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Market Valuation, Pension Fund Policy and Contribution Volatility

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Author Info
Maarten Rooij ()
Arjen Siegmann ()
Peter Vlaar ()

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Abstract

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File URL: http://hdl.handle.net/10.1007/s10645-007-9083-9
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Publisher Info
Article provided by Springer in its journal De Economist.

Volume (Year): 156 (2008)
Issue (Month): 1 (March)
Pages: 73-93
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:kap:decono:v:156:y:2008:i:1:p:73-93

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Web page: http://www.springerlink.com/link.asp?id=100260

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Related research
Keywords: asset and liability management; conditional indexation; defined benefit pension funds; fair value versus actuarial discounting; Monte Carlo simulation; pension liabilities; G23; C15; C59; J18;

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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. M.C.J. van Rooij & A.H. Siegmann & P.J.G. Vlaar, 2004. "Palmnet: A pension asset and liability model for the Netherlands," WO Research Memoranda (discontinued) 760, Netherlands Central Bank, Research Department. [Downloadable!]
  2. Peter Vlaar, 2007. "Term Structure Modeling for Pension Funds:What to do in Practice?," DNB Working Papers 123, Netherlands Central Bank, Research Department. [Downloadable!]
  3. van Rooij, Maarten C.J. & Kool, Clemens J.M. & Prast, Henriette M., 2007. "Risk-return preferences in the pension domain: Are people able to choose?," Journal of Public Economics, Elsevier, vol. 91(3-4), pages 701-722, April. [Downloadable!] (restricted)
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  4. Jacob A. Bikker & Peter J.G. Vlaar, 2006. "Conditional Indexation in Defined Benefit Pension Plans," DNB Working Papers 086, Netherlands Central Bank, Research Department. [Downloadable!]
  5. P.J.A. van Els & W.A. van den End & M.C.J. van Rooij, 2003. "Pensions and public opinion: a survey among Dutch households," MEB Series (discontinued) 2003-18, Netherlands Central Bank, Monetary and Economic Policy Department. [Downloadable!]
    Other versions:
  6. Peter Vlaar, 2005. "Defined Benefit Pension Plans and Regulation," DNB Working Papers 063, Netherlands Central Bank, Research Department. [Downloadable!]
  7. de Jong, Frank, 2008. "Pension fund investments and the valuation of liabilities under conditional indexation," Insurance: Mathematics and Economics, Elsevier, vol. 42(1), pages 1-13, February. [Downloadable!] (restricted)
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This page was last updated on 2009-11-19.

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