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Pension fund efficiency: the impact of scale, governance and plan design

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Author Info
Jacob A. Bikker
Jan de Dreu

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Abstract

Administrative and investment costs per participant appear to vary widely across pension funds. These costs are important because they reduce the rate of return on the investments of pension funds and consequently raise the cost of retirement security. This paper examines the impact of determinants of these costs, such as the size, governance, pension plan design and outsourcing decisions, using data on all Dutch pension funds across the 1992-2004 period, including more than 10,000 observations. We find that economies of scale dominate the strong dispersion in both administrative and investment costs across pension funds. Industry-wide pension funds are significantly more efficient than company funds and other funds. The operating costs of pension funds’ defined contribution plans are lower than those of defined benefit plans. Higher shares of pensioners make funds more costly, whereas the reverse is true when relatively many participants are inactive.

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Publisher Info
Paper provided by Netherlands Central Bank, Research Department in its series DNB Working Papers with number 109.

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Date of creation: Aug 2006
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Handle: RePEc:dnb:dnbwpp:109

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Related research
Keywords: Administrative costs; investment costs; economies of scale; pension plan design; governance; defined benefits; defined contribution; outsourcing; reinsurance.;

Find related papers by JEL classification:
D61 - Microeconomics - - Welfare Economics - - - Allocative Efficiency; Cost-Benefit Analysis
G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies
G23 - Financial Economics - - Financial Institutions and Services - - - Pension Funds; Other Private Financial Institutions
H55 - Public Economics - - National Government Expenditures and Related Policies - - - Social Security and Public Pensions

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References listed on IDEAS
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  1. 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!]
  2. Bateman, Hazel & Mitchell, Olivia S., 2004. "New evidence on pension plan design and administrative expenses: the Australian experience," Journal of Pension Economics and Finance, Cambridge University Press, vol. 3(01), pages 63-76, March. [Downloadable!]
  3. Olivia S. Mitchell Ping-Lung, . "Public Pension Plan Efficiency," Pension Research Council Working Papers 95-11, Wharton School Pension Research Council, University of Pennsylvania.
  4. Jaap Bikker & Michiel van Leuvensteijn, 2005. "An Exploration into Competition and Efficiency in the Dutch Life Insurance Industry," DNB Working Papers 047, Netherlands Central Bank, Research Department. [Downloadable!]
  5. Olivia S. Mitchell & Emily S. Andrews, 1981. "Scale economies in private multi-employer pension systems," Industrial and Labor Relations Review, ILR Review, ILR School, Cornell University, vol. 34(4), pages 522-530, July.
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