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Generic NDC - Equilibrium, Valuation and Risk Sharing with and without NDC Bonds
16 references·1 citing·45 second hop
Generic NDC - Equilibrium, Valuation and Risk Sharing with and without NDC Bonds (2011)Generic NDC - Equilibrium, Valuation and …Ethnic Diversity and Preferences for Redistribution (2012)Ethnic Diversity and Preferen…Welfare and generational equity in sustainable unfunded pension systems (2010)Welfare and generational equi…Is Tolerance Good or Bad for Growth? (2010)Is Tolerance Good or Bad for …Modelling and management of mortality risk: a review (2008)Modelling and management of m…Living with Mortality: Longevity Bonds and Other Mortality-Linked Securities (2006)Living with Mortality: Longev…Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions (2006)Lee-Carter mortality forecast…The Simple Analytics of a Pooled Annuity Fund (2005)The Simple Analytics of a Poo…The rate of return of pay-as-you-go pension systems: a more exact consumption-loan model of interest (2005)The rate of return of pay-as-…Old Age Income Support in the 21st century: An International Perspective on Pension Systems and Reform (2005)Old Age Income Support in the…The Gains from Pension Reform (2003)The Gains from Pension ReformBroken Limits to Life Expectancy (2002)Broken Limits to Life Expecta…Survivor Bonds: Helping to Hedge Mortality Risk (2001)Survivor Bonds: Helping to He…Evaluating the Performance of the Lee-Carter Method for Forecasting Mortality (2001)Evaluating the Performance of…Modeling and Forecasting U. S. Mortality (1992)Modeling and Forecasting U. S…PAY AS YOU GO (1989)PAY AS YOU GOAn Exact Consumption-Loan Model of Interest with or without the Social Contrivance of Money (1958)An Exact Consumption-Loan Mod…Automatic balancing mechanisms for notional defined contribution accounts in the presence of uncertainty (2017)Automatic balancing mechanism…The impact of heterogeneity in individual frailty on the dynamics of mortality (1979)Aging, Natural Death, and the Compression of Morbidity (1980)A Potential Decline in Life Expectancy in the United States in the 21st Century (2005)A Potential Decline in Life Expectancy in the United States in the 21st Century (2005)Ageing populations: the challenges ahead (2009)A universal pattern of mortality decline in the G7 countries (2000)Applying Lee-Carter under conditions of variable mortality decline (2002)Demographic forecasting: 1980 to 2005 in review (2006)Mortality Modelling and Forecasting: a Review of Methods (2008)The Family as an Incomplete Annuities Market (1979)New Evidence on the Money's Worth of Individual Annuities (1999)Law, Politics and Life Insurance Consumption in Asia (2002)Survivor Swaps (2006)Uncertainty and the Evaluation of Public Investment Decisions (2013)Modernization and Postmodernization: Cultural, Economic, and Political Change in 43 Societies (1997)Time Discounting and Time Preference: A Critical Review (2002)Keeping the Promise of Social Security in Latin America (2004)Social Security (2004)The Hedging Performance of the New Futures Markets (1979)Price Volatility, Trading Volume, and Market Depth: Evidence from Futures Markets (1993)A Two‐Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration (2006)Multivariate Exponential Tilting and Pricing Implications for Mortality Securitization (2006)On systematic mortality risk and risk-minimization with survivor swaps (2008)The New Life Market (2013)Forecasting, Structural Time Series Models and the Kalman Filter (1990)Forecasting methods and applications (1993)Stochastic population forecasts using functional data models for mortality, fertility and migration (2008)Bayesian Stochastic Mortality Modelling for Two Populations (2011)Demographic perspectives on the rise of longevity (2021)Financial Development and Economic Growth: Views and AgendaDepartment of Labor (1941)Finance and the sources of growth (2000)Is the Welfare State Justified? (2007)Lessons from Pension Reform in the Americas (2007)Reforming pensions: Principles, analytical errors and policy directions (2009)An equilibrium characterization of the term structure (1977)A Theory of the Term Structure of Interest Rates (1985)Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation (1992)Understanding, modelling and managing longevity risk: key issues and main challenges (2010)Measuring Basis Risk in Longevity Hedges (2011)Projections of Global Mortality and Burden of Disease from 2002 to 2030 (2006)Forecasting life expectancy, years of life lost, and all-cause and cause-specific mortality for 250 causes of death: reference and alternative scenarios for 2016–40 for 195 countries and territories (2018)Social Security, Induced Retirement, and Aggregate Capital Accumulation (1974)Noise Trader Risk in Financial Markets (1990)Asset pricing with liquidity risk (2005)
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References

  • 1958An Exact Consumption-Loan Model of Interest with or without the Social Contrivance of Money3,538 cited
  • 2002Broken Limits to Life Expectancy2,818 cited
  • 1992Modeling and Forecasting U. S. Mortality2,311 cited
  • 2001Evaluating the Performance of the Lee-Carter Method for Forecasting Mortality523 cited
  • 2003The Gains from Pension Reform428 cited
  • 2001Survivor Bonds: Helping to Hedge Mortality Risk350 cited
  • 2005Old Age Income Support in the 21st century: An International Perspective on Pension Systems and Reform336 cited
  • 2006Living with Mortality: Longevity Bonds and Other Mortality-Linked Securities273 cited
  • 2008Modelling and management of mortality risk: a review254 cited
  • 2006Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions248 cited
  • 2005The Simple Analytics of a Pooled Annuity Fund168 cited
  • 2005The rate of return of pay-as-you-go pension systems: a more exact consumption-loan model of interest130 cited
  • 2012Ethnic Diversity and Preferences for Redistribution111 cited
  • 1989PAY AS YOU GO89 cited
  • 2010Is Tolerance Good or Bad for Growth?89 cited

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  • 2010Welfare and generational equity in sustainable unfunded pension systems86 cited
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    • 2017Automatic balancing mechanisms for notional defined contribution accounts in the presence of uncertainty24 cited