Optimal Individual Choice of Contribution to Second Pillar Pension System in Lithuania
Download full text from publisher
References listed on IDEAS
- Colombo, Luigi & Haberman, Steven, 2005. "Optimal contributions in a defined benefit pension scheme with stochastic new entrants," Insurance: Mathematics and Economics, Elsevier, vol. 37(2), pages 335-354, October.
- Devolder, Pierre & Melis, Roberta, 2015. "Optimal Mix between Pay As You Go and Funding for Pension Liabilities in a Stochastic Framework," ASTIN Bulletin: The Journal of the International Actuarial Association, Cambridge University Press, vol. 45(03), pages 551-575, September.
- John C. Cox & Jonathan E. Ingersoll Jr. & Stephen A. Ross, 2005. "A Theory Of The Term Structure Of Interest Rates," World Scientific Book Chapters,in: Theory Of Valuation, chapter 5, pages 129-164 World Scientific Publishing Co. Pte. Ltd..
- A. Fiori Maccioni & A. Bitinas, 2013. "Lithuanian pension system's reforms following demographic and social transitions," Working Paper CRENoS 201315, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
- Olivieri, Annamaria, 2001. "Uncertainty in mortality projections: an actuarial perspective," Insurance: Mathematics and Economics, Elsevier, vol. 29(2), pages 231-245, October.
- A. Roger Thatcher & Väinö Kannisto & Kirill F. Andreev, 2002. "The Survivor Ratio Method for Estimating Numbers at High Ages," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 6(1), pages 1-18, January.
- Cairns, Andrew J. G. & Parker, Gary, 1997. "Stochastic pension fund modelling," Insurance: Mathematics and Economics, Elsevier, vol. 21(1), pages 43-79, October.
- Ab O, G. & Mahieu, G. & Patxot, C., 2004.
"On the optimality of PAYG pension systems in an endogenous fertility setting,"
Journal of Pension Economics and Finance,
Cambridge University Press, vol. 3(01), pages 35-62, March.
- G. ABIO & Géraldine MAHIEU & C. Patxot, 2002. "On the Optimality of PAYG Pension Systems in an Endogenous Fertility Setting," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2002006, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- G. Abío & Geraldine Mahieu & Cio Patxot, 2003. "On the Optimality of PAYG Pension Systems in an Endogenous Fertility Setting," CESifo Working Paper Series 1050, CESifo Group Munich.
- Olivieri, Annamaria & Pitacco, Ermanno, 2003. "Solvency requirements for pension annuities," Journal of Pension Economics and Finance, Cambridge University Press, vol. 2(02), pages 127-157, July.
- Carlo Bianchi & Marzia Romanelli & Pietro A. Vagliasindi, 2003. "Microsimulating the Evolution of Italian Pension Benefits: the Role of Retirement Choices and Lowest Pensions Indexing," LABOUR, CEIS, vol. 17(SpecialIs), pages 139-173, August.
- Haberman, Steven, 1997. "Stochastic investment returns and contribution rate risk in a defined benefit pension scheme," Insurance: Mathematics and Economics, Elsevier, vol. 19(2), pages 127-139, April.
- Angrisani, M., Attias, A., Bianchi, S. & Varga, Z., 2004. "Demographic dynamics for the pay-as-you-go pension system," Pure Mathematics and Applications, Department of Mathematics, Corvinus University of Budapest, vol. 15(4), pages 357-374.
- Pitacco, Ermanno, 2004. "Survival models in a dynamic context: a survey," Insurance: Mathematics and Economics, Elsevier, vol. 35(2), pages 279-298, October.
- Hyndman, Rob J. & Booth, Heather, 2008.
"Stochastic population forecasts using functional data models for mortality, fertility and migration,"
International Journal of Forecasting,
Elsevier, vol. 24(3), pages 323-342.
- Rob J Hyndman & Heather Booth, 2006. "Stochastic population forecasts using functional data models for mortality, fertility and migration," Monash Econometrics and Business Statistics Working Papers 14/06, Monash University, Department of Econometrics and Business Statistics.
- Yijia Lin & Samuel H. Cox, 2005. "Securitization of Mortality Risks in Life Annuities," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 72(2), pages 227-252.
More about this item
Keywordssecond pillar; rational choice; private pension funds; Lithuanian pension system;
- H75 - Public Economics - - State and Local Government; Intergovernmental Relations - - - State and Local Government: Health, Education, and Welfare
- C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
- J11 - Labor and Demographic Economics - - Demographic Economics - - - Demographic Trends, Macroeconomic Effects, and Forecasts
- H55 - Public Economics - - National Government Expenditures and Related Policies - - - Social Security and Public Pensions
NEP fieldsThis paper has been announced in the following NEP Reports:
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:cns:cnscwp:201402. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Antonello Pau). General contact details of provider: http://edirc.repec.org/data/crenoit.html .