (2016)Discounting pension liabiliti…Discounting Pension Liabilities: Funding versus Value (2015)Discounting Pension Liabiliti…Pension Fund Operating Costs and Fees (2011)Pension Fund Operating Costs …Helping Older Workers Find and Retain Jobs (2011)Helping Older Workers Find an…Valuation of Contingent Pension Liabilities and Guarantees Under Sponsor Default Risk (2010)Valuation of Contingent Pensi…Pensions, Purchasing-Power Risk, Inflation and Indexation (2009)Pensions, Purchasing-Power Ri…Les pensions dans les pays de l'OCDE 2009 (2009)Les pensions dans les pays de…The ‘crisis’ in defined benefit corporate pension liabilities Part II: Current solutions and future prospects (2007)The ‘crisis’ in defined benef…On the Pricing of Corporate Debt: The Risk Structure of Interest Rates (1974)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)An equilibrium characterization of the term structure (1977)Introduction to Pension Schemes (2016)The Real Effects of Financial Reporting on Pay and Incentives (2020)The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)Taxation and Corporate Pension Policy (1981)The Effect of Voluntary Spin‐off Announcements on Shareholder Wealth (1983)Theory of rational option pricing (2005)Risk Shifting versus Risk Management: Investment Policy in Corporate Pension Plans (2008)Transaction-Cost Economics: The Governance of Contractual Relations (1979)What do unions do (1984)Save More Tomorrow™: Using Behavioral Economics to Increase Employee Saving (2004)Mapping UK pension benefits and the intended purchase of annuities in the aftermath of the 1990s stock market bubble (2007)The Geography of Pension Liabilities and Fund Governance in the United States (2008)Pension plan participant choice: Evidence on defined benefit and defined contribution preferences (2013)Options, futures and other derivatives (2008)Pension Benefit Security: A Comparison of Solvency Requirements, a Pension Guarantee Fund, and Sponsor Support (2012)Pension fund finance and sponsoring companies (2012)Institutional and individual investors: Saving for old age (2017)Time Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Dynamic stochastic programmingfor asset-liability management (1998)A discussion of parameter and model uncertainty in insurance (2000)Investment guarantees : modeling and risk management for equity-linked life insurance (2003)A Theory of the Term Structure of Interest Rates (1985)Modeling Term Structures of Defaultable Bonds (1999)Prospect Theory and Asset Prices (2001)Forecasting the Term Structure of Government Bond Yields (2003)Monetary Trends in the United States and the United Kingdom (1982)Reserving for maturity guarantees: Two approaches (1997)The Financial Theory of Defined Benefit Pension Schemes (1997)After VaR: The Theory, Estimation, and Insurance Applications of Quantile‐Based Risk Measures (2006)The Political Economy of the Welfare State (1979)Automatic government: the politics of indexation (1988)The Financial Stability of Notional Account Pensions (2000)Explaining the introduction of automatic pension indexation provisions in 17 OECD countries, 1945–2000 (2012)Pension indexation for retirees revisited – Normative patterns and legal standards (2019)Common risk factors in the returns on stocks and bonds (1993)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)Bond Risk Premia (2005)Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance * (2012)The General Household Survey 1974 (1978)The Power of Suggestion: Inertia in 401(K) Participation and Savings Behavior (2000)Income Distribution and Poverty in OECD Countries in the Second Half of the 1990s (2005)
this work references cited by second hop

References

  • 1996A YIELD‐FACTOR MODEL OF INTEREST RATES2,498 cited
  • 2002Term Premia and Interest Rate Forecasts in Affine Models1,581 cited
  • 1976Corporate pension funding policy413 cited
  • 1995More on a Stochastic Asset Model for Actuarial Use271 cited
  • 1984A Stochastic Investment Model for Actuarial Use255 cited

Cited by

  • 2009Pensions, Purchasing-Power Risk, Inflation and Indexation92 cited
  • 2009Les pensions dans les pays de l'OCDE 200952 cited
  • 2007The ‘crisis’ in defined benefit corporate pension liabilities Part II: Current solutions and future prospects32 cited
  • 2010Valuation of Contingent Pension Liabilities and Guarantees Under Sponsor Default Risk27 cited
  • 2015Discounting Pension Liabilities: Funding versus Value27 cited
  • 2016Discounting pension liabilities: funding versus value26 cited
  • 2011Pension Fund Operating Costs and Fees19 cited
  • 2011Helping Older Workers Find and Retain Jobs14 cited

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