Structure of intergenerational risk-sharing plans: optimality and fairness
Author:
Affiliation:
1. Department of Insurance, Finance and Actuarial Science, Southwestern University of Finance and Economics, Chengdu, People's Republic of China
2. Department of Statistics and Actuarial Science, University of Waterloo, Waterloo, Canada
Funder
Global Risk Institute in Financial Services
Natural Sciences and Engineering Research Council of Canada
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/03461238.2020.1862291
Reference26 articles.
1. null
2. Intergenerational risk sharing under loss averse preferences
3. Optimal Design of Funded Pension Schemes
4. Sustainability of participation in collective pension schemes: An option pricing approach
5. The DB Underpin Hybrid Pension Plan
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