Optimal mix between pay-as-you-go and funding for DC pension schemes in an overlapping generations model

DOI10.1016/j.insmatheco.2016.06.011zbMath1371.91148OpenAlexW2461595565MaRDI QIDQ2520450

Jennifer Alonso-García, Pierre Devolder

Publication date: 13 December 2016

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2016.06.011

zbMATH Keywords

utilitydiversificationportfolio theoryfundingPAYG

Mathematics Subject Classification ID

Economic growth models (91B62) Portfolio theory (91G10)

Related Items (4)

Manage pension deficit with heterogeneous insurance ⋮ Transforming public pensions: a mixed scheme with a credit granted by the state ⋮ Optimal investment strategies and risk-sharing arrangements for a hybrid pension plan ⋮ Optimal contribution rate of PAYGO pension

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