There are two important things to remember here A. Make sure your ATM works in the country you plan to arrive in and B. If your using an account in your home country you need to make sure mail can still be received for your bank statements. If rejected by the receiver and returned to the bank you run the risk of your account being frozen until you clarify and organise a new address. I had this happen with the HSBC which took nearly 3 months to sort out.
So the answer is “yes” you can put it into your account in your home country then withdraw at an ATM in the country your staying or deposit into a bank in the country you now reside but will need to be in the currency that your pension is paid in. E.g. if American in the Philippines a “Dollar” account at the bank is required to receive your funds.