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Designing Social Security – A Portfolio Choice Approach

Citations

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Cited by:

  1. 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.
  2. 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.
  3. 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.
  4. 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).
  5. 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).
  6. 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.
  7. 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.
  8. 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.
  9. Corsini, Lorenzo & Spataro, Luca, 2013. "Savings for retirement under liquidity constraints: A note," Economics Letters, Elsevier, vol. 118(2), pages 258-261.
  10. 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.
  11. repec:onb:oenbwp:y::i:146:b:1 is not listed on IDEAS
  12. 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.
  13. Yvonne Adema, 2010. "Pensions, Debt and Inflation Risk in a Monetary Union," Tinbergen Institute Discussion Papers 10-109/2, Tinbergen Institute.
  14. D'Amato, Marcello & Galasso, Vincenzo, 2010. "Political intergenerational risk sharing," Journal of Public Economics, Elsevier, vol. 94(9-10), pages 628-637, October.
  15. 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.
  16. 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.
  17. 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).
  18. Adema, Y. & Bonenkamp, J. & Meijdam, A.C., 2011. "Retirement Flexibility and Portfolio Choice," Discussion Paper 2011-077, Tilburg University, Center for Economic Research.
  19. 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.
  20. Romp, Ward & Beetsma, Roel, 2020. "Sustainability of pension systems with voluntary participation," Insurance: Mathematics and Economics, Elsevier, vol. 93(C), pages 125-140.
  21. 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.
  22. 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.
  23. Torben M. Andersen, 2023. "Pensions and the Nordic Welfare Model," CESifo Working Paper Series 10321, CESifo.
  24. 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.
  25. 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.
  26. 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.
  27. Peter Broer, 2012. "Social Security and Macroeconomic Risk in General Equilibrium," CPB Discussion Paper 221, CPB Netherlands Bureau for Economic Policy Analysis.
  28. 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.
  29. 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.
  30. 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.
  31. 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.
  32. Peter Broer, 2012. "Social Security and Macroeconomic Risk in General Equilibrium," CPB Discussion Paper 221.rdf, CPB Netherlands Bureau for Economic Policy Analysis.
  33. 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.
  34. 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.
  35. 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.
  36. Roel Beetsma & Ward Romp, 2013. "Participation Constraints in Pension Systems," Tinbergen Institute Discussion Papers 13-149/VI, Tinbergen Institute.
  37. 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.
  38. Fehr, Hans & Uhde, Johannes, 2014. "Means-testing and economic efficiency in pension design," Economic Modelling, Elsevier, vol. 44(S1), pages 57-67.
  39. 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.
  40. 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.
  41. 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.
  42. 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.
  43. 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.
  44. 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.
  45. 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.
  46. 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.
  47. 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.
  48. Roel Beetsma & Alessandro Bucciol, 2011. "Risk Sharing in Defined-Contribution Funded Pension Systems," CESifo Working Paper Series 3640, CESifo.
  49. 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.
  50. 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.
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