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Pension Deals and Value-Based ALM
6 references·0 citing·32 second hopsampled
Pension Deals and Value-Based ALM (2012)Pension Deals and Value-Based ALMPension funds and value-based generational accounting (2003)Pension funds and value-based…Pensions, Funding and Risk (2001)Pensions, Funding and RiskSocial security and institutions for intergenerational, intragenerational, and international risk-sharing (1999)Social security and instituti…Social Security and Institutions for Intergenerational, Intragenerational, and International Risk Sharing (1998)Social Security and Instituti…Intergenerational risk sharing (1988)Intergenerational risk sharingOptimal taxation in a stochastic economy (1980)Optimal taxation in a stochas…On the measurement of inequality (1970)An Exploration in the Theory of Optimum Income Taxation (1971)Redistributive taxation as social insurance (1980)A reexamination of the theory of automatic stabilizers (1984)Optimal Income Transfer Programs: Intensive versus Extensive Labor Supply Responses (2002)Taxation and Economic Efficiency**We thank Charles Blackorby, Peter Diamond, Kenneth Judd, Louis Kaplow, Gareth Myles, Michel Strawczynski and Ronald Wendner for helpful comments on a previous draft. (2002)Corporate pension funding policy (1976)Generational Accounting around the World (1999)Beyond Portfolio Theory: The Next Frontier (2005)Fair Value and Pension Fund Management (2006)Conditional Indexation in Defined Benefit Pension Plans in the Netherlands (2007)Essays in the Theory of Risk-Bearing. (1972)The equity premium: A puzzle (1985)Understanding Risk and Return (1993)The Recent Evolution of Pension Funds in the Netherlands: The Trend to Hybrid DB-DC Plans and Beyond (2007)Social Security Incidence under Uncertainty Assessing Italian Reforms (2009)Quantifying the risk-sharing welfare gains of social security (2010)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Valuation of intergenerational transfers in funded collective pension schemes (2007)The cost of capital, corporation finance and the theory of investment (2008)Optimum consumption and portfolio rules in a continuous-time model (1971)Implicit Contracts and Underemployment Equilibria (1975)On the Determination of the Public Debt (1979)Non-leaky buckets: Optimal redistributive taxation and agency costs (1995)Intergenerational risk sharing and fiscal policy (2009)The Liabilities and Risks of State-Sponsored Pension Plans (2009)An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)Preference Parameters and Behavioral Heterogeneity: An Experimental Approach in the Health and Retirement Study (1997)The Gains from Pension Reform (2003)Ageing, Pension Reform and Capital Flows: A Multi‐Country Simulation Model (2006)Intergenerational Risk Sharing in the Spirit of Arrow, Debreu, and Rawls, with Applications to Social Security Design (2007)
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References

  • 1988Intergenerational risk sharing276 cited
  • 1999Social security and institutions for intergenerational, intragenerational, and international risk-sharing150 cited
  • 1998Social Security and Institutions for Intergenerational, Intragenerational, and International Risk Sharing63 cited
  • 1980Optimal taxation in a stochastic economy63 cited
  • 2001Pensions, Funding and Risk60 cited
  • 2003Pension funds and value-based generational accounting42 cited

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