Replicating intergenerational longevity risk sharing in collective defined contribution pension plans using financial markets

DOI10.1016/j.insmatheco.2017.09.010zbMath1398.91337OpenAlexW2763379917MaRDI QIDQ1697251

Enareta Kurtbegu

Publication date: 15 February 2018

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2017.09.010

zbMATH Keywords

longevitypension plansdefined contributioncollective defined contributiondefined benefitsindividual investmentintergeneration risk-sharing

Mathematics Subject Classification ID

Related Items (4)

Optimal assets allocation and benefit adjustment strategy with longevity risk for target benefit pension plans ⋮ Optimal DB-PAYGO pension management towards a habitual contribution rate ⋮ Longevity risk and capital markets: the 2019--20 update ⋮ Longevity Risk and Capital Markets: The 2017–2018 Update

Cites Work

• The Pricing of Options and Corporate Liabilities
• An equilibrium characterization of the term structure
• Unnamed Item

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