Reference health
Does Surplus Sharing Increase Risk-Taking in a Corporate Defined Benefit Pension Plan?
1 of 39 checkable references need attention · checked 2026-08-28
At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.
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References needing attention
does not resolve to a known work10.2307/2326358
The 38 checked references that resolve
resolves10.1007/s11127-009-9417-z
The impact of surplus sharing on the portfolio mix of public sector defined benefit pension plans: a public choice approach
resolves10.1007/s10479-006-0144-2
Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases
resolves10.1093/qje/121.1.157
Earnings Manipulation, Pension Assumptions, and Managerial Investment Decisions
resolves10.1016/s0167-6687(98)00048-1
Pension schemes as options on pension fund assets: implications for pension fund management
resolves10.1016/0165-1889(92)90044-f
Labor supply flexibility and portfolio choice in a life cycle model
resolves10.1111/j.1539-6975.2012.01465.x
Pension Benefit Security: A Comparison of Solvency Requirements, a Pension Guarantee Fund, and Sponsor Support
resolves10.1016/j.insmatheco.2011.01.011
A utility-based comparison of pension funds and life insurance companies under regulatory constraints
resolves10.1093/rfs/hhi035
Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets
resolves10.1016/j.insmatheco.2004.06.002
Optimal investment choices post-retirement in a defined contribution pension scheme
resolves10.1016/j.jedc.2004.07.004
Explicit solutions to an optimal portfolio choice problem with stochastic income
resolves10.1016/j.jfineco.2005.06.005
Do a firm's equity returns reflect the risk of its pension plan?☆
resolves10.1016/j.insmatheco.2004.03.002
Optimal risk management in defined benefit stochastic pension funds
resolves10.1016/s0378-4266(97)00018-6
A continuous-time model to determine the intervention policy for PBGC
resolves10.1016/s0167-6687(02)00154-3
Optimal portfolio and background risk: an exact and an approximated solution
resolves10.1093/rfs/hhn068
Risk Shifting versus Risk Management: Investment Policy in Corporate Pension Plans
resolves10.1007/s10713-007-0005-1
The optimal asset allocation of the main types of pension funds: a unified framework
resolves10.2139/ssrn.1710151
Optimal Corporate Investment and Financing Policies: A Simple Quantitative Rule in a Novel General Setting
resolves10.2139/ssrn.1625437
The Optimal Investment Policy for the Pension Benefit Guaranty Corporation
resolves10.1111/j.1540-6261.2004.00631.x
Compensation, Incentives, and the Duality of Risk Aversion and Riskiness
resolves10.1093/rfs/10.3.631
Valuation, Optimal Asset Allocation and Retirement Incentives of Pension Plans
resolves10.1111/0022-1082.00323
Learning about Predictability: The Effects of Parameter Uncertainty on Dynamic Asset Allocation
The 6 references without a DOI — listed, not checked
no DOI — not checkedShould you use stocks to hedge your pension liability?
no DOI — not checkedref19
no DOI — not checkedref29
no DOI — not checkedref32
no DOI — not checkedref34
no DOI — not checkedThe options embedded within pension plans: types, valuation principles and effects on optimal investment policies
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