The redistribution of macroeconomic risks by Dutch institutions
We study the effects of macroeconomic shocks on different cohorts in the Dutch economy. From a calibrated stochastic model of…
Read MoreThe consequences of indexed debt for welfare and funding ratios in the Dutch pension system
Using a model of a two-pillar pension system, designed after and calibrated to the Dutch situation, we explore for the…
Read MoreCalculating the concentration index when income is grouped
Longevity risk in pension annuities with exchange options: The effect of product design
Socioeconomic differences in health over the lifecycle in an egalitarian country
Supplemental health insurance and equality of access in Belgium
Deposit games with reinvestment
Excess based allocation of risk capital
In this paper we propose a new rule to allocate risk capital to portfolios or divisions within a firm. Specifically,…
Read MoreSustainability of comprehensive universal long-term care insurance in the Netherlands
Consequences of retirement on income. The case of the Netherlands
This thesis intends to describe the financial consequences of retirement on income at the household level. Moreover, the emphasis is…
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