Market-consistent valuation of pension liabilities

This paper addresses the following questions:

  • Is it possible to define a market-consistent value of conditionally indexed pension rights?
  • Who should use the market-consistent valuation of the liabilities?
  • To what extent should pension fund policy anticipate changes in market prices, and what should be the reaction if they occur?

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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