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Pareto Optimal Pension Risk Allocations |
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| Authors: | Muns Sander Werker Bas J M |
| Institution: | 1.Tilburg School of Economics and Management (TiSEM), Netspar, Tilburg University, Tilburg, The Netherlands ; |
| Abstract: | De Economist - We consider a funded pension system where collective risks, in a simple Black-Scholes financial market, are allocated to the retirement savings of individual participants. In... |
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