SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Unhedgeable inflation risk within pension schemes · Study

ArticleShelves

ArticleUnhedgeable inflation risk within pension schemes

Damiaan H.J. Chen2019

Article2019

Unhedgeable inflation risk within pension schemes

Damiaan H.J. Chen · Roel M. W. J. Beetsma · Sweder J. G. van Wijnbergen

11 citations·0/0 files stored·Insurance Mathematics and Economics

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Literacy, Pension, Retirement Analysis Insurance and Financial Risk Management Stochastic processes and financial applications

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 11 citations exist upstream.

References

2001Valuing American Options by Simulation: A Simple Least-Squares Approach 1996A YIELD‐FACTOR MODEL OF INTEREST RATES 1991Common Factors Affecting Bond Returns 2002Term Premia and Interest Rate Forecasts in Affine Models 2005Consumption and Portfolio Choice over the Life Cycle 2016Staggered Wage Setting in a Macro Model 2001Demography of Risk Aversion 1989Optimal replication of contingent claims under transaction costs

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2009When Can Life Cycle Investors Benefit from Time-Varying Bond Risk Premia?article · 6 shared references 2010Optimal Annuity Risk Managementarticle · 6 shared references 2011The Costs of Suboptimal Dynamic Asset Allocation: General Results and Applications to Interest Rate Risk, Stock Volatility Risk, and Growth/Value Tiltsarticle · 5 shared references 2008Valuation of pension liabilities in incomplete marketsarticle · 5 shared references 2007Valuation of Pension Liabilities in Incomplete Marketspreprint · 5 shared references 2011Can we Exploit Predictability in Bond Markets?preprint · 5 shared references

Details

Year2019

Typearticle

Published2019-11-04

VenueInsurance Mathematics and Economics

ISSN-L0167-6687

Languageen

Citations11

Files0 public / 0

ShelfFinancial Literacy, Pension, Retirement Analysis

Identifiers

doi10.1016/j.insmatheco.2019.10.009

openalex_workW2973122242

Links

Imported from OpenAlex (CC0) — nothing here is generated.