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The Impact of DC Pension Systems on Population Dynamics
16 references·0 citing·46 second hop
The Impact of DC Pension Systems on Population Dynamics (2007)The Impact of DC Pension Systems on Popul…Economic Security in an Aging Canadian Population (2011)Economic Security in an Aging…Interest Rate Models An Introduction (2010)Interest Rate Models An Intro…Annuities and Individual Welfare (2005)Annuities and Individual Welf…The Impact of Population Aging on Financial Markets (2004)The Impact of Population Agin…Keeping the Promise of Social Security in Latin America (2004)Keeping the Promise of Social…Interest Rate Models (2004)Interest Rate ModelsPensionmetrics: stochastic pension plan design and value-at-risk during the accumulation phase (2001)Pensionmetrics: stochastic pe…Longevity-Insured Retirement Distributions from Pension Plans: Market and Regulatory Issues (2001)Longevity-Insured Retirement …Saver Behavior and 401(k) Retirement Wealth (2000)Saver Behavior and 401(k) Ret…Framing the Social Security Debate: Values, Politics, and Economics (1999)Framing the Social Security D…Actuarial Mathematics, second edition (1997)Actuarial Mathematics, second…Private Pension Policies in Industrialized Countries: A Comparative Analysis (1995)Private Pension Policies in I…More on a Stochastic Asset Model for Actuarial Use (1995)More on a Stochastic Asset Mo…Actuarial Mathematics (1990)Actuarial MathematicsThe Economics of Aging (1988)The Economics of AgingAn equilibrium characterization of the term structure (1977)An equilibrium characterizati…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The Six Major Puzzles in International Macroeconomics: Is There a Common Cause? (2000)On the determinants of net international portfolio flows: A global perspective (2008)Utility Analysis and the Consumption Function: An Interpretation of Cross-Section Data (2013)Stock market returns and annuitization (2014)Population ageing, income growth and CO2emission (2015)Risk, Uncertainty and Profit (1921)Schooling, Experience, and Earnings (1974)Law and Finance (1998)Economic growth in the 1990s: learning from a decade of reform (2005)Lessons from Pension Reform in the Americas (2007)Reforming Pensions (2008)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)An Intertemporal Capital Asset Pricing Model (1973)The Pricing of Options and Corporate Liabilities (1973)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)A Theory of the Term Structure of Interest Rates (1985)Transform Analysis and Asset Pricing for Affine Jump-diffusions (2000)Valuing American Options by Simulation: A Simple Least-Squares Approach (2001)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Coherent Measures of Risk (1999)Global Asset Liability Management (2003)After VaR: The Theory, Estimation, and Insurance Applications of Quantile‐Based Risk Measures (2006)Target-driven investing: Optimal investment strategies in defined contribution pension plans under loss aversion (2012)Uncertain Lifetime, Life Insurance, and the Theory of the Consumer (1965)New Evidence on the Money's Worth of Individual Annuities (1999)Sources of Advantageous Selection: Evidence from the Medigap Insurance Market (2008)WHAT GOOD IS WEALTH WITHOUT HEALTH? THE EFFECT OF HEALTH ON THE MARGINAL UTILITY OF CONSUMPTION (2008)Beyond Nudges : Tools of a Choice Architecture (2012)Can Cheap Credit Explain the Housing Boom? (2010)A note on Euler approximations for SDEs with Hölder continuous diffusion coefficients (2011)Linear‐Rational Term Structure Models (2016)Beyond Welfare: Framing and the Racialization of White Opinion on Social Security (2006)Making Sense of Climate Change: How Story Frames Shape Cognition (2013)Recent pension reforms in Europe: More challenges, new directions. An overview (2021)Dynamic Programming Models and Algorithms for the Mutual Fund Cash Balance Problem (2010)A Computationally Efficient Algorithm for Estimating the Distribution of Future Annuity Values Under Interest-Rate and Longevity Risks (2011)A General Framework for Time-Changed Markov Processes and Applications (2018)Actuarial versus Financial Pricing of Insurance (2000)The Simple Analytics of a Pooled Annuity Fund (2005)The Time Value of Ruin in a Sparre Andersen Model (2005)
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References

  • 1977An equilibrium characterization of the term structure6,104 cited
  • 2005Annuities and Individual Welfare715 cited
  • 2004Keeping the Promise of Social Security in Latin America286 cited
  • 1995More on a Stochastic Asset Model for Actuarial Use271 cited
  • 1990Actuarial Mathematics234 cited
  • 2010Interest Rate Models An Introduction156 cited
  • 2001Pensionmetrics: stochastic pension plan design and value-at-risk during the accumulation phase154 cited
  • 2004Interest Rate Models140 cited
  • 1999Framing the Social Security Debate: Values, Politics, and Economics123 cited
  • 2004The Impact of Population Aging on Financial Markets112 cited
  • 2001Longevity-Insured Retirement Distributions from Pension Plans: Market and Regulatory Issues95 cited
  • 1997Actuarial Mathematics, second edition42 cited
  • 2000Saver Behavior and 401(k) Retirement Wealth37 cited
  • 1995Private Pension Policies in Industrialized Countries: A Comparative Analysis35 cited
  • 2011Economic Security in an Aging Canadian Population26 cited
  • 1988The Economics of Aging

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