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Une alternative a la pension a points : le compte individuel pension en euros

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  • Devolder, Pierre

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  • Devolder, Pierre, 2019. "Une alternative a la pension a points : le compte individuel pension en euros," LIDAM Discussion Papers ISBA 2019011, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    • Handle: RePEc:aiz:louvad:2019011
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    References listed on IDEAS

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    2. Donnelly, C. & Young, J., 2017. "Product options for enhanced retirement income," British Actuarial Journal, Cambridge University Press, vol. 22(3), pages 636-656, September.
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    4. De Pril, Nelson, 1989. "The Aggregate Claims Distribution in the Individual Model with Arbitrary Positive Claims," ASTIN Bulletin, Cambridge University Press, vol. 19(1), pages 9-24, April.
    5. Furman, Edward & Landsman, Zinoviy, 2008. "Economic Capital Allocations for Non-negative Portfolios of Dependent Risks," ASTIN Bulletin, Cambridge University Press, vol. 38(2), pages 601-619, November.
    6. Furman, Edward & Zitikis, Ricardas, 2008. "Weighted premium calculation principles," Insurance: Mathematics and Economics, Elsevier, vol. 42(1), pages 459-465, February.
    7. Chen, An & Hieber, Peter & Klein, Jakob K., 2019. "Tonuity: A Novel Individual-Oriented Retirement Plan," ASTIN Bulletin, Cambridge University Press, vol. 49(1), pages 5-30, January.
    8. Dhaene, Jan & Vandebroek, Martina, 1995. "Recursions for the individual model," Insurance: Mathematics and Economics, Elsevier, vol. 16(1), pages 31-38, April.
    9. Donnelly, Catherine, 2015. "Actuarial Fairness And Solidarity In Pooled Annuity Funds," ASTIN Bulletin, Cambridge University Press, vol. 45(1), pages 49-74, January.
    10. Donnelly, Catherine & Guillén, Montserrat & Nielsen, Jens Perch, 2014. "Bringing cost transparency to the life annuity market," Insurance: Mathematics and Economics, Elsevier, vol. 56(C), pages 14-27.
    11. Dutang, Christophe & Goulet, Vincent & Pigeon, Mathieu, 2008. "actuar: An R Package for Actuarial Science," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 25(i07).
    12. Furman, Edward & Landsman, Zinoviy, 2005. "Risk capital decomposition for a multivariate dependent gamma portfolio," Insurance: Mathematics and Economics, Elsevier, vol. 37(3), pages 635-649, December.
    13. Furman, Edward & Kuznetsov, Alexey & Zitikis, Ričardas, 2018. "Weighted risk capital allocations in the presence of systematic risk," Insurance: Mathematics and Economics, Elsevier, vol. 79(C), pages 75-81.
    14. Furman, Edward & Zitikis, Ricardas, 2008. "Weighted risk capital allocations," Insurance: Mathematics and Economics, Elsevier, vol. 43(2), pages 263-269, October.
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    Cited by:

    1. BAURIN Arno, & HINDRIKS Jean,, 2020. "Pension financing and individual retirement account," LIDAM Discussion Papers CORE 2020004, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

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