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.

MORE ABOUT NETSPAR


Mission en strategy           •           Network           •           Organisation           •          Magazine
Netspar Brief            •            Actionplan 2019-2023           •           Researchagenda

ABOUT NETSPAR

Our partners

B20160708_dnb
svb
B20211216_shell download
B20160708_uva
B20200924_Ortec Finance logo 250px_banner_small
View all partners