IDEAS home Printed from https://ideas.repec.org/p/tiu/tiutis/50e0b61d-73b9-49a8-9443-6953a9a43052.html
   My bibliography  Save this paper

Market-Consistent Valuation of Pension Liabilities

Author

Listed:
  • Pelsser, Antoon
  • Salahnejhad, Ahmad
  • van den Akker, Ramon

    (Tilburg University, School of Economics and Management)

Abstract

No abstract is available for this item.

Suggested Citation

  • Pelsser, Antoon & Salahnejhad, Ahmad & van den Akker, Ramon, 2016. "Market-Consistent Valuation of Pension Liabilities," Other publications TiSEM 50e0b61d-73b9-49a8-9443-6, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:50e0b61d-73b9-49a8-9443-6953a9a43052
    as

    Download full text from publisher

    File URL: https://pure.uvt.nl/ws/portalfiles/portal/14361748/P20161000_des063_Pelsser.pdf
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Kees de Van & Daniele Fano & Herialt Mens & Giovanna Nicodano, 2014. "A Reporting Standard for Defined Contribution Pension Plans," CeRP Working Papers 143, Center for Research on Pensions and Welfare Policies, Turin (Italy).
    2. Heemskerk, M. & Maatman, R.M. & Werker, Bas J. M., 2016. "Heldere en Harde Pensioenrechten Onder een PPR," Other publications TiSEM c94025e5-eae2-4230-a159-e, Tilburg University, School of Economics and Management.
    3. Shu, Lei & Melenberg, Bertrand & Schumacher, Hans, 2016. "An Evaluation of the nFTK," Other publications TiSEM 7b43cdd2-2278-42b7-834a-1, Tilburg University, School of Economics and Management.
    4. Broeders, D.W.G.A. & de Jong, Frank & Schotman, Peter, 2016. "Interest Rate Models for Pension and Insurance Regulation," Other publications TiSEM 9272f194-f473-4f20-9d82-b, Tilburg University, School of Economics and Management.
    5. van Soest, Arthur, 2016. "Wat Vinden en Verwachten Nederlanders van het Pensioen?," Other publications TiSEM d5a2b39f-b9df-4c0d-8ab6-b, Tilburg University, School of Economics and Management.
    6. Van Binsbergen, Jules H. & Broeders, Dirk & De Jong, Myrthe & Koijen, Ralph S. J., 2014. "Collective pension schemes and individual choice," Journal of Pension Economics and Finance, Cambridge University Press, vol. 13(2), pages 210-225, April.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Balter, Anne & Kallestrup-Lamb, Malene & Rangvid, Jesper, 2018. "The Move Towards Riskier Pension Products in the World’s Best Pension Systems," Other publications TiSEM 48f91245-3b1a-4625-a171-b, Tilburg University, School of Economics and Management.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Balter, Anne & Kallestrup-Lamb, Malene & Rangvid, Jesper, 2018. "The Move Towards Riskier Pension Products in the World’s Best Pension Systems," Other publications TiSEM 48f91245-3b1a-4625-a171-b, Tilburg University, School of Economics and Management.
    2. Shu, Lei & Melenberg, Bertrand & Schumacher, Hans, 2016. "An Evaluation of the nFTK," Other publications TiSEM 7b43cdd2-2278-42b7-834a-1, Tilburg University, School of Economics and Management.
    3. Broeders, D.W.G.A. & de Jong, Frank & Schotman, Peter, 2016. "Interest Rate Models for Pension and Insurance Regulation," Other publications TiSEM 9272f194-f473-4f20-9d82-b, Tilburg University, School of Economics and Management.
    4. Dirk Broeders & Daniel Dimitrov & Niek Verhoeven, 2024. "Climate-Linked Bonds," Working Papers 817, DNB.
    5. M. Carmen Boado-Penas & Julia Eisenberg & Paul Kruhner, 2019. "Maximising with-profit pensions without guarantees," Papers 1912.11858, arXiv.org.
    6. Jiajia Cui & Eduard H. M. Ponds, 2016. "Intergenerational Risk Trading and the Innovative Role of Equity- Wage Swaps," Bankers, Markets & Investors, ESKA Publishing, issue 144, pages 31-42, September.
    7. Broeders, Dirk & Mehlkopf, Roel & van Ool, Annick, 2021. "The economics of sharing macro-longevity risk," Insurance: Mathematics and Economics, Elsevier, vol. 99(C), pages 440-458.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:tiu:tiutis:50e0b61d-73b9-49a8-9443-6953a9a43052. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Richard Broekman (email available below). General contact details of provider: https://www.tilburguniversity.edu/about/schools/economics-and-management/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.