Jennifer Alonso-García

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

Netspar

P.O. Box 90153

Tilburg, 5000 LE

Netherlands

SCHOLARLY PAPERS

13

DOWNLOADS

615

SSRN CITATIONS
Rank 36,014

SSRN RANKINGS

Top 36,014

in Total Papers Citations

12

CROSSREF CITATIONS

7

Scholarly Papers (13)

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 193 (170,626)
Citation 1

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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
Université Libre de Bruxelles (ULB) - Department of Mathematics, UNSW Sydney, CEPAR, Tilburg University - Department of Econometrics & Operations Research, Tilburg University and CPB Netherlands Bureau of Economic Policy Analysis
Downloads 99 (289,104)
Citation 3

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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
Université Libre de Bruxelles (ULB) - Department of Mathematics, CommInsure and UNSW Australia
Downloads 81 (327,858)
Citation 1

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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
Université Libre de Bruxelles (ULB) - Department of Mathematics and Catholic University of Louvain
Downloads 56 (398,823)
Citation 1

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

5.

Spending from regulated retirement drawdowns: The role of implied endorsement

The Scandinavian Journal of Economics. Accepted.
Number of pages: 50 Posted: 19 Apr 2018 Last Revised: 05 May 2020
Jennifer Alonso-García, Hazel Bateman, Johan Bonekamp and Ralph Stevens
Université Libre de Bruxelles (ULB) - Department of Mathematics, UNSW Sydney, CEPAR, Tilburg University - Department of Econometrics & Operations Research and CPB Netherlands Bureau of Economic Policy Analysis
Downloads 53 (408,932)
Citation 1

Abstract:

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decumulation policy, regulated drawdowns, implied endorsement, 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, 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 30 (518,438)
Citation 3

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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 11 (648,466)
Citation 2

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

7.

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 29 (510,317)
Citation 1

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

8.

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
Université Libre de Bruxelles (ULB) - Department of Mathematics and Catholic University of Louvain
Downloads 29 (510,317)
Citation 1

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

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
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 23 (545,026)

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

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 5 (665,369)

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

11.

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 3 (680,903)
Citation 1

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

12.

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 2 (690,838)
Citation 1

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PAYG, Diversification, Portfolio theory, Funding, Utility

13.

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

Number of pages: 43 Posted: 10 Jul 2020
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 UNSW Australia
Downloads 1 (703,238)

Abstract:

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taxation, retirement income, policyholder behavior, pricing, method of lines, surrender, variable annuity