Risk-Sharing and Benefit Smoothing in A Hybrid Pension Plan

DOI10.1080/10920277.2012.10597642zbMath1291.91115OpenAlexW2079708686MaRDI QIDQ5168700

Zaki Khorasanee

Publication date: 19 July 2014

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2012.10597642

Mathematics Subject Classification ID

Related Items (6)

Optimal investment and benefit adjustment problem for a target benefit pension plan with Cobb-Douglas utility and Epstein-Zin recursive utility ⋮ Valuation of an early exercise defined benefit underpin hybrid pension ⋮ Target benefit pension plan with longevity risk and intergenerational equity ⋮ Optimal investment strategies and risk-sharing arrangements for a hybrid pension plan ⋮ Structure of intergenerational risk-sharing plans: optimality and fairness ⋮ FAIR TRANSITION FROM DEFINED BENEFIT TO TARGET BENEFIT

Cites Work

• Stochastic pension fund modelling
• On the control of defined-benefit pension plans
• Some Notes on the Dynamics and Optimal Control of Stochastic Pension Fund Models in Continuous Time
• Efficient Gain and Loss Amortization and Optimal Funding in Pension Plans
• A Retirement Plan Based on Fixed Accumulation and Variable Accrual
• Valuation of contingent-claims characterising particular pension schemes

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