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Intergenerational Sharing of Unhedgeable Inflation Risk. (2022). Beetsma, Roel ; van Wijnbergen, Sweder ; Chen, Damiaan.
In: Working Papers.
RePEc:dnb:dnbwpp:758.

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  1. Beetsma, R. M., Romp, W. E., and Vos, S. J. (2012). Voluntary participation and intergenerational risk sharing in a funded pension system. European Economic Review, 56(6):1310–1324.

  2. Brennan, M. and Xia, Y. (2002). Dynamic asset allocation under inflation. The Journal of Finance, 57(3):1201–1238.

  3. Bureau of Labor Statistics (2018). Experimental consumer price index for older americans.
    Paper not yet in RePEc: Add citation now

  4. Carroll, C. (2006). The method of endogenous gridpoints for solving dynamic stochastic optimization problems. Economics Letters, 91(3):312–320. 10We would expect the restriction on the above range for θu to become less relevant in a setting with a continuous inflow of new cohorts and outflow of the oldest cohorts.

  5. Chen, D., Beetsma, R., and Van Wijnbergen, S. (2020). Unhedgeable inflation risk within pension schemes. Insurance: Mathematics and Economics, 90:7–24.
    Paper not yet in RePEc: Add citation now

  6. Cocco, J. F., Gomes, F. J., and Maenhout, P. J. (2005). Consumption and portfolio choice over the life cycle. The Review of Financial Studies, 18(2):491–533.

  7. Corsetti, G., Dedola, L., and Leduc, S. (2008). International risk sharing and the transmission of productivity shocks. The Review of Economic Studies, 75(2):443–473.

  8. Munnell, A. H. and Chen, A. (2015). Do we need a price index for the elderly? Center for Retirement Research at Boston College, (15-18).

  9. Romp, W. and Beetsma, R. (2020). Sustainability of pension systems with voluntary participation. Insurance: Mathematics and Economics, 93:125–140.

  10. Stewart, K. J. (2008). The experimental consumer price index for elderly Americans (CPI-E): 1982-2007. Monthly Lab. Rev., 131:19.
    Paper not yet in RePEc: Add citation now
  11. Swinkels, L. (2012). Emerging market inflation-linked bonds. Financial Analysts Journal, 68(5):38–56.
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Cocites

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    In: Social Science & Medicine.
    RePEc:eee:socmed:v:338:y:2023:i:c:s0277953623007116.

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  2. Intergenerational sharing of unhedgeable inflation risk. (2023). Beetsma, Roel.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:113:y:2023:i:c:p:140-160.

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  3. Optimal Mix Among PAYGO, EET and Individual Savings. (2023). Song, Yilun ; Ren, Zhaojie ; Liang, Zongxia ; He, Lin.
    In: Papers.
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  4. Intergenerational Sharing ofUnhedgeable Inflation Risk. (2022). Beetsma, Roel.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20220088.

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  5. Dynamic optimal adjustment policies of hybrid pension plans. (2022). Wang, Sheng ; Liang, Zongxia ; He, Lin.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:106:y:2022:i:c:p:46-68.

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  6. Intergenerational Sharing of Unhedgeable Inflation Risk. (2022). Beetsma, Roel ; van Wijnbergen, Sweder ; Chen, Damiaan.
    In: Working Papers.
    RePEc:dnb:dnbwpp:758.

    Full description at Econpapers || Download paper

  7. Effect of compulsory education on retirement financial outcomes: evidence from China. (2022). Fan, Xiaodong ; Deng, Peiyun ; Chen, Bingzheng.
    In: Scandinavian Journal of Economics.
    RePEc:bla:scandj:v:124:y:2022:i:4:p:958-989.

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  8. The Political (In)Stability of Funded Social Security. (2021). Tyrowicz, Joanna ; Makarski, Krzysztof ; Komada, Oliwia.
    In: IZA Discussion Papers.
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  9. The political (in)stability of funded social security. (2021). Tyrowicz, Joanna ; Makarski, Krzysztof ; Beetsma, Roel ; Komada, Oliwia.
    In: Journal of Economic Dynamics and Control.
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  10. Levelling the playing field: A VIX-linked structure for funded pension schemes. (2020). Begin, Jean-Franois.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:94:y:2020:i:c:p:58-78.

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  11. Sustainability of pension systems with voluntary participation. (2020). Beetsma, Roel ; Romp, Ward.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:93:y:2020:i:c:p:125-140.

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  12. The voluntary pension funds – a viable solution to supplement the pensioners incomes. (2020). Haegan, Drago Alexandru ; Anghel, Mdlina-Gabriela.
    In: Theoretical and Applied Economics.
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  13. Optimal investment strategies and intergenerational risk sharing for target benefit pension plans. (2018). Wang, Suxin ; Sanders, Barbara ; Lu, YI.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:80:y:2018:i:c:p:1-14.

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  14. Factors Affecting the Development of Voluntary Pension Schemes in CEE Countries: A Panel Data Analysis. (2017). Edyta, Marcinkiewicz.
    In: Central European Economic Journal.
    RePEc:vrs:ceuecj:v:3:y:2017:i:50:p:26-40:n:2.

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  15. Financial fairness and conditional indexation. (2017). Schumacher, Johannes ; Kleinow, Torsten .
    In: Other publications TiSEM.
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  16. The Occurrence and Impact of Pension Fund Discontinuity. (2017). van der Lecq, S G ; Steenbeek, O W.
    In: ERIM Report Series Research in Management.
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  17. Intergenerational risk sharing in closing pension funds. (2017). De Waegenaere, Anja ; Boonen, Tim J.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:74:y:2017:i:c:p:20-30.

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  18. Sustainability of participation in collective pension schemes: An option pricing approach. (2017). Pelsser, Antoon ; Beetsma, Roel.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:74:y:2017:i:c:p:182-196.

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  19. Stability of participation in collective pension schemes: An option pricing approach. (2015). Broeders, Dirk ; Beetsma, Roel ; Chen, Damiaan.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:484.

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  20. Intergenerational Risk-Sharing through Funded Pensions and Public Debt. (2014). Ponds, Eduard ; Beetsma, Roel ; Romp, W E ; Ponds, E. H. M., ; Beetsma, R. M. W. J., ; Chen, D. H. J., .
    In: Other publications TiSEM.
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  21. Intergenerational Risk-Sharing through Funded Pensions and Public Debt. (2014). Romp, Ward ; Ponds, Eduard ; Beetsma, Roel ; Damiaan H. J. Chen, .
    In: CESifo Working Paper Series.
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  22. Mandatory Participation in Occupational Pension Schemes in the Netherlands and other Countries. (2014). Beetsma, Roel ; Damiaan H. J. Chen, .
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  23. Participation Constraints in Pension Systems. (2013). Romp, Ward ; Beetsma, Roel.
    In: Tinbergen Institute Discussion Papers.
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  24. Participation Constraints in Pension Systems. (2013). Romp, Ward ; Beetsma, Roel.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9656.

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