The Private Value of Public Pensions
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- Petrichev, Konstantin & Thorp, Susan, 2008. "The private value of public pensions," Insurance: Mathematics and Economics, Elsevier, vol. 42(3), pages 1138-1145, June.
References listed on IDEAS
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Cited by:
- Hardy Hulley & Rebecca Mckibbin & Andreas Pedersen & Susan Thorp, 2013.
"Means-Tested Public Pensions, Portfolio Choice and Decumulation in Retirement,"
The Economic Record, The Economic Society of Australia, vol. 89(284), pages 31-51, March.
- Susan Thorp & Hardy Hulley & Rebecca McKibbin & Andreas Pedersen, 2009. "Means-Tested Income Support, Portfolio Choice and Decumulation in Retirement," Research Paper Series 248, Quantitative Finance Research Centre, University of Technology, Sydney.
- Milevsky, Moshe A., 2020. "Calibrating Gompertz in reverse: What is your longevity-risk-adjusted global age?," Insurance: Mathematics and Economics, Elsevier, vol. 92(C), pages 147-161.
- Susan Thorp & Hardy Hulley & Rebecca McKibbin & Andreas Pedersen, 2009.
"Means-Tested Income Support, Portfolio Choice and Decumulation in Retirement,"
Research Paper Series
248, Quantitative Finance Research Centre, University of Technology, Sydney.
- Susan Thorp & Hardy Hulley & Rebecca McKibbin & Andreas Pedersen, 2009. "Means-tested income support, portfolio choice and decumulation in retirement," CAMA Working Papers 2009-12, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
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More about this item
Keywords
social security; longevity risk; phased withdrawal; stochastic present value;All these keywords.
JEL classification:
- H55 - Public Economics - - National Government Expenditures and Related Policies - - - Social Security and Public Pensions
- J14 - Labor and Demographic Economics - - Demographic Economics - - - Economics of the Elderly; Economics of the Handicapped; Non-Labor Market Discrimination
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
NEP fields
This paper has been announced in the following NEP Reports:- NEP-AGE-2008-02-23 (Economics of Ageing)
- NEP-IAS-2008-02-23 (Insurance Economics)
- NEP-PUB-2008-02-23 (Public Finance)
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