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Related papers: On Track for Retirement?

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Retirement prediction helps individuals and institutions make informed financial, lifestyle, and workforce decisions based on estimated retirement portfolios. This paper attempts to predict retirement using Monte Carlo simulations, allowing…

Portfolio Management · Quantitative Finance 2023-11-22 Aditya Gupta , Vijay K. Tayal

Almost every public pension system shares two attributes: earning deductions to finance benefits, and benefits that depend on earnings. This paper analyzes theoretically and empirically the trade-off between social insurance and incentive…

General Economics · Economics 2022-11-09 Francisco Cabezon

In UK data, I document the prevalence of misbeliefs regarding the State Pension eligibility age (SPA) and their predictivity for retirement. Exploiting policy variation, I estimate a lifecycle model of retirement in which, motivated by…

General Economics · Economics 2026-02-19 Jamie Hentall-MacCuish

Older male workers exhibit diverse retirement behaviors across occupations and respond differently to policy changes, influenced significantly by the part-time penalty-wage reduction faced by part-time workers compared to their full-time…

General Economics · Economics 2025-06-26 Kanta Ogawa

This paper evaluates the impact of the German minimum wage policy on firms' financial leverage. By using a comprehensive firm-establishment-employee linked dataset and a difference-in-differences estimation with firm-level variation in…

General Economics · Economics 2024-08-08 Ying Liang

Currently, pension providers are running into trouble mainly due to the ultra-low interest rates and the guarantees associated to some pension benefits. With the aim of reducing the pension volatility and providing adequate pension levels…

Risk Management · Quantitative Finance 2020-08-07 M. Carmen Boado-Penas , Julia Eisenberg , Paul Krühner

The aim of this paper is to propose a realistic and operational model to quantify the systematic risk of mortality included in an engagement of retirement. The model presented is built on the basis of model of Lee-Carter. The stochastic…

General Finance · Quantitative Finance 2010-01-13 Frédéric Planchet , Marc Juillard

A method for analysing the risk of taking a too low reserve level by use of Chain Ladder method is developed. We give an answer to the question of how much safety loading in terms of the Chain Ladder standard error has to be added to the…

Risk Management · Quantitative Finance 2010-09-23 Magda Schiegl

This paper investigates the interactions among consumption/savings, investment, and retirement choices with income disaster. We consider low-income people who are exposed to income disaster so that they retire involuntarily when income…

Portfolio Management · Quantitative Finance 2025-09-18 Tae Ung Gang , Seyoung Park , Yong Hyun Shin

The aim of this paper is to propose a realistic and operational model to quantify the systematic risk of mortality included in an engagement of retirement. The model presented is built on the basis of model of Lee-Carter. The stochastic…

General Finance · Quantitative Finance 2010-01-13 Frédéric Planchet , Laurent Faucillon , Marc Juillard

This study examines how market risks impact the sustainability and performance of the New Pension System (NPS). NPS relies on defined contributions from both employees and employers to build a corpus during the employee's service period.…

Risk Management · Quantitative Finance 2025-03-11 Sourish Das , Bikramaditya Datta , Shiv Ratan Tiwari

The efficiency of pension schemes in Kenya invites elevated interest owing to the increasing pension contribution amounts and the expectation that benefits paid out of these schemes would protect members from old age poverty. The study…

Risk Management · Quantitative Finance 2025-11-17 Sylvester Willys Namagwa

Why do household saving rates differ so much across countries? This micro-level question has global implications: countries that systematically "oversave" export capital by running current account surpluses. In the recipient countries,…

General Economics · Economics 2021-08-03 Mark S. Manger , J. Scott Matthews

What grounds the rule of thumb that a(n American) retiree can safely withdraw 4% of their initial retirement wealth in their first year of retirement, then increase that rate of consumption with inflation? I address that question with a…

Applications · Statistics 2025-12-09 Drew M. Thomas

The retirement funding problem addresses the question of how to manage a retiree's savings to provide her with a constant post-tax inflation adjusted consumption throughout her lifetime. This consists of choosing withdrawals and transfers…

Optimization and Control · Mathematics 2025-07-16 Kasper Johansson , Stephen Boyd

This paper provides an analysis of the effects of attrition and non-response on employment and wages using the Canadian Survey of Labour and Income Dynamics. We consider a structural model composed of three freely correlated equations for…

Applications · Statistics 2007-10-25 Brahim Boudarbat , Lee Grenon

As life expectancy in Kenya increases, so does the need for efficient pension schemes that can secure a dignified retirement and protect members from old age poverty. Limited research, however, has explored the efficiency of these schemes…

Risk Management · Quantitative Finance 2025-11-17 Sylvester Willys Namagwa

Increasing every year the retirement age by the same amount as the increase of the life expectancy gives roughly stable ratios of the number of retired to working-age people in industrialized countries. Continuous influx of immigrants,…

Statistical Mechanics · Physics 2007-05-23 J. S. Sa Martins , D. Stauffer

In many countries financial service providers have to elicit their customers risk preferences, when offering products and services. For instance, in the Netherlands pension funds will be legally obliged to factor in their clients risk…

Computational Engineering, Finance, and Science · Computer Science 2023-11-08 Onaopepo Adekunle , Arno Riedl , Michel Dumontier

Optimal investment strategies of an individual worker during the accumulation phase in the defined contribution pension scheme have been well studied in the literature. Most of them adopted the classical backward model and approach, but any…

Portfolio Management · Quantitative Finance 2023-09-19 Kenneth Tsz Hin Ng , Wing Fung Chong
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