Pareto optimal pension risk allocations
Year of publication: |
2022
|
---|---|
Authors: | Muns, Sander ; Werker, Bas J. M. |
Published in: |
De economist : quarterly review of the Royal Netherlands Economic Association. - Dordrecht [u.a.] : Springer Science + Business Media B.V, ISSN 1572-9982, ZDB-ID 1478719-2. - Vol. 170.2022, 1, p. 133-172
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Subject: | Funded pensions | Life-cycle investing | Pareto optimality | Pension system | Risk allocation rules | Risk sharing | Altersvorsorge | Retirement provision | Theorie | Theory | Risiko | Risk | Pensionskasse | Pension fund | Pareto-Optimum | Pareto efficiency | Portfolio-Management | Portfolio selection | Gesetzliche Rentenversicherung | Public pension system | Kapitaldeckungsverfahren | Fully funded system | Overlapping Generations | Overlapping generations | Risikomanagement | Risk management | Lebenszyklus | Life cycle | Allokation | Allocation | Rentenfinanzierung | Pension finance | Wohlfahrtsökonomik | Welfare economics | Rentenreform | Pension reform |
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