Add to ORKGAbstract. This research presents an analysis of the demographic risk related to future membership patterns in pension funds with restricted entrance, financed under a pay-as-you-go scheme. The paper, therefore, proposes a stochastic model for investigating the behaviour of the demo-graphic variable ‘new entrants ’ and the influence it exerts on the financial dynamics of such funds. Further information on pension funds of Ital-ian professional categories and an application to the Cassa Nazionale di Previdenza e Assistenza dei Dottori Commercialisti are then provided
The aim of this paper is to provide a statistical description of the demographic structure of the me...
FræðigreinAlthough the Icelandic general labour market pension funds are built on the proviso that p...
Public pension plan in Malaysia is studied to analyze pension expenditure due to salary and demograp...
This paper studies the financial sustainability of a pay-as-you-go pension fund within a stochastic ...
Aging is an important challenge for pension schemes, especially for social security plans mainly nan...
In this paper, we propose a semi-Markov chain to model the salary levels of participants in a pensio...
The aim of the paper is to deal with the solvency requirements for Defined Contributions Pension fun...
The pension system has become more and more complex and structured all over Europe in the last decad...
Quantitative finance has become these last years a extraordinary field of research and interest as w...
The portfolio consistency fund studied in the paper is referred to a pension scheme of beneficiaries...
The portfolio consistency fund studied in the paper is referred to a pension scheme of beneficiaries...
The financial risk in pension annuity portfolios constitutes the main uncertainty source. The paper ...
Salary risk and demographic risk have been identified as main risks in analyzing pension expenditure...
The present study focuses on certains problems of pay-as-you-go pension systems. In particular, base...
We consider a dynamic model of pension funding in a defined benefit plan of an employment system. Th...
The aim of this paper is to provide a statistical description of the demographic structure of the me...
FræðigreinAlthough the Icelandic general labour market pension funds are built on the proviso that p...
Public pension plan in Malaysia is studied to analyze pension expenditure due to salary and demograp...
This paper studies the financial sustainability of a pay-as-you-go pension fund within a stochastic ...
Aging is an important challenge for pension schemes, especially for social security plans mainly nan...
In this paper, we propose a semi-Markov chain to model the salary levels of participants in a pensio...
The aim of the paper is to deal with the solvency requirements for Defined Contributions Pension fun...
The pension system has become more and more complex and structured all over Europe in the last decad...
Quantitative finance has become these last years a extraordinary field of research and interest as w...
The portfolio consistency fund studied in the paper is referred to a pension scheme of beneficiaries...
The portfolio consistency fund studied in the paper is referred to a pension scheme of beneficiaries...
The financial risk in pension annuity portfolios constitutes the main uncertainty source. The paper ...
Salary risk and demographic risk have been identified as main risks in analyzing pension expenditure...
The present study focuses on certains problems of pay-as-you-go pension systems. In particular, base...
We consider a dynamic model of pension funding in a defined benefit plan of an employment system. Th...
The aim of this paper is to provide a statistical description of the demographic structure of the me...
FræðigreinAlthough the Icelandic general labour market pension funds are built on the proviso that p...
Public pension plan in Malaysia is studied to analyze pension expenditure due to salary and demograp...