On-device research index

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

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10 results for “intergenerational cross-subsidies”

Intergenerational cross-subsidies in UK Collective Defined Contribution (CDC) fundsq-fin.GN

Study evaluates UK CDC schemes, finding intergenerational cross-subsidies in flat-accrual schemes and dynamic-accrual schemes can reduce but not eliminate them.

problem Intergenerational cross-subsidies in UK CDC schemes, particularly in flat-accrual schemes.

method Comparison of flat-accrual and dynamic-accrual CDC schemes, analysis of performance and level of cross-subsidies.

result Dynamic-accrual schemes can reduce but not eliminate intergenerational cross-subsidies, while flat-accrual schemes often have significant cross-subsidies.

UK CDC schemes intergenerational cross-subsidies flat-accrual dynamic-accrual performance comparison

2024-11-10abs ↗pdf ↗

Collective Defined Contribution Schemes Without Intergenerational Cross-Subsidiesq-fin.PM

New CDC scheme avoids intergenerational subsidies, offering better outcomes.

problem Intergenerational cross-subsidies in UK CDC schemes.

method Collective-Drawdown CDC approach using explicit insurance contracts.

result Better pension outcomes with no intergenerational cross-subsidies.

CDC schemes intergenerational subsidies explicit insurance better pension outcomes

2025-04-23abs ↗pdf ↗

Intergenerational Equitable Climate Change Mitigation: Negative Effects of Stochastic Interest Rates; Positive Effects of Financingq-fin.MF

Model shows how discount rates affect intergenerational equity in climate mitigation.

problem Intergenerational equity in climate mitigation decisions.

method Extended DICE model with stochastic discount rates and financing extensions.

result Discount-rate uncertainty amplifies intergenerational inequality in climate mitigation.

climate mitigation discount rates intergenerational equity stochastic interest rates financing

2023-12-11abs ↗pdf ↗

When a `rat race' implies an intergenerational wealth trapecon.GN

Two critical questions about intergenerational outcomes are: one, whether significant barriers or traps exist between different social or economic strata; and two, the extent to which intergenerational outcomes do (or can be used to) affect individual investment and consumption decisions. We develop a model to explicit…

2018-04-30abs ↗pdf ↗

Intergenerational Equity in Models of Climate Change Mitigation: Stochastic Interest Rates introduce Adverse Effects, but (Non-linear) Funding Costs can Improve Intergenerational Equityq-fin.MF

Modeling climate change costs with stochastic interest rates shows inequality, but funding abatement can reduce this.

problem Evaluating the costs and benefits of climate change mitigation with uncertain discount rates.

method Amended DICE model with stochastic interest rates and funding abatement costs.

result Introducing funding abatement can reduce intergenerational inequality in climate change costs.

climate change stochastic interest rates climate mitigation intergenerational equity funding abatement

2023-09-28abs ↗pdf ↗

Conditional Rank-Rank Regression via Deep Conditional Transformation Modelsstat.ME

Improves CRRR for better mobility analysis with DCTM.

problem Unclear interpretation of RRRX parameters.

method Uses DCTM for conditional ranks, cross-fitting, and asymptotic theory.

result Clearer interpretation and improved accuracy in mobility analysis.

conditional rank-rank regression deep conditional transformation model intergenerational mobility socio-economic outcomes covariate adjustment

2026-03-07abs ↗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 policy Pay-As-You-Go Forward utility Ageing population Sustainability

2026-05-12abs ↗pdf ↗

Momentum Accelerates Evolutionary Dynamicscs.LG

Momentum speeds up evolutionary processes in machine learning.

problem Accelerating convergence in evolutionary dynamics.

method Combining momentum from machine learning with evolutionary dynamics using information divergences as Lyapunov functions.

result Momentum accelerates convergence of evolutionary dynamics, including the replicator equation and Euclidean gradient descent.

evolutionary dynamics machine learning momentum convergence replicator equation

2020-07-05abs ↗pdf ↗

Unified Transfer Learning Models in High-Dimensional Linear Regressionstat.ML

Unified model detects transferable variables and source data in high-dimensional linear regression.

problem Scarcity of target data and heterogeneity of source and target data distributions.

method UTrans model, estimation error bounds, hypothesis testing for source detection.

result UTrans achieves lower estimation and prediction errors than existing methods.

transfer learning high-dimensional regression source detection hypothesis testing estimation error bounds

2023-07-01abs ↗pdf ↗

Economic effects on households of an augmentation of the cash back duration of real estate loanq-fin.CP

Examines how extending home loan durations affects French households financially.

problem Financial implications for households with extended home loan durations.

method Analysis of French and international home loan systems, including bullet loans and Japanese home loans.

result Extending home loan durations can reduce monthly payments but raises financial risks.

home loans French market financial stability credit costs property prices

2024-09-23abs ↗pdf ↗