Assessing public pensions using ruin probability : pay-as-you-go versus mixed schemes
Jennifer Alonso-García, M. Carmen Boado-Penas, and Julia Eisenberg
| Year of publication: |
[2024]
|
|---|---|
| Authors: | Alonso-García, Jennifer ; Boado-Penas, María del Carmen ; Eisenberg, Julia |
| Publisher: |
[Kensington, NSW] : CEPAR, ARC Centre of Excellence in Population Ageing Research |
| Subject: | public pensions | demographic risks | investment | sustainability | ruin probability | value-at-risk | Gesetzliche Rentenversicherung | Public pension system | Risiko | Risk | Theorie | Theory | Umlageverfahren | Pay-as-you-go | Risikomodell | Risk model | Wahrscheinlichkeitsrechnung | Probability theory | Risikomaß | Risk measure | Versicherungsmathematik | Actuarial mathematics | Portfolio-Management | Portfolio selection |
freely available
| Extent: | 1 Online-Ressource (circa 29 Seiten) Illustrationen |
|---|---|
| Series: | Working paper. - Kensington, NSW : CEPAR, ARC Centre of Excellence in Population Ageing Research, ZDB-ID 2845546-0. - Vol. 2024, 12 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014631072