Palmnet: A pension asset and liability model for the Netherlands
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- 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.
- Maarten van Rooij & Clemens Kool & Henriëtte Prast, 2005. "Risk-return preferences in the pension domain: are people able to choose?," DNB Working Papers 025, Netherlands Central Bank, Research Department.
- M.C.J. van Rooij & C.J.M. Kool & H.M. Prast, 2005. "Risk-return preferences in the pension domain: are people able to choose?," Working Papers 05-04, Utrecht School of Economics.
- van Rooij, M.C.J. & Kool, C.J.M. & Prast, H.M., 2007. "Risk-return preferences in the pension domain : Are people able to choose?," Other publications TiSEM 22820590-ad4e-4abc-bd21-4, Tilburg University, School of Economics and Management.
- Streutker, Matthijs & van der Vlerk, Maarten & Klein Haneveld, Wim, 2007. "Implementation of new regulatory rules in a multistage ALM model for Dutch pension funds," Research Report 07005, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
- Peter Vlaar, 2007. "Term Structure Modeling for Pension Funds:What to do in Practice?," DNB Working Papers 123, Netherlands Central Bank, Research Department.
- Peter Vlaar, 2005. "Defined Benefit Pension Plans and Regulation," DNB Working Papers 063, Netherlands Central Bank, Research Department.
- Allard Bruinshoofd & Sybille Grob, 2006. "Do changes in pension incentives affect retirement? A stated preferences approach to Dutch retirement consideration," DNB Working Papers 115, Netherlands Central Bank, Research Department.
- Maarten Rooij & Arjen Siegmann & Peter Vlaar, 2008.
"Market Valuation, Pension Fund Policy and Contribution Volatility,"
Springer, vol. 156(1), pages 73-93, March.
- Maarten van Rooij & Arjen Siegmann & Peter Vlaar, 2007. "Market Valuation, Pension Fund Policy and Contribution Volatility," DNB Working Papers 159, Netherlands Central Bank, Research Department.
- Jacob A. Bikker & Peter J.G. Vlaar, 2006. "Conditional Indexation in Defined Benefit Pension Plans," DNB Working Papers 086, Netherlands Central Bank, Research Department.
More about this item
KeywordsActuarial pension model; Monte Carlo simulation; historical simulation;
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C59 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Other
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
- J18 - Labor and Demographic Economics - - Demographic Economics - - - Public Policy
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