Concepedia

Pension Forecasting

Pension Forecasting is a quantitative modeling technique that projects future pension liabilities and funding requirements by estimating demographic, economic, and policy-related variables affecting state pension systems.

32

Publications

842

Citations

82

Authors

46

Institutions

Publications per year

2017–2026

6

Parents

Publications

32

Forecasting Retirement Needs and Retirement Wealth

Gary S. Fields, Olivia S. Mitchell, P. Brett Hammond et al. · Industrial and Labor Relations Review · 2001 · 132 citations

, , +14

Pensions at a Glance 2015: OECD and G20 IndicatorsParis: OECD Publishing, 2015. 376 p. $54.00 (pbk.).

John Bongaarts · Population and Development Review · 2016 · 81 citations · Full text

, , +17

China - pension liabilities and reform options for old age insurance

Yvonne Sin, Xiaoqing Yu · 2005 · 65 citations

, , +17

A Computationally Efficient Algorithm for Estimating the Distribution of Future Annuity Values Under Interest-Rate and Longevity Risks

Kevin Dowd, David Blake, Andrew J. G. Cairns · North American Actuarial Journal · 2011 · 41 citations · Full text

, , +17

Mean–variance target-based optimisation for defined contribution pension schemes in a stochastic framework

Francesco Menoncin, Elena Vigna · Insurance Mathematics and Economics · 2017 · 41 citations · Full text

, , +14

1–5 of 32

Authors

82

  1. JR
    Joshua Rauh

    National Bureau of Economic Research, United States

    2 publications · 57 citations

    2

    h-index

  2. RN
    Robert Novy‐Marx

    University of Rochester, United States

    2 publications · 57 citations

    2

    h-index

  3. GD
    Gaël Dupont

    Institut d'Etudes Politiques de Paris, France

    1 publications · 13 citations

    1

    h-index

  4. PT
    Paola Tanda

    KU Leuven, Belgium

    1 publications · 14 citations

    1

    h-index

  5. SS
    S. Sinclair-Spirgel

    Accenture (United Kingdom), United Kingdom

    1 publications · 12 citations

    1

    h-index

1–5 of 82

Institutions

46

  1. National Bureau of Economic Research

    Cambridge, United States

    2 h-index

    4 publications

    114 citations

  2. Accenture (United Kingdom)

    London, United Kingdom

    1 h-index

    1 publications

    12 citations

  3. De Nederlandsche Bank

    Amsterdam, The Netherlands

    1 h-index

    3 publications

    30 citations

  4. Hoover Institution

    Stanford, United States

    1 h-index

    1 publications

    16 citations

  5. Xi’an Jiaotong-Liverpool University

    Suzhou, China

    1 h-index

    1 publications

    13 citations

  6. Sapienza University of Rome

    Rome, Italy

    1 h-index

    1 publications

    14 citations

  7. Université du Québec à Montréal

    Montreal, Canada

    1 h-index

    1 publications

    13 citations

  8. University of California, Berkeley

    Berkeley, United States

    1 h-index

    2 publications

    22 citations

1–8 of 46

Venues

  1. SSRN Electronic Journal

    Repository · 4 publications · 67 citations

    4

    h-index

  2. Sustainability

    3 publications · 79 citations

    3

    h-index

  3. Insurance Mathematics and Economics

    2 publications · 56 citations

    2

    h-index

  4. The Journal of Finance

    2 publications · 33 citations

    2

    h-index

  5. National Institute Economic Review

    1 publications · 11 citations

    1

    h-index

1–5