scholarly journals Intergenerational Risk Sharing in Time-Consistent Funded Pension Schemes

2011 ◽  
Author(s):  
Ed Westerhout
Keyword(s):  
Risk Sharing ◽  
Pension Schemes ◽  
Intergenerational Risk ◽  
Intergenerational Risk Sharing

scholarly journals Intergenerational Risk Sharing within Funded Pension Schemes

2009 ◽  
Author(s):  
Jiajia Cui ◽  
Frank de Jong ◽  
Eduard Ponds
Keyword(s):  
Risk Sharing ◽  
Pension Schemes ◽  
Intergenerational Risk ◽  
Intergenerational Risk Sharing

scholarly journals Intergenerational risk sharing within funded pension schemes

2010 ◽  
Vol 10 (1) ◽  
pp. 1-29 ◽  
Author(s):  
JIAJIA CUI ◽  
FRANK DE JONG ◽  
EDUARD PONDS
Keyword(s):  
Risk Sharing ◽  
Asset Returns ◽  
Olg Model ◽  
Welfare Gain ◽  
Pension Schemes ◽  
Intergenerational Risk ◽  
Entry Cohort ◽  
Intergenerational Risk Sharing ◽  
The Cost ◽  
Pension Benefits

AbstractIs intergenerational risk sharing desirable and feasible in funded pension schemes? Using a multi-period OLG model, we study risk sharing between generations for a variety of realistic collective funded pension schemes, where pension benefits and contributions may depend on the funding ratio and the asset returns. We find that well-structured intergenerational risk sharing via collective schemes can be welfare-enhancing vis-à-vis the optimal individual benchmark. Moreover, from an ex ante perspective the expected welfare gain of the current entry cohort is not at the cost of the older and future cohorts.

Intergenerational Risk Sharing and Endogenous Labour Supply within Funded Pension Schemes

Economica ◽  
2014 ◽  
Vol 81 (323) ◽  
pp. 566-592 ◽  
Author(s):  
Jan Bonenkamp ◽  
Ed Westerhout
Keyword(s):  
Risk Sharing ◽  
Labour Supply ◽  
Pension Schemes ◽  
Intergenerational Risk ◽  
Intergenerational Risk Sharing

scholarly journals Political intergenerational risk sharing

2010 ◽  
Vol 94 (9-10) ◽  
pp. 628-637 ◽  
Author(s):  
Marcello D'Amato ◽  
Vincenzo Galasso
Keyword(s):  
Risk Sharing ◽  
Intergenerational Risk ◽  
Intergenerational Risk Sharing

Intergenerational Risk-Sharing via Social Security when Financial Markets Are Incomplete

2002 ◽  
Vol 92 (2) ◽  
pp. 407-410 ◽  
Author(s):  
Dirk Krueger ◽  
Felix Kubler
Keyword(s):  
Social Security ◽  
Financial Markets ◽  
Risk Sharing ◽  
Intergenerational Risk ◽  
Intergenerational Risk Sharing

scholarly journals Intergenerational risk-sharing and risk-taking of a pension fund

2008 ◽  
Vol 92 (5-6) ◽  
pp. 1463-1485 ◽  
Author(s):  
Christian Gollier
Keyword(s):  
Risk Taking ◽  
Risk Sharing ◽  
Pension Fund ◽  
Intergenerational Risk ◽  
Intergenerational Risk Sharing
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