Jennifer Alonso-García

Université Libre de Bruxelles (ULB) - Department of Mathematics

Brussels

Belgium

Netspar

P.O. Box 90153

Tilburg, 5000 LE

Netherlands

  • Université Libre de Bruxelles (ULB) - Department of Mathematics

  • Netspar

SCHOLARLY PAPERS

17

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1,416

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22

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Scholarly Papers (17)

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1.

Adequacy, Fairness and Sustainability of Pay-As-You-Go-Pension-Systems: Defined Benefit Versus Defined Contribution

The European Journal of Finance. Available online: Doi: 10.1080/1351847X.2017.1399429
Number of pages: 29 Posted: 21 Sep 2016 Last Revised: 15 Nov 2017
Jennifer Alonso-García, María el Carmen Boado-Penas and Pierre Devolder
Université Libre de Bruxelles (ULB) - Department of Mathematics, University of Liverpool and Catholic University of Louvain
Downloads 251 (203,428)
Citation 1

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Pay-as-you-go, Public pensions, Risks, Sustainability

2.

Saving Preferences After Retirement

Journal of Economic Behavior and Organization, 198, 409-433
Number of pages: 42 Posted: 13 Jun 2018 Last Revised: 03 May 2022
Jennifer Alonso-García, Hazel Bateman, Johan Bonekamp, Arthur van Soest and Ralph Stevens
Université Libre de Bruxelles (ULB) - Department of Mathematics, UNSW Sydney, CEPAR, AFM (Dutch Authority for the Financial Markets), Tilburg University and CPB Netherlands Bureau of Economic Policy Analysis
Downloads 192 (261,719)
Citation 6

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saving motives, asset decumulation, pension design, consumption smoothing

3.

Continuous Time Model for Notional Defined Contribution Pension Schemes: Liquidity and Solvency

Insurance: Mathematics and Economics, Vol. 88, No. September, 2019
Number of pages: 37 Posted: 17 Jul 2017 Last Revised: 14 Oct 2019
Jennifer Alonso-García and Pierre Devolder
Université Libre de Bruxelles (ULB) - Department of Mathematics and Catholic University of Louvain
Downloads 138 (345,741)
Citation 2

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Automatic balancing mechanisms, liquidity, solvency, sustainability, fairness, pension, design

4.

Pricing and Hedging Guaranteed Minimum Withdrawal Benefits under a General Lévy Framework Using the COS Method

Quantitative Finance. 2017, DOI:10.1080/14697688.2017.1357832
Number of pages: 43 Posted: 10 Feb 2017 Last Revised: 17 Sep 2017
Jennifer Alonso-García, Oliver Wood and Jonathan Ziveyi
Université Libre de Bruxelles (ULB) - Department of Mathematics, CommInsure and University of New South Wales; ARC Centre of Excellence in Population Ageing Research and School of Risk & Actuarial Studies
Downloads 113 (401,275)
Citation 3

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variable annuity, GMWB, COS method, hedging, risk minimisation

5.

Spending from regulated retirement drawdowns: The role of implied endorsement

Scandinavian Journal of Economics 123(3), 810–847
Number of pages: 50 Posted: 19 Apr 2018 Last Revised: 30 Nov 2021
Jennifer Alonso-García, Hazel Bateman, Johan Bonekamp and Ralph Stevens
Université Libre de Bruxelles (ULB) - Department of Mathematics, UNSW Sydney, CEPAR, AFM (Dutch Authority for the Financial Markets) and CPB Netherlands Bureau of Economic Policy Analysis
Downloads 106 (420,089)

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decumulation policy, regulated drawdowns, implied endorsement, peer effects

6.

Taxation and Policyholder Behavior: The Case of Guaranteed Minimum Accumulation Benefits

CEPAR Working Paper 2020/17
Number of pages: 30 Posted: 10 Jul 2020 Last Revised: 17 Mar 2022
Jennifer Alonso-García, Michael Sherris, Samuel Thirurajah and Jonathan Ziveyi
Université Libre de Bruxelles (ULB) - Department of Mathematics, University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies, KPMG and University of New South Wales; ARC Centre of Excellence in Population Ageing Research and School of Risk & Actuarial Studies
Downloads 91 (465,391)
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taxation, retirement income, policyholder behavior, pricing, method of lines, surrender, variable annuity

7.

Optimal Mix Between Pay-As-You-Go and Funding for DC Pension Schemes in an Overlapping Generations Model

Insurance: Mathematics and Economics, Vol. 70, 2016
Number of pages: 22 Posted: 02 Jun 2020
Jennifer Alonso-García and Pierre Devolder
Université Libre de Bruxelles (ULB) - Department of Mathematics and Catholic University of Louvain
Downloads 80 (503,324)
Citation 1

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PAYG, Diversification, Portfolio theory, Funding, Utility

8.

NDC Schemes and Heterogeneity in Longevity: Proposals for Redesign

Downloads 80 (503,324)
Citation 4

NDC Schemes and Heterogeneity in Longevity: Proposals for Redesign

ARC Centre of Excellence in Population Ageing Research, Working Paper No. 2017/18
Number of pages: 27 Posted: 18 Dec 2017
Robert Holzmann, Jennifer Alonso-García, Héloïse Labit Hardy and Andrés Villegas
University of Malaya, Université Libre de Bruxelles (ULB) - Department of Mathematics, University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies and University of New South Wales (UNSW) - ARC Centre of Excellence in Population Ageing Research (CEPAR)
Downloads 50 (652,361)

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Tax/Subsidy Structure, Proxied Life Expectancy, Two-Tier Contribution Structure, Gender De-pooling

Ndc Schemes and Heterogeneity in Longevity: Proposals for Redesign

IZA Discussion Paper No. 11193
Number of pages: 28 Posted: 16 Dec 2017
Robert Holzmann, Jennifer Alonso-García, Heloise Labit-Hardy and Andres Villegas
University of Malaya, Université Libre de Bruxelles (ULB) - Department of Mathematics, University of New South Wales (UNSW) - ARC Centre of Excellence in Population Ageing Research (CEPAR) and University of New South Wales (UNSW)
Downloads 30 (793,279)
Citation 3

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tax/subsidy structure, proxied life expectancy, two-tier contribution structure, gender de-pooling

9.

Financial Crisis and Pension Reform in Spain: The Effect of Labour Market Dynamics

Journal of Economic Policy Reform, DOI: 10.1080/17487870.2019.1599718, 2019
Number of pages: 23 Posted: 10 Feb 2017 Last Revised: 17 Apr 2019
Jennifer Alonso-García and Beatriz Rosado-Cebrián
Université Libre de Bruxelles (ULB) - Department of Mathematics and Department of Accounting and Financial Economy
Downloads 54 (617,593)
Citation 1

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Labour Market, Labour Force Survey, Aggregate Accounting, Sustainability, Pay-As-You-Go, Public Pension

10.

Pension Systems

Gu D., Dupre M. (eds) Encyclopedia of Gerontology and Population Aging. Springer, Cham​, Forthcoming
Number of pages: 10 Posted: 05 Jun 2020
Jennifer Alonso-García
Université Libre de Bruxelles (ULB) - Department of Mathematics
Downloads 53 (622,815)

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pay-as-you-go, funding, defined benefit, defined contribution, points, NDC

11.

Insuring Longevity Risk and Long-Term Care: Bequest, Housing and Liquidity

Number of pages: 57 Posted: 14 Mar 2022
Mengyi Xu, Jennifer Alonso-García, Michael Sherris and Adam W. Shao
Purdue University, Université Libre de Bruxelles (ULB) - Department of Mathematics, University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies and affiliation not provided to SSRN
Downloads 50 (639,125)

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Recursive utility, Housing, Life annuities, Long-term care insurance, Lifecycle model

12.

One Size Fits All? Drawdown Structures in Australia and the Netherlands

The Journal of the Economics of Ageing. Available online 25 July 2018. DOI: 10.1016/j.jeoa.2018.07.002
Number of pages: 36 Posted: 25 Aug 2017 Last Revised: 30 Nov 2021
Jennifer Alonso-García and Michael Sherris
Université Libre de Bruxelles (ULB) - Department of Mathematics and University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Downloads 49 (644,849)

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Utility, CEC, Income, Retirement Income, Means-test

13.

Guarantee Valuation in Notional Defined Contribution Pension Systems

ASTIN Bulletin, vol. 46, pp. 677-707, DOI: org/10.1017/asb.2016.21
Number of pages: 30 Posted: 10 Dec 2015 Last Revised: 13 Sep 2021
Jennifer Alonso-García and Pierre Devolder
Université Libre de Bruxelles (ULB) - Department of Mathematics and Catholic University of Louvain
Downloads 42 (686,411)
Citation 3

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Public pension, pay-as-you-go, option pricing, incomplete markets, exponential utility

14.

A Multi-State Model for Sick Leave and Its Impact on Partial Early Retirement Incentives: The Case of the Netherlands

Scandinavian Actuarial Journal. Forthcoming
Number of pages: 34 Posted: 30 Jun 2022
Sophie de Mol van Otterloo and Jennifer Alonso-García
Ministerie van Financiën and Université Libre de Bruxelles (ULB) - Department of Mathematics
Downloads 36 (726,459)

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gradual retirement, sick leave, multiple state model, generalized linear models

15.

Automatic Balancing Mechanisms for Notional Defined Contribution Accounts in the Presence of Uncertainty

Scandinavian Actuarial Journal, 2018:2, 85-108, DOI: 10.1080/03461238.2017.1304984
Number of pages: 30 Posted: 02 Jun 2020
Jennifer Alonso-García, María el Carmen Boado-Penas and Pierre Devolder
Université Libre de Bruxelles (ULB) - Department of Mathematics, University of Liverpool and Catholic University of Louvain
Downloads 35 (733,496)
Citation 1

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Actuarial analysis, public pensions, retirement, solvency, stochastic processes, risk

16.

Common Factor Cause-Specific Mortality Model

Risks. Accepted
Number of pages: 56 Posted: 16 Mar 2022
Geert Zittersteyn and Jennifer Alonso-García
ILX and Université Libre de Bruxelles (ULB) - Department of Mathematics
Downloads 24 (819,356)

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Mortality, Cause of death, Common factor, Archimedean copula, Population dynamics

17.

Mortality by Socio-economic Class and its Impact on the Retirement Schemes: How to Render the Systems Fairer?

European Actuarial Journal (2021)
Number of pages: 47 Posted: 06 Dec 2021
Anca Jijiie, Jennifer Alonso-García and Severine Arnold (-Gaille)
Faculty of Business and Economics, Université Libre de Bruxelles (ULB) - Department of Mathematics and University of Lausanne - Faculty of Business and Economics
Downloads 22 (836,726)

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Retirement age, Pay-as-you-go, Public pensions, Adequacy, Fairness, Class-specifc parameters