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Keyword: pensions
Found
14 papers
in total
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The Pension Option in Labor Insurance and Its Effect on Household Saving and Consumption: Evidence From Taiwan
2015,
Chen Hua
Starting in 2009, the Labor Insurance (LI) program in Taiwan has allowed workers to...
Public Pension Promises: How Big Are They and What Are They Worth?
2011,
Novy-Marx Robert
We calculate the present value of state employee pension liabilities using discount...
Defined Benefit or Defined Contribution? A Study of Pension Choices
2011,
Cocco Joo F
We solve an empirically parameterized life‐cycle model of consumption and...
Retirement planning in individual asset–liability management
2012,
Moriggia Vittorio
Increasing financial pressure on State‐controlled pension systems has caused,...
Collective adjustment of pension rights in ALM models
2011,
Klein Haneveld K
Collective adjustment of pension rights is a way to keep defined benefit systems...
Public versus Private Retirement Pensions: A Stackelberg Differential Game
2010,
Cabo Francisco
This paper studies the dynamic interaction between a representative employer and the...
The Portability of Pension Rights: General Principles and the Caribbean Case
2010,
Forteza Alvaro
The portability of pension rights is an increasingly important issue in the Caribbean....
Indexation of Dutch pension rights in multistage recourse ALM (asset liability management) models
2010,
Klein Haneveld Willem K
Indexation (correction for inflation) of defined benefit pension rights is an...
Optimal investment for a pension fund under inflation risk
2010,
Zhang Aihua
This paper investigates an optimal investment problem faced by a defined contribution...
The future of pension schemes
2003,
Robson Mark H.
This note introduces the papers that follow in this special issue of the Journal,...
Some current issues in accounting for the cost of defined benefit pension schemes
2003,
Whittington Geoffrey
This paper discusses the issues underlying the International Accounting Standards...
Pensions modelling
2003,
Keating Con
Valuable insights into the problem of how to fund defined benefit pension schemes can...
Exponential smoothing methods in pension funding
2003,
Haberman Steven
‘Smoothed-market’ methods are used by actuaries, when they value pension...
Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases
2007,
Scaillet Olivier
In a financial market with one riskless asset and n risky assets whose prices are...
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