Research
Research
Publications, submitted work and ongoing projects in risk, pensions and finance.
Publications
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Automatic Balancing Mechanisms for Pay-As-You-Go Pension Finance: Do They Actually Work?
Boado-Penas, M.C., Godínez-Olivares, H. & Haberman, S. — In Economic Challenges of Pension Systems, Springer. Read
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Automatic Balancing Mechanisms for Mixed Pension Systems under different Investment Strategies
Boado-Penas, M.C., Godínez-Olivares, H., Haberman, S. & Serrano, P. — The European Journal of Finance, vol. 26, 2-3. Read
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Determining Discount Rates Required to Fund DB Plans
Turner, J., Godínez-Olivares, H., McCarthy, D.D. & Boado-Penas, M.C. — Society of Actuaries. Read
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An Alternative Pension Reform for Spain based on Optimisation Techniques
Boado-Penas, M.C. & Godínez-Olivares, H. — Anales del Instituto de Actuarios Españoles, 21, 107-134. Read
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Optimal strategies for Pay-as-you-go pension finance: A sustainability framework
Godínez-Olivares, H., Boado-Penas, M.C. & Haberman, S. — Insurance: Mathematics and Economics, 69, 117-126. Read
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Longevity Risk in Notional Defined Contribution Pension Schemes: a Solution
Arnold (-Gaille), S., Boado-Penas, M.C. & Godínez-Olivares, H. — The Geneva Papers on Risk and Insurance Issues and Practice on Longevity Risks, 41(1), 24-52. Read
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How to finance pensions: Optimal strategies for pay-as-you-go pension systems
Godínez-Olivares, H., Boado-Penas, M.C. & Pantelous, A.A. — The Journal of Forecasting, 35(1), 13-33. Read
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Optimal strategies for long-term sustainability in PAYG pension systems using control theory in a dynamic nonlinear framework
Godínez-Olivares, H., Boado-Penas, C. & Pantelous, A.A. — ICVRAM 2014 & ISUMA 2014 Proceedings, 1214-1223. Read
Submitted
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Is China's one-child policy sensible? Consequences for the sustainability of the pay-as-you-go pension system
with M.C. Boado-Penas, S. Haberman and J. Xu
Work in progress
Linking pensions to life expectancy
A solution to guarantee long-term sustainability? · with M.C. Boado-Penas and S. Haberman
Defined benefit vs defined contribution pension plans
A case study of a company in an emerging market · with A. Currie
ML-based investment strategies and pension sustainability
How investment strategies based on machine-learning algorithms influence the sustainability of a system.
Governance and investment of public reserve funds
In the era of Big Data.