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Designing Social Security – A Portfolio Choice Approach
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Cited by:
- Roel M. W. J. Beetsma & Ward E. Romp & Siert J. Vos, 2013.
"Intergenerational Risk Sharing, Pensions, and Endogenous Labour Supply in General Equilibrium,"
Scandinavian Journal of Economics, Wiley Blackwell, vol. 115(1), pages 141-154, January.
- Roel Beetsma & Ward E. Romp & Siert J. Vos, 2008. "Intergenerational Risk Sharing, Pensions and Endogenous Labor Supply in General Equilibrium," CESifo Working Paper Series 2185, CESifo.
- Roel van Elk & Marc van der Steeg & Dinand Webbink, 2013. "The effects of a special program for multi-problem school dropouts on educational enrolment, employment and criminal behaviour; Evidence from a field experiment," CPB Discussion Paper 241.rdf, CPB Netherlands Bureau for Economic Policy Analysis.
- David Blake & Marco Morales & Enrico Biffis & Yijia Lin & Andreas Milidonis, 2017.
"Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference,"
Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(S1), pages 515-532, April.
- David Blake & Marco Morales & Wenjun Zhu & Ken Seng Tan & Chou-Wen Wang, 2017. "Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(S1), pages 477-493, April.
- David Blake & Marco Morales, 2017. "Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(S1), pages 273-277, April.
- David Blake & Marco Morales & Hua Chen & Richard D. MacMinn & Tao Sun, 2017. "Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(S1), pages 393-415, April.
- David Blake & Marco Morales & Hong Li & Anja Waegenaere & Bertrand Melenberg, 2017. "Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(S1), pages 459-475, April.
- David Blake & Marco Morales & Kenneth Q. Zhou & Johnny Siu-Hang Li, 2017. "Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(S1), pages 417-437, April.
- David Blake & Marco Morales & Jing Ai & Patrick L. Brockett & Linda L. Golden & Wei Zhu, 2017. "Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(S1), pages 319-343, April.
- David Blake & Marco Morales & Yijia Lin & Richard D. MacMinn & Ruilin Tian & Jifeng Yu, 2017. "Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(S1), pages 345-365, April.
- David Blake & Marco Morales & Richard MacMinn & Patrick Brockett, 2017. "Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(S1), pages 299-317, April.
- David Blake & Marco Morales & Richard D. MacMinn & Nan Zhu, 2017. "Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(S1), pages 439-458, April.
- David Blake & Marco Morales & David Blake & Marco Morales, 2017. "Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(S1), pages 279-297, April.
- David Blake & Marco Morales & Andreas Milidonis & Maria Efthymiou, 2017. "Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(S1), pages 495-514, April.
- David Blake & Marco Morales & Yijia Lin & Tianxiang Shi & Ayşe Arik, 2017. "Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(S1), pages 367-392, April.
- Thomaidou, Fotini, 2018. "A parametric social security system with skills heterogeneous agents," Economics Discussion Papers 2018-5, Kiel Institute for the World Economy (IfW Kiel).
- Westerhout, Ed & Meijdam, Lex & Ponds, Eduard & Bonenkamp, Jan, 2022.
"Should we revive PAYG? On the optimal pension system in view of current economic trends,"
European Economic Review, Elsevier, vol. 148(C).
- Westerhout, Ed & Meijdam, Lex & Ponds, Eduard & Bonenkamp, Jan, 2021. "Should we Revive PAYG? On the Optimal Pension System in View of Current Economic Trends," Discussion Paper 2021-013, Tilburg University, Center for Economic Research.
- Westerhout, Ed & Meijdam, Lex & Ponds, Eduard & Bonenkamp, Jan, 2021. "Should we Revive PAYG? On the Optimal Pension System in View of Current Economic Trends," Other publications TiSEM 63418f60-e248-4dc9-aac8-f, Tilburg University, School of Economics and Management.
- Auerbach, Alan & Kueng, Lorenz & Lee, Ronald & Yatsynovich, Yury, 2018.
"Propagation and smoothing of shocks in alternative social security systems,"
Journal of Public Economics, Elsevier, vol. 164(C), pages 91-105.
- Alan Auerbach & Lorenz Kueng & Ronald Lee, 2013. "Propagation and Smoothing of Shocks in Alternative Social Security Systems," NBER Working Papers 19137, National Bureau of Economic Research, Inc.
- Auerbach, Alan & Kueng, Lorenz & Lee, Ronald & Yatsynovich, Yury, 2018. "Propagation and smoothing of shocks in alternative social security systems," Department of Economics, Working Paper Series qt0xv641jh, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Daniel Harenberg & Alexander Ludwig, "undated".
"Social Security and the Interactions Between Aggregate and Idiosyncratic Risk,"
Working Papers
ETH-RC-14-002, ETH Zurich, Chair of Systems Design.
- Daniel Harenberg & Alexander Ludwig, 2014. "Social Security and the Interactions Between Aggregate and Idiosyncratic Risk," Working Paper Series in Economics 71, University of Cologne, Department of Economics.
- Daniel Harenberg & Alexander Ludwig, 2014. "Social Security and the Interactions Between Aggregate and Idiosyncratic Risk," CER-ETH Economics working paper series 14/193, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
- Alexander Ludwig & Daniel Harenberg, 2014. "Social Security and the Interactions Between Aggregate and Idiosyncratic Risk," 2014 Meeting Papers 936, Society for Economic Dynamics.
- Hans Fehr & Christian Habermann, 2008.
"Risk Sharing and Efficiency Implications of Progressive Pension Arrangements,"
Scandinavian Journal of Economics, Wiley Blackwell, vol. 110(2), pages 419-443, June.
- Hans Fehr & Christian Habermann, 2005. "Risk Sharing and Efficiency Implications of Progressive Pension Arrangements," CESifo Working Paper Series 1568, CESifo.
- Hans Fehr & Christian Habermann, 2005. "Risk Sharing and Efficiency Implications of Progressive Pension Arrangements," DNB Working Papers 064, Netherlands Central Bank, Research Department.
- Corsini, Lorenzo & Spataro, Luca, 2013.
"Savings for retirement under liquidity constraints: A note,"
Economics Letters, Elsevier, vol. 118(2), pages 258-261.
- Corsini, Lorenzo & Spataro, Luca, 2012. "Savings for retirement under liquidity constraints: a note," MPRA Paper 38668, University Library of Munich, Germany.
- Øystein Thøgersen, 2006. "Intergenerational Risk Sharing by Means of Pay-as-you-go Programs – an Investigation of Alternative Mechanisms," CESifo Working Paper Series 1759, CESifo.
- repec:onb:oenbwp:y::i:146:b:1 is not listed on IDEAS
- Beetsma, Roel M.W.J. & Romp, Ward E. & Vos, Siert J., 2012.
"Voluntary participation and intergenerational risk sharing in a funded pension system,"
European Economic Review, Elsevier, vol. 56(6), pages 1310-1324.
- Beetsma, Roel & Romp, Ward & Vos, Siert, 2011. "Voluntary participation and intergenerational risk sharing in a funded pension system," CEPR Discussion Papers 8312, C.E.P.R. Discussion Papers.
- Roel Beetsma & Ward Romp & Siert J. Vos, 2011. "Voluntary Participation and Intergenerational Risk Sharing in a Funded Pension System," Tinbergen Institute Discussion Papers 11-056/2/DSF19, Tinbergen Institute.
- Yvonne Adema, 2010. "Pensions, Debt and Inflation Risk in a Monetary Union," Tinbergen Institute Discussion Papers 10-109/2, Tinbergen Institute.
- D'Amato, Marcello & Galasso, Vincenzo, 2010.
"Political intergenerational risk sharing,"
Journal of Public Economics, Elsevier, vol. 94(9-10), pages 628-637, October.
- Marcello D’Amato & Vincenzo Galasso, 2008. "Political Intergenerational Risk Sharing," Working Papers 342, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Marcello D'Amato & Vincenzo Galasso, 2009. "Political Intergenerational Risk Sharing," CSEF Working Papers 216, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Galasso, Vincenzo & D'Amato, Marcello, 2008. "Political Intergenerational Risk Sharing," CEPR Discussion Papers 6972, C.E.P.R. Discussion Papers.
- Boado-Penas, M. Carmen & Eisenberg, Julia & Korn, Ralf, 2021. "Transforming public pensions: A mixed scheme with a credit granted by the state," Insurance: Mathematics and Economics, Elsevier, vol. 96(C), pages 140-152.
- Devolder, Pierre & Melis, Roberta, 2015.
"Optimal Mix Between Pay As You Go And Funding For Pension Liabilities In A Stochastic Framework,"
ASTIN Bulletin, Cambridge University Press, vol. 45(3), pages 551-575, September.
- Devolder, Pierre & Melis, Roberta & Miller, Aurelie, 2012. "Optimal mix between pay as you go and funding for pension liabilities in a stochastic framework," LIDAM Discussion Papers ISBA 2012029, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Devolder, Pierre & Melis, Roberta, 2015. "Optimal mix between pay as you go and funding for pension liabilities in a stochastic framework," LIDAM Reprints ISBA 2015029, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Muysken, J. & Sleijpen, O.C.H.M., 2011. "Lessons from the financial crisis: funded pension funds should invest conservatively," Research Memorandum 020, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Adema, Y. & Bonenkamp, J. & Meijdam, A.C., 2011.
"Retirement Flexibility and Portfolio Choice,"
Discussion Paper
2011-077, Tilburg University, Center for Economic Research.
- Jan Bonenkamp & Yvonne Adema & Lex Meijdam, 2011. "Retirement Flexibility and Portfolio Choice," CPB Discussion Paper 182, CPB Netherlands Bureau for Economic Policy Analysis.
- Adema, Y. & Bonenkamp, J. & Meijdam, A.C., 2011. "Retirement Flexibility and Portfolio Choice," Other publications TiSEM 1c3af8c2-1351-4249-b296-9, Tilburg University, School of Economics and Management.
- Romaniuk, Katarzyna, 2021. "Pension insurance schemes and moral hazard: The Pension Benefit Guaranty Corporation should restrict the insured pension plans’ portfolio policy," The Quarterly Review of Economics and Finance, Elsevier, vol. 82(C), pages 37-43.
- Romp, Ward & Beetsma, Roel, 2020. "Sustainability of pension systems with voluntary participation," Insurance: Mathematics and Economics, Elsevier, vol. 93(C), pages 125-140.
- Lorenzo Corsini & Luca Spataro, 2015. "Optimal Decisions on Pension Plans in the Presence of Information Costs and Financial Literacy," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 17(3), pages 383-414, June.
- Daniel Harenberg & Alexander Ludwig, 2015.
"Social security in an analytically tractable overlapping generations model with aggregate and idiosyncratic risks,"
International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 22(4), pages 579-603, August.
- Daniel Harenberg & Alexander Ludwig, 2014. "Social Security in an Analytically Tractable Overlapping Generations Model with Aggregate and Idiosyncratic Risk," CER-ETH Economics working paper series 14/204, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
- Harenberg, Daniel & Ludwig, Alexander, 2014. "Social Security in an Analytically Tractable Overlapping Generations Model with Aggregate and Idiosyncratic Risk," MEA discussion paper series 201413, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
- Harenberg, Daniel & Ludwig, Alexander, 2015. "Social security in an analytically tractable overlapping generations model with aggregate and idiosyncratic risk," SAFE Working Paper Series 71, Leibniz Institute for Financial Research SAFE, revised 2015.
- Torben M. Andersen, 2023. "Pensions and the Nordic Welfare Model," CESifo Working Paper Series 10321, CESifo.
- Börsch-Supan, A. & Härtl, K. & Leite, D.N., 2016.
"Social Security and Public Insurance,"
Handbook of the Economics of Population Aging, in: Piggott, John & Woodland, Alan (ed.), Handbook of the Economics of Population Aging, edition 1, volume 1, chapter 0, pages 781-863,
Elsevier.
- Börsch-Supan, Axel & Härtl, Klaus & Leite, Duarte Nuno, 2016. "Social security and public insurance," MEA discussion paper series 201604, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
- Roel M. W. J. Beetsma & A. Lans Bovenberg, 2009. "Pensions and Intergenerational Risk‐sharing in General Equilibrium," Economica, London School of Economics and Political Science, vol. 76(302), pages 364-386, April.
- Daniel Harenberg & Alexander Ludwig, 2019.
"Idiosyncratic Risk, Aggregate Risk, And The Welfare Effects Of Social Security,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 60(2), pages 661-692, May.
- Daniel Harenberg & Ludwig, Alexander, 2015. "Idiosyncratic Risk, Aggregate Risk, and the Welfare Effects of Social Security," MEA discussion paper series 201403, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
- Harenberg, Daniel & Ludwig, Alexander, 2018. "Idiosyncratic risk, aggregate risk, and the welfare effects of social security," ZEW Discussion Papers 18-016, ZEW - Leibniz Centre for European Economic Research.
- Harenberg, Daniel & Ludwig, Alexander, 2017. "Idiosyncratic risk, aggregate risk, and the welfare effects of social security," SAFE Working Paper Series 59, Leibniz Institute for Financial Research SAFE, revised 2017.
- Peter Broer, 2012. "Social Security and Macroeconomic Risk in General Equilibrium," CPB Discussion Paper 221, CPB Netherlands Bureau for Economic Policy Analysis.
- Markus Knell, 2010.
"The Optimal Mix Between Funded and Unfunded Pension Systems When People Care About Relative Consumption,"
Economica, London School of Economics and Political Science, vol. 77(308), pages 710-733, October.
- Markus Knell, 2008. "The Optimal Mix Between Funded and Unfunded Pensions System When People Care About Relative Consumption," Working Papers 146, Oesterreichische Nationalbank (Austrian Central Bank).
- Beetsma, Roel M.W.J. & Bovenberg, A. Lans & Romp, Ward E., 2011.
"Funded pensions and intergenerational and international risk sharing in general equilibrium,"
Journal of International Money and Finance, Elsevier, vol. 30(7), pages 1516-1534.
- Beetsma, Roel & Bovenberg, Lans & Romp, Ward, 2008. "Funded Pensions and Intergenerational and International Risk Sharing in General Equilibrium," CEPR Discussion Papers 7106, C.E.P.R. Discussion Papers.
- Beetsma, R. & Romp, W., 2016. "Intergenerational Risk Sharing," Handbook of the Economics of Population Aging, in: Piggott, John & Woodland, Alan (ed.), Handbook of the Economics of Population Aging, edition 1, volume 1, chapter 0, pages 311-380, Elsevier.
- Cui, J. & Ponds, E.H.M., 2010. "Can internal swap markets enhance welfare in defined contribution plans?," Other publications TiSEM 09cd56cd-3c3b-4c8c-9b93-a, Tilburg University, School of Economics and Management.
- Peter Broer, 2012. "Social Security and Macroeconomic Risk in General Equilibrium," CPB Discussion Paper 221.rdf, CPB Netherlands Bureau for Economic Policy Analysis.
- Fehr, Hans & Uhde, Johannes, 2012. "Optimal Pension Design in General Equlibrium," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 62024, Verein für Socialpolitik / German Economic Association.
- Meijdam, A.C. & Ponds, E.H.M., 2013.
"On the Optimal Degree Of Funding Of Public Sector Pension Plans,"
Other publications TiSEM
1c5b7af1-e1ee-4d01-a341-f, Tilburg University, School of Economics and Management.
- Meijdam, A.C. & Ponds, E.H.M., 2013. "On the Optimal Degree Of Funding Of Public Sector Pension Plans," Discussion Paper 2013-011, Tilburg University, Center for Economic Research.
- Bilancini, Ennio & D’Antoni, Massimo, 2012. "The desirability of pay-as-you-go pensions when relative consumption matters and returns are stochastic," Economics Letters, Elsevier, vol. 117(2), pages 418-422.
- Roel Beetsma & Ward Romp, 2013.
"Participation Constraints in Pension Systems,"
Tinbergen Institute Discussion Papers
13-149/VI, Tinbergen Institute.
- Beetsma, Roel & Romp, Ward, 2013. "Participation Constraints in Pension Systems," CEPR Discussion Papers 9656, C.E.P.R. Discussion Papers.
- Chen, Damiaan H. J. & Beetsma, Roel M. W. J. & Ponds, Eduard H. M. & Romp, Ward E., 2016.
"Intergenerational risk-sharing through funded pensions and public debt,"
Journal of Pension Economics and Finance, Cambridge University Press, vol. 15(2), pages 127-159, April.
- Damiaan H.J. Chen & Roel Beetsma & Eduard Ponds & Ward E. Romp, 2014. "Intergenerational Risk-Sharing through Funded Pensions and Public Debt," CESifo Working Paper Series 4624, CESifo.
- Chen, D.H.J. & Beetsma, R.M.W.J. & Ponds, E.H.M. & Romp, W.E., 2014. "Intergenerational Risk-Sharing through Funded Pensions and Public Debt," Other publications TiSEM a21559ff-6641-4103-ab6c-9, Tilburg University, School of Economics and Management.
- Fehr, Hans & Uhde, Johannes, 2014. "Means-testing and economic efficiency in pension design," Economic Modelling, Elsevier, vol. 44(S1), pages 57-67.
- Jan Bonenkamp & Ed Westerhout, 2010. "Intergenerational risk sharing and labour supply in collective funded pension schemes with defined benefits," CPB Discussion Paper 151.rdf, CPB Netherlands Bureau for Economic Policy Analysis.
- Hans Fehr & Johannes Uhde, 2013. "On the optimal design of pension systems," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 40(3), pages 457-482, August.
- De Menil, Georges & Murtin, Fabrice & Sheshinski, Eytan & Yokossi, Tite, 2016.
"A rational, economic model of paygo tax rates,"
European Economic Review, Elsevier, vol. 89(C), pages 55-72.
- Shehsinski, Eytan & de Menil, Georges & Murtin, Fabrice, 2014. "A Rational Economic Model of Paygo Tax Rates," MPRA Paper 64451, University Library of Munich, Germany.
- Sheshinski, Eytan & Murtin, Fabrice & de Menil, Georges & T. Yokossi, Murtin, 2016. "A Rational Economic Model of Paygo Tax Rates," MPRA Paper 72034, University Library of Munich, Germany.
- Debora Kusmerski Bilard, 2008. "Optimal Sharing of Labor Productivity Risks and Mix of Pay-As-You-Go and Savings," Tinbergen Institute Discussion Papers 08-066/1, Tinbergen Institute, revised 09 Aug 2012.
- Szüle, Borbála, 2013. "Demográfiai hatások és implicit hozamok kapcsolata a nyugdíjrendszerekben [The relationship of demographic effects and implicit returns in pension systems]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(6), pages 703-721.
- Ennio Bilancini & Massimo D'Antoni, 2008. "Pensions and Intergenerational Risk-Sharing When Relative Consumption Matters," Department of Economics University of Siena 541, Department of Economics, University of Siena.
- Willem Heeringa, 2008. "Optimal life cycle investment with pay-as-you-go pension schemes: a portfolio approach," DNB Working Papers 168, Netherlands Central Bank, Research Department.
- Alonso-García, J. & Devolder, P., 2016. "Optimal mix between pay-as-you-go and funding for DC pension schemes in an overlapping generations model," Insurance: Mathematics and Economics, Elsevier, vol. 70(C), pages 224-236.
- Szüle, Borbála, 2011. "Portfólióelméleti modell szerinti optimális nyugdíjrendszer [The optimal pension system according to a portfolio theory model]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(9), pages 792-805.
- Roel Beetsma & Alessandro Bucciol, 2011. "Risk Sharing in Defined-Contribution Funded Pension Systems," CESifo Working Paper Series 3640, CESifo.
- M. Carmen Boado-Penas & Julia Eisenberg & Ralf Korn, 2019. "Transforming public pensions: A mixed scheme with a credit granted by the state," Papers 1912.12329, arXiv.org.
- Romaniuk, Katarzyna, 2018. "A simple rule to determine the usefulness of the paygo system on diversification grounds," The Quarterly Review of Economics and Finance, Elsevier, vol. 67(C), pages 282-284.