Protective returns and allocation of excess returns

This project will address the following topical questions:

  • What are the arguments for a particular structure of the investment policy in the accrual and distribution phase of a Wvp contract? To what extent would one like to hedge interest rate risk or inflation risk for young people? How can a more realistic orientation of the contract have an effect on the design of a WVP contract by insurers?
  • What are the arguments for a particular choice of protective returns and allocation of excess returns in the NPC (new pension contract)?
  • What is the potential added value of sharing inflation returns through real protection returns in the new pension contract? What is the role of a real projection return in this?
  • How does the choice of protection yields affect the projection yields? Is coupling obvious?

Read the paper here.

Netspar, Network for Studies on Pensions, Aging and Retirement, is a thinktank and knowledge network. Netspar is dedicated to promoting a wider understanding of the economic and social implications of pensions, aging and retirement in the Netherlands and Europe.

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