Trade-Offs in Means Tested Pension Design
Chung Tran () and
Alan Woodland ()
Additional contact information
Chung Tran: Research School of Economics, Australian National University and ARC Centre of Excellence in Population Ageing Research, Australian School of Business, University of New South Wales
No 201110, Working Papers from ARC Centre of Excellence in Population Ageing Research (CEPAR), Australian School of Business, University of New South Wales
This paper proposes and assesses consistent multi-factor dynamic ane mortality models for longevity risk applications. The dynamics of the model produce closed-form expressions for survival curves. The framework includes an arbitrage free model specication. Importantly, the mortality model provides consistent future survival curves with the same parametric form as the initial curve.
Keywords: Means-Tested Pension; Social Security; Optimal Policy; Overlapping Generations; Dynamic General Equilibrium (search for similar items in EconPapers)
JEL-codes: D9 E2 E6 H3 H5 J1 (search for similar items in EconPapers)
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3) Track citations by RSS feed
Downloads: (external link)
http://cepar.edu.au/media/48739/Trade-Offs%20in%20Pension%20Design.pdf First version, 2011 (application/pdf)
Our link check indicates that this URL is bad, the error code is: 404 Not Found
Journal Article: Trade-offs in means tested pension design (2014)
Working Paper: Trade-Offs in Means Tested Pension Design (2011)
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: https://EconPapers.repec.org/RePEc:asb:wpaper:201110
Access Statistics for this paper
More papers in Working Papers from ARC Centre of Excellence in Population Ageing Research (CEPAR), Australian School of Business, University of New South Wales Contact information at EDIRC.
Bibliographic data for series maintained by Elena Capatina (). This e-mail address is bad, please contact .