Special Issue "Pension Design, Modelling and Risk Management"
A special issue of Risks (ISSN 2227-9091).
Deadline for manuscript submissions: closed (30 April 2021).
Interests: longevity risk management; pensions; actuarial science; social policy; financial economics; labour economics; interest rate risk management; credit risk management; data science; population economics
Interests: pensions; longevity; ageing and insurance; actuarial science; risks and insurance; long-term care insurance; pricing, statistical methods for automobile fraud detection; quantitative methods for BI; traffic crashes; telematics
Interests: social insurance; social policy; pensions; income distribution and welfare economics; macroeconomics; financial economics; labour economics; modelling and projecting mortality/life expectancy in the context of pensions
The ability to identify, quantify, forecast and manage the economic, demographic and financial risks that challenge the long-term objectives of public and private retirement income schemes is of paramount importance for creating and managing financially sustainable and intra- and intergenerationally fair public and private pension schemes. This Special Issue of Risks is devoted to high-quality papers that move the state-of-the-art forward with innovative theoretical, practical and policy-oriented developments in risk management. We welcome papers related, but not limited to, the following topical issues:
- Financial and non-financial DB and DC retirement scheme design and financial sustainability, risk pooling, intra- and intergenerational fairness
- Approaches in predictive modelling of longevity
- Policy and models for dealing with socio-economic differences in longevity
- Understanding rate of return risks in an ageing and overcapitalized world and what it means for the design of pension schemes
- Dealing with the longevity and rate of return risks in constructing the pension payout phase
- Individual and societal risks of incentives in work and retirement decisions (timing, saving/dissaving, etc.)
- Designing automatic balancing mechanisms for public retirement schemes
- Risk-sharing between providers and participants in the context of uncertain return and longevity
- Drawdown models for retirement savings
- Behavioural issues and their effects on pension outcomes and policy
- Issues, models and policy for within household risk-sharing arrangements for pensions
- The political risks and challenges for the outcomes (equity, stability, efficiency, etc.) of pension schemes
- Optimal asset/risk models for pension fund management
- Indexation issues in accumulation and payout phases of pension schemes
- Equity release mechanisms
Prof. Dr. Jorge Miguel Bravo
Prof. Dr. Mercedes Ayuso
Prof. Dr. Edward Palmer
Prof. Dr. Robert Holzmann
Manuscript Submission Information
Manuscripts should be submitted online at www.mdpi.com by registering and logging in to this website. Once you are registered, click here to go to the submission form. Manuscripts can be submitted until the deadline. All papers will be peer-reviewed. Accepted papers will be published continuously in the journal (as soon as accepted) and will be listed together on the special issue website. Research articles, review articles as well as short communications are invited. For planned papers, a title and short abstract (about 100 words) can be sent to the Editorial Office for announcement on this website.
Submitted manuscripts should not have been published previously, nor be under consideration for publication elsewhere (except conference proceedings papers). All manuscripts are thoroughly refereed through a single-blind peer-review process. A guide for authors and other relevant information for submission of manuscripts is available on the Instructions for Authors page. Risks is an international peer-reviewed open access monthly journal published by MDPI.
Please visit the Instructions for Authors page before submitting a manuscript. The Article Processing Charge (APC) for publication in this open access journal is 1400 CHF (Swiss Francs). Submitted papers should be well formatted and use good English. Authors may use MDPI's English editing service prior to publication or during author revisions.
- Pension scheme design
- Retirement saving design
- Life cycle saving
- Life expectancy
- Heterogeneity in life expectancy
- Balancing mechanisms
- Asset/risk fund management
- Equity release mechanisms