Research
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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,742 papers · 148 categories

Trend · papers per month

count% of corpus
0111 · Dec 201919922001200920172026
3 results for “PAYG”
Transforming public pensions: A mixed scheme with a credit granted by the stateq-fin.RM

Proposes a mixed pension system combining PAYG and funded contributions to address sustainability.

problem Sustainability of public pension systems due to declining birth rates and increasing life expectancy.
method Combines a classical PAYG scheme with a funded investment scheme to ensure financial sustainability.
result Individuals contribute to a funded part, making them active participants in addressing demographic risks.
pension systemsPAYGfundingsustainabilitydemographic risks
2019-12-27abs ↗pdf ↗
Optimal investment and Pension policy in Pay-As-You-Go systems under forward utility and ageing populationq-fin.MF

Investigates optimal pension policies in PAYG systems with forward utility and ageing population.

problem Optimal investment and pension policies in PAYG systems with sustainability and adequacy constraints.
method Non-zero volatility forward CRRA utilities, closed-form optimal policies, detailed numerical analysis.
result Characterization of optimal policies and detailed impact analysis under various scenarios.
Pension policyPay-As-You-GoForward utilityAgeing populationSustainability
2026-05-12abs ↗pdf ↗
Time-consistent pension policy with minimum guarantee and sustainability constraintq-fin.MF

The paper optimizes pension policies with guarantees and sustainability constraints.

problem Designing optimal pension policies with guarantees and sustainability constraints.
method Dynamic utility model, stochastic domain, overlapping generations, time-consistent decision criterion.
result Optimal investment/pension policy computed for a general framework.
pension policydynamic utilitysustainabilitypay-as-you-gobuffer fund
2022-07-04abs ↗pdf ↗