IDEAS home Printed from https://ideas.repec.org/r/eee/insuma/v23y1998i3p263-286.html
   My bibliography  Save this item

Pension schemes as options on pension fund assets: implications for pension fund management

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Besley, Timothy & Prat, Andrea, 2003. "Pension fund governance and the choice between defined benefit and defined contribution plans," LSE Research Online Documents on Economics 24853, London School of Economics and Political Science, LSE Library.
  2. Boonen, Tim J. & De Waegenaere, Anja, 2017. "Intergenerational risk sharing in closing pension funds," Insurance: Mathematics and Economics, Elsevier, vol. 74(C), pages 20-30.
  3. David Blake & Marco Morales & Enrico Biffis & Yijia Lin & Andreas Milidonis, 2017. "Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(S1), pages 515-532, April.
  4. Dirk Broeders & An Chen, 2013. "Pension Benefit Security: A Comparison of Solvency Requirements, a Pension Guarantee Fund, and Sponsor Support," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 80(2), pages 239-272, June.
  5. Noël Bonneuil, 2013. "Early Warning to Insolvency in the Pension Fund: The French Case," Risks, MDPI, vol. 1(1), pages 1-13, January.
  6. Paul Klumpes & Mark Whittington & Yong Li, 2009. "Determinants of the Pension Curtailment Decisions of UK Firms," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 36(7-8), pages 899-924.
  7. Spyridon D Vrontos & Ioannis D Vrontos & Loukia Meligkotsidou, 2013. "Asset-liability management for pension funds in a time-varying volatility environment," Journal of Asset Management, Palgrave Macmillan, vol. 14(5), pages 306-333, October.
  8. Blake, David, 2003. "Financial system requirements for successful pension reform," LSE Research Online Documents on Economics 24862, London School of Economics and Political Science, LSE Library.
  9. Hoevenaars, J. & Ponds, E.H.M., 2008. "Valuation of intergenerational transfers in collective funded pension schemes," Other publications TiSEM 2c1afa01-df29-490e-bc52-8, Tilburg University, School of Economics and Management.
  10. Menoncin, Francesco, 2002. "Optimal portfolio and background risk: an exact and an approximated solution," Insurance: Mathematics and Economics, Elsevier, vol. 31(2), pages 249-265, October.
  11. Lanying Sun & Changhao Su & Xinghui Xian, 2020. "Assessing the Sustainability of China’s Basic Pension Funding for Urban and Rural Residents," Sustainability, MDPI, vol. 12(7), pages 1-17, April.
  12. Paul Klumpes & Mark Whittington & Yong Li, 2009. "Determinants of the Pension Curtailment Decisions of UK Firms," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 36(7‐8), pages 899-924, September.
  13. Blake, David, 2001. "The United Kingdom Pension System: Key Issues," Discussion Paper 15, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
  14. John Cotter & David Blake & Kevin Dowd, 2012. "What Should Be Done About The Underfunding of Defined Benefit Pension Schemes?," Working Papers 201202, Geary Institute, University College Dublin.
  15. Lijian Wang & Daniel Béland, 2014. "Assessing the Financial Sustainability of China’s Rural Pension System," Sustainability, MDPI, vol. 6(6), pages 1-20, May.
  16. de Jong, Frank, 2008. "Pension fund investments and the valuation of liabilities under conditional indexation," Insurance: Mathematics and Economics, Elsevier, vol. 42(1), pages 1-13, February.
  17. de Haan, J. & Janssen, K. & Ponds, E.H.M., 2012. "The Holistic Balance Sheet as the New Framework for European Pension Supervision - Evaluation from a Dutch Perspective," Other publications TiSEM fc38c542-0617-487d-b106-a, Tilburg University, School of Economics and Management.
  18. Hoevenaars, Roy P.M.M. & Ponds, Eduard H.M., 2008. "Valuation of intergenerational transfers in funded collective pension schemes," Insurance: Mathematics and Economics, Elsevier, vol. 42(2), pages 578-593, April.
  19. Francesco MENONCIN, 2001. "How to Manage Inflation Risk in an Asset Allocation Problem : an Algebric Aproximated Solution," LIDAM Discussion Papers IRES 2001035, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  20. Francesco MENONCIN, 2002. "How the Financial Managers’ Remuneration Can Affect the Optimal Portfolio Composition ?," LIDAM Discussion Papers IRES 2002022, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  21. Katarzyna Romaniuk, 2007. "The optimal asset allocation of the main types of pension funds: a unified framework," The Geneva Papers on Risk and Insurance Theory, Springer;International Association for the Study of Insurance Economics (The Geneva Association), vol. 32(2), pages 113-128, December.
  22. Francesco Menoncin, 2005. "Risk management and asset allocation with jump-diffusion exogenous risks: Some algebraic approximated solutions," The European Journal of Finance, Taylor & Francis Journals, vol. 11(3), pages 223-246.
  23. Chen, Z. & Pelsser, A. & Ponds, E.H.M., 2013. "Evaluating the UK and Dutch Defined Benefit Policies Using the Holistic Balance Sheet Framework," Other publications TiSEM 2429d59c-207f-46d4-9fa2-e, Tilburg University, School of Economics and Management.
  24. Romaniuk, Katarzyna, 2019. "Premiums of the Pension Benefit Guarantee Corporation and risk-taking by pension plans," The Quarterly Review of Economics and Finance, Elsevier, vol. 74(C), pages 301-307.
  25. Luuk Metselaar & Peter Zwaneveld & Casper Ewijk, 2022. "Reforming Occupational Pensions in the Netherlands: Contract and Intergenerational Aspects," De Economist, Springer, vol. 170(1), pages 7-36, February.
  26. Webb, David C., 2004. "Sponsoring company finance and investment and defined benefit pension scheme deficits," LSE Research Online Documents on Economics 24699, London School of Economics and Political Science, LSE Library.
  27. Dirk Broeders, 2006. "Valuation of Conditional Pension Liabilities and Guarantees under Sponsor Vulnerabilities," DNB Working Papers 082, Netherlands Central Bank, Research Department.
  28. Dirk Broeders, 2010. "Valuation of Contingent Pension Liabilities and Guarantees Under Sponsor Default Risk," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 77(4), pages 911-934, December.
  29. Chen, Zhiqiang & Pelsser, Antoon & Ponds, Eduard, 2014. "Evaluating the UK and Dutch defined-benefit pension policies using the holistic balance sheet framework," Insurance: Mathematics and Economics, Elsevier, vol. 58(C), pages 89-102.
  30. David Blake, 2003. "UK pension fund management after Myners: The hunt for correlation begins," Journal of Asset Management, Palgrave Macmillan, vol. 4(1), pages 32-72, June.
  31. Yu Mei & Xie Haibin & Huang Xiaowei & Xu Jinhai & Ralescu Dan, 2014. "A Study on the Chinese Enterprise Annuity Replacement Rate Problem," Journal of Systems Science and Information, De Gruyter, vol. 2(1), pages 1-15, February.
  32. Devolder, Pierre & Bosch Princep, Manuela & Dominguez Fabian, Inmaculada, 2003. "Stochastic optimal control of annuity contracts," Insurance: Mathematics and Economics, Elsevier, vol. 33(2), pages 227-238, October.
  33. Bégin, Jean-François, 2020. "Levelling the playing field: A VIX-linked structure for funded pension schemes," Insurance: Mathematics and Economics, Elsevier, vol. 94(C), pages 58-78.
  34. Katarzyna Romaniuk, 2020. "Does surplus/deficit sharing increase risk-taking in a corporate defined benefit pension plan?," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 43(1), pages 229-249, June.
  35. Lekniute, Z. & Beetsma, R.M.W.J. & Ponds, E.H.M., 2014. "A Value-Based Approach to the Redesign of US State Pension Plans," Other publications TiSEM 3156027d-33c6-4045-963a-d, Tilburg University, School of Economics and Management.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.