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Netspar develops and disseminates scientific knowledge about pensions, aging, and retirement in the Netherlands through a variety of publications.

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26 August 2020
Industry Paper

Low interest rates and the balance between pay-as-you-go financing and funded pensions
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Authors

Contributors to this publication:

Casper van Ewijk

Lex Meijdam
22 January 2019
Professional publication

Asset-Liability Management for Long-Term Insurance Business
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Authors

Contributors to this publication:

Antoon Pelsser
22 January 2019
Professional publication

Robust hedging in incomplete markets
22 January 2019
Professional publication

Robust evaluation of SCR for participating life insurances under Solvency II
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Authors

Contributors to this publication:

Antoon Pelsser

Donatien Hainaut

Pierre Devolder
20 June 2017
Industry Paper

Expected Shortfall voor toezicht op verzekeraars: is het relevant?
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Authors

Contributors to this publication:

Tim Boonen
15 May 2017
Industry Paper

Zerotopia – bounded and unbounded pension adventures: term structure modelling with and without negative short rates
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Authors

Contributors to this publication:

Samuel Sender
13 October 2016
Industry Paper

Market-consistent valuation of pension liabilities
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Authors

Contributors to this publication:

Antoon Pelsser

Ramon van den Akker

Ahmad Salahnejhad
30 May 2016
Industry Paper

Term structures with converging forward rates
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Authors

Contributors to this publication:

Michel Vellekoop

Jan de Kort
17 May 2016
Industry Paper

The ultimate forward rate: time for a step backwards?
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Authors

Contributors to this publication:

Michel Vellekoop
17 May 2016
Industry Paper

Interest rate models for pension and insurance regulation
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Authors

Contributors to this publication:

Frank de Jong

Dirk Broeders

Peter Schotman