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

Author:

Alonso-García J.ORCID,Devolder P.

Funder

‘Pension Funding’ Generali Chair

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference83 articles.

1. The social insurance paradox;Aaron;Canad. J. Econ. Polit. Sci./Rev. Canad. Econom. Sci. Polit.,1966

2. Alonso-García, J., Boado-Penas, M.d.C., Devolder, P., 2014. Automatic balancing mechanisms for notional defined contribution accounts in the presence of uncertainty. No. DP2014/38.

3. Guarantee valuation in notional defined contribution pension systems;Alonso-García;ASTIN Bull.,2016

4. Longevity risk in notional defined contribution pension schemes: a solution;Arnold;Geneva Pap. Risk Insur.-Issues Pract. Longevity Risks,2015

5. Notional defined contribution pension systems in a stochastic context: design and stability;Auerbach,2006

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