Allocating interest rate risk in a collective pension fund

  • Koen van Kemenade Koen van Kemenade

This thesis investigates the interest rate risk participants in a pension fund with a collective investment policy are exposed to and how this interest rate risk can be allocated over the participants such that it leads to welfare improvement of the pension fund. The pension fund that is studied follows the defined ambition pension scheme, which was the aspired new pension scheme following from the pension agreement in 2019, proposed by the Dutch government.

(This thesis is not available in full due to confidentiality.)

Netspar, Network for Studies on Pensions, Aging and Retirement, is een denktank en kennisnetwerk. Netspar is gericht op een goed geïnformeerd pensioendebat.

MEER OVER NETSPAR


Missie en strategie           •           Netwerk           •           Organisatie           •          Magazine
Netspar Brief            •            Werkprogramma 2019-2023           •           Onderzoekagenda

OVER NETSPAR

Onze partners

B20160708_dnb
svb
B20211216_shell download
B20160708_uva
B20200924_Ortec Finance logo 250px_banner_small
Bekijk al onze partners