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Simulaciones de rentabilidades en la industria de pensiones privadas en el Peru

Author

Listed:
  • David Tuesta
  • Javier Alonso
  • Jasmina Bjeletic
  • Carlos Herrera

Abstract

El documento contiene una serie de ejercicios de simulacion que tienen como finalidad modelar las rentabilidades de la industria privada de fondos de pensiones en Peru en un horizonte que abarca los proximos 50 anos. Los resultados de estos ejercicios refuerzan el argumento de que la perdida de rentabilidad presentada en los Fondos de Pensiones a raiz de la crisis financiera global se constituye como parte de un conjunto de fenomenos transitorios. Asi, una aproximacion de largo plazo, permite observar que la tendencia de los rendimientos es creciente y superior a otras alternativas de ahorro. Asimismo, se concluye que las rentabilidades varian de acuerdo al tipo de Fondo en el que el afiliado decida mantener sus aportes, sujeto a su perfil de riesgo, obteniendo un mayor beneficio el Fondo Tipo 3, fondo de mayor exposicion a renta variable, aunque asumiendo una volatilidad mayor.

Suggested Citation

  • David Tuesta & Javier Alonso & Jasmina Bjeletic & Carlos Herrera, 2010. "Simulaciones de rentabilidades en la industria de pensiones privadas en el Peru," Working Papers 1019, BBVA Bank, Economic Research Department.
  • Handle: RePEc:bbv:wpaper:1019
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    Citations

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    Cited by:

    1. Soledad Hormazabal, 2010. "Multi-funds in the Chilean Pension System," Working Papers 1028, BBVA Bank, Economic Research Department.

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