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Replicating intergenerational longevity risk sharing in collective defined contribution pension plans using financial markets
13 references·1 citing·51 second hop
Replicating intergenerational longevity risk sharing in collective defined contribution pension plans using financial markets (2017)Replicating intergenerational longevity r…Lifecycle Portfolio Choice With Systematic Longevity Risk and Variable Investment—Linked Deferred Annuities (2013)Lifecycle Portfolio Choice Wi…Lifecycle Portfolio Choice with Systematic Longevity Risk and Variable Investment-Linked Deferred Annuities (2011)Lifecycle Portfolio Choice wi…Intergenerational risk sharing within funded pension schemes (2010)Intergenerational risk sharin…The Recent Evolution of Pension Funds in the Netherlands: The Trend to Hybrid DB-DC Plans and Beyond (2007)The Recent Evolution of Pensi…Intergenerational risk-sharing and risk-taking of a pension fund (2007)Intergenerational risk-sharin…Intergenerational Risk Sharing in the Spirit of Arrow, Debreu, and Rawls, with Applications to Social Security Design (2007)Intergenerational Risk Sharin…Household Finance (2006)Household FinanceHow Do Household Portfolio Shares Vary with Age (2000)How Do Household Portfolio Sh…Intergenerational risk sharing (1988)Intergenerational risk sharingAn equilibrium characterization of the term structure (1977)An equilibrium characterizati…A framework for social security analysis (1977)A framework for social securi…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…XXIV. 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References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1977An equilibrium characterization of the term structure6,104 cited
  • 1825XXIV. On the nature of the function expressive of the law of human mortality, and on a new mode of determining the value of life contingencies. In a letter to Francis Baily, Esq. F. R. S. &c3,817 cited
  • 2006Household Finance2,391 cited
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  • 2007Intergenerational Risk Sharing in the Spirit of Arrow, Debreu, and Rawls, with Applications to Social Security Design134 cited
  • 2013Lifecycle Portfolio Choice With Systematic Longevity Risk and Variable Investment—Linked Deferred Annuities132 cited
  • 2011Lifecycle Portfolio Choice with Systematic Longevity Risk and Variable Investment-Linked Deferred Annuities44 cited
  • 2007The Recent Evolution of Pension Funds in the Netherlands: The Trend to Hybrid DB-DC Plans and Beyond40 cited

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  • 2020Optimal DB-PAYGO pension management towards a habitual contribution rate

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17 cited