Sustainability of pension schemes

We build a “smooth” automatic balancing mecanism (S-ABM) which would result from an optimal tradeoff between increasing the receipts and reducing the expenditures of a pension scheme. The S-ABM obtains from minimizing a sum of discounted quadratic loss function under the constraint of an intertempor...

Descripció completa

Guardat en:
Dades bibliogràfiques
Autors principals: Gannon, Frédéric, Legros, Florence, Touzé, Vincent
Format: Article ou chapitre numérique
Idioma:Français
Publicat: 2021
Matèries:
Accés en línia:Accès Université d'Orléans et IFPM
Accès Université d'Orléans et IFPM

Internet

https://ezproxy.univ-orleans.fr/login?url=https://shs.cairn.info/revue-de-l-ofce-2020-6-page-377?lang=en
https://ezproxy.univ-orleans.fr/login?url=https://doi.org/10.3917/reof.170.0377