Jennifer Alonso-García

Department of Economics, Econometrics and Finance

University of Groningen

Postbus 72

9700 AB Groningen

Netherlands

Université Libre de Bruxelles (ULB) - Department of Mathematics

Brussels

Belgium

ARC Centre of Excellence in Population Ageing Research

Associate Investigator

Level 6, Central Lobby (enter via East Lobby)

Australian School of Business Building

Sydney, New South Wales NSW 2052

Australia

SCHOLARLY PAPERS

9

DOWNLOADS

547

SSRN CITATIONS
Rank 45,248

SSRN RANKINGS

Top 45,248

in Total Papers Citations

6

CROSSREF CITATIONS

5

Scholarly Papers (9)

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
Department of Economics, Econometrics and Finance, University of Liverpool and Catholic University of Louvain
Downloads 183 (167,230)
Citation 1

Abstract:

Loading...

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

2.

Saving Preferences After Retirement

Number of pages: 70 Posted: 13 Jun 2018 Last Revised: 12 Dec 2018
Department of Economics, Econometrics and Finance, UNSW Sydney, CEPAR, Tilburg University - Department of Econometrics & Operations Research, Tilburg University and CPB Netherlands Bureau of Economic Policy Analysis
Downloads 94 (280,310)
Citation 3

Abstract:

Loading...

consumption smoothing, asset decumulation, saving motives, pension design

3.

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
Department of Economics, Econometrics and Finance, CommInsure and UNSW Australia
Downloads 74 (324,334)
Citation 1

Abstract:

Loading...

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

4.

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
Department of Economics, Econometrics and Finance and Catholic University of Louvain
Downloads 43 (419,473)

Abstract:

Loading...

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

5.

Retirement Drawdown Defaults: The Role of Implied Endorsement

Number of pages: 71 Posted: 19 Apr 2018 Last Revised: 24 Aug 2018
Jennifer Alonso-García, Hazel Bateman, Johan Bonekamp and Ralph Stevens
Department of Economics, Econometrics and Finance, UNSW Sydney, CEPAR, Tilburg University - Department of Econometrics & Operations Research and CPB Netherlands Bureau of Economic Policy Analysis
Downloads 39 (435,286)
Citation 1

Abstract:

Loading...

decumulation policy, defaults, peer effects

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
University of Malaya, Department of Economics, Econometrics and Finance, 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 25 (516,574)
Citation 1

Abstract:

Loading...

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, Department of Economics, Econometrics and Finance, University of New South Wales (UNSW) - ARC Centre of Excellence in Population Ageing Research (CEPAR) and University of New South Wales (UNSW)
Downloads 10 (616,851)
Citation 1

Abstract:

Loading...

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

7.

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: 10 Feb 2017
Jennifer Alonso-García and Pierre Devolder
Department of Economics, Econometrics and Finance and Catholic University of Louvain
Downloads 29 (479,637)

Abstract:

Loading...

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

8.

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
Department of Economics, Econometrics and Finance and Department of Accounting and Financial Economy
Downloads 28 (484,890)
Citation 1

Abstract:

Loading...

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

9.

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: 04 Aug 2018
Jennifer Alonso-García and Michael Sherris
Department of Economics, Econometrics and Finance and University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Downloads 22 (518,389)

Abstract:

Loading...

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