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Long Term Risk Assessment in a Defined Contribution Pension System

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Author Info
Castaneda, Pablo

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Abstract

One of the most important consequences of the Chilean pension reform undertaken in the early 1980s was to transfer a significant portion of the risk associated to the financing of pensions, from the State, to the pension fund participants of the newly established compulsory pension system. This paper is concerned with the risk embedded in the portfolio strategies of pension fund portfolio managers. We develop an analytic framework that permits to incorporate the behavior of a pension fund manager in the long-term risk assessment of its investment strategy, where the latter is conducted from the point of view of the pension fund participant, who has preferences over his/her final pension. The pension fund manager’s problem is cast as a dynamic portfolio choice problem, and its solution is used afterwards to quantify the risk exposure of the pension fund participant. Our results from a simulation exercise show that the lower is the risk aversion of the participant, the higher is his/her Wealth-at-Risk —defined as the monetary compensation that leaves the participant indifferent with respect to his/her outside option— a result that is due to the fact that the outside option increases relatively more than the benefit derived from the pension provided by the fund manager. The same logic is behind the negative relationship between stock return volatility and pension risk.

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File URL: http://mpra.ub.uni-muenchen.de/3347/
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Publisher Info
Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 3347.

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Date of creation: 31 Jul 2006
Date of revision: 30 Apr 2007
Handle: RePEc:pra:mprapa:3347

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Related research
Keywords: Dynamic convex risk measure Pension system Portfolio selection

Find related papers by JEL classification:
H55 - Public Economics - - National Government Expenditures and Related Policies - - - Social Security and Public Pensions
D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions

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References listed on IDEAS
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  1. Marco Frittelli & Giacomo Scandolo, 2006. "Risk Measures And Capital Requirements For Processes," Mathematical Finance, Blackwell Publishing, vol. 16(4), pages 589-612. [Downloadable!] (restricted)
  2. Kai Detlefsen & Giacomo Scandolo, 2005. "Conditional and Dynamic Convex Risk Measures," SFB 649 Discussion Papers SFB649DP2005-006, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  3. Frittelli, Marco & Rosazza Gianin, Emanuela, 2002. "Putting order in risk measures," Journal of Banking & Finance, Elsevier, vol. 26(7), pages 1473-1486, July. [Downloadable!] (restricted)
  4. Giacomo Scandolo, 2004. "Models of Capital Requirements in Static and Dynamic Settings," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 33(3), pages 415-435, November. [Downloadable!] (restricted)
  5. Charupat, Narat & Milevsky, Moshe A., 2002. "Optimal asset allocation in life annuities: a note," Insurance: Mathematics and Economics, Elsevier, vol. 30(2), pages 199-209, April. [Downloadable!] (restricted)
  6. Wolfram Horneff & Raimond Maurer & Michael Stamos, 2006. "Life-Cycle Asset Allocation with Annuity Markets: Is Longevity Insurance a Good Deal?," Working Papers wp146, University of Michigan, Michigan Retirement Research Center. [Downloadable!]
  7. Detemple, Jerome & Garcia, Rene & Rindisbacher, Marcel, 2006. "Asymptotic properties of Monte Carlo estimators of diffusion processes," Journal of Econometrics, Elsevier, vol. 134(1), pages 1-68, September. [Downloadable!] (restricted)
  8. Milevsky, Moshe A. & Young, Virginia R., 2007. "Annuitization and asset allocation," Journal of Economic Dynamics and Control, Elsevier, vol. 31(9), pages 3138-3177, September. [Downloadable!] (restricted)
  9. Hans Föllmer & Alexander Schied, 2002. "Convex measures of risk and trading constraints," Finance and Stochastics, Springer, vol. 6(4), pages 429-447. [Downloadable!] (restricted)
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