Risk-Sharing Alternatives for Pension Plan Design: An Overview and Case Studies

Published in Mitchell, O. and R. Shea (Eds.) (2016). Reimagining Pensions: The Next 40 Years. Oxford, UK: Oxford University Press.

Pension Research Council WP 2014-09

Posted: 14 Nov 2014 Last revised: 3 Apr 2020

See all articles by Anna M. Rappaport

Anna M. Rappaport

Anna Rappaport Consulting

Andrew Peterson

Society of Actuaries

Date Written: September 1, 2014

Abstract

Pension plan designs range from those that place virtually all of the risk on the plan (and plan sponsor) to those that place all of the risk on the individual covered by the plan. Traditional plans include designs that are at both ends of this spectrum, but there is increasing attention to plans that share risk. This chapter identifies different risks and discusses methods of sharing risk, both traditionally and in recent plan designs. Two case studies illustrate recent developments. We include a discussion of future directions.

Keywords: Pension plan risk, risk sharing, pension plan design, defined benefit, defined contribution, risk adjustment, hybrid plan

Suggested Citation

Rappaport, Anna M. and Peterson, Andrew, Risk-Sharing Alternatives for Pension Plan Design: An Overview and Case Studies (September 1, 2014). Published in Mitchell, O. and R. Shea (Eds.) (2016). Reimagining Pensions: The Next 40 Years. Oxford, UK: Oxford University Press., Pension Research Council WP 2014-09, Available at SSRN: https://ssrn.com/abstract=2523158 or http://dx.doi.org/10.2139/ssrn.2523158

Anna M. Rappaport (Contact Author)

Anna Rappaport Consulting ( email )

17 East Division Street
Chicago, IL 60610
United States

Andrew Peterson

Society of Actuaries ( email )

475 North Martingale
Suite 800
Schaumburg, IL 60173
United States

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