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Market-Consistent Valuation of Pension Liabilities

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

    (Tilburg University, School of Economics and Management)

Abstract

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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
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    File URL: https://pure.uvt.nl/ws/portalfiles/portal/14361748/P20161000_des063_Pelsser.pdf
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    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)

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    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.

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    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.
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