Intergenerational risk sharing in a defined contribution pension system : analysis with Bayesian optimization
An Chen, Motonobu Kanagawa and Fangyuan Zhang
| Year of publication: |
2023
|
|---|---|
| Authors: | Chen, An ; Kanagawa, Motonobu ; Zhang, Fangyuan |
| Published in: |
ASTIN bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge Univ. Press, ISSN 1783-1350, ZDB-ID 2148228-7. - Vol. 53.2023, 3, p. 515-544
|
| Subject: | automatic adjustment rule | Bayesian optimization | defined contribution | Intergenerational risk sharing | Theorie | Theory | Risiko | Risk | Generationengerechtigkeit | Intergenerational equity | Overlapping Generations | Overlapping generations | Bayes-Statistik | Bayesian inference | Umlageverfahren | Pay-as-you-go | Altersvorsorge | Retirement provision |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/asb.2023.18 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014342502