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Conditional Indexation in Defined Benefit Pension Plans in the Netherlands
12 references·3 citing·49 second hop
Conditional Indexation in Defined Benefit Pension Plans in the Netherlands (2007)Conditional Indexation in Defined Benefit…Operating costs of pension funds: the impact of scale, governance, and plan design (2007)Operating costs of pension fu…Market impact costs of institutional equity trades (2007)Market impact costs of instit…Pension funds and value-based generational accounting (2003)Pension funds and value-based…Term Premia and Interest Rate Forecasts in Affine Models (2002)Term Premia and Interest Rate…Does it Matter What Type of Pension Scheme You Have? (2000)Does it Matter What Type of P…A hybrid simulation/optimisation scenario model for asset/liability management (1997)A hybrid simulation/optimisat…A YIELD‐FACTOR MODEL OF INTEREST RATES (1996)A YIELD‐FACTOR MODEL OF INTER…More on a Stochastic Asset Model for Actuarial Use (1995)More on a Stochastic Asset Mo…Forecasting, Structural Time Series Models and the Kalman Filter (1990)Forecasting, Structural Time …Financial Aspects of the United States Pension System (1984)Financial Aspects of the Unit…A Stochastic Investment Model for Actuarial Use (1984)A Stochastic Investment Model…Corporate pension funding policy (1976)Corporate pension funding pol…Optimal Design of Funded Pension Schemes (2014)Optimal Design of Funded Pens…Valuation of Contingent Pension Liabilities and Guarantees Under Sponsor Default Risk (2010)Valuation of Contingent Pensi…Pension Regulation and the Market Value of Pension Liabilities - A Contingent Claims Analysis Using Parisian Options (2009)Pension Regulation and the Ma…The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)Taxation and Corporate Pension Policy (1981)The Effect of Voluntary Spin‐off Announcements on Shareholder Wealth (1983)Theory of rational option pricing (2005)Risk Shifting versus Risk Management: Investment Policy in Corporate Pension Plans (2008)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)An Introduction to Efficiency and Productivity Analysis (1998)An Introduction to Efficiency and Productivity Analysis (2005)Pension Funds’ Asset Allocation and Participant Age: A Test of the Life-Cycle Model (2009)Measuring Performance of Banks: An Assessment (2010)IQ and Mutual Fund Choice (2015)Time Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Dynamic stochastic programmingfor asset-liability management (1998)A discussion of parameter and model uncertainty in insurance (2000)Investment guarantees : modeling and risk management for equity-linked life insurance (2003)Macroeconomics and Reality (1980)Downside risk (1991)Myopic Loss Aversion and the Equity Premium Puzzle (1993)A stochastic linear goal programming approach to multistage portfolio management based on scenario generation via linear programming (2005)Stochastic programming models for asset liability management (2008)Socially responsible investment portfolios: Does the optimization process matter? (2017)An equilibrium characterization of the term structure (1977)A Theory of the Term Structure of Interest Rates (1985)Modeling Term Structures of Defaultable Bonds (1999)Prospect Theory and Asset Prices (2001)Forecasting the Term Structure of Government Bond Yields (2003)Lectures on macroeconomics (1990)Averting the old age crisis (1995)New Evidence on the Money's Worth of Individual Annuities (1999)When Do Benevolent Capitalists Change Their Mind? Explaining the Retrenchment of Defined-benefit Pensions in Britain (2005)The Shift from Defined Benefit to Defined Contribution Pension Plans - Implications for Asset Allocation and Risk Management (2006)Retirement Savings: A Tale of Decisions and Defaults (2014)Monetary Trends in the United States and the United Kingdom (1982)Reserving for maturity guarantees: Two approaches (1997)The Financial Theory of Defined Benefit Pension Schemes (1997)After VaR: The Theory, Estimation, and Insurance Applications of Quantile‐Based Risk Measures (2006)Common risk factors in the returns on stocks and bonds (1993)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)Bond Risk Premia (2005)Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance * (2012)The Role of Pensions in the Labor Market: A Survey of the Literature (1994)Political Equilibria with Social Security (2000)Do a firm's equity returns reflect the risk of its pension plan?☆ (2006)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Handbook on Constructing Composite Indicators (2005)Handbook on Constructing Composite Indicators: Methodology and User Guide (2008)
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References

  • 1990Forecasting, Structural Time Series Models and the Kalman Filter4,101 cited
  • 1996A YIELD‐FACTOR MODEL OF INTEREST RATES2,498 cited
  • 2002Term Premia and Interest Rate Forecasts in Affine Models1,581 cited
  • 1976Corporate pension funding policy413 cited
  • 1995More on a Stochastic Asset Model for Actuarial Use271 cited
  • 1984A Stochastic Investment Model for Actuarial Use255 cited
  • 1984Financial Aspects of the United States Pension System216 cited
  • 2007Operating costs of pension funds: the impact of scale, governance, and plan design131 cited
  • 1997A hybrid simulation/optimisation scenario model for asset/liability management107 cited
  • 2000Does it Matter What Type of Pension Scheme You Have?77 cited
  • 2007Market impact costs of institutional equity trades66 cited
  • 2003Pension funds and value-based generational accounting42 cited

Cited by

  • 2009Pension Regulation and the Market Value of Pension Liabilities - A Contingent Claims Analysis Using Parisian Options32 cited
  • 2010Valuation of Contingent Pension Liabilities and Guarantees Under Sponsor Default Risk27 cited
  • 2014Optimal Design of Funded Pension Schemes

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27 cited