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 een denktank en kennisnetwerk. Netspar is gericht op een goed geïnformeerd pensioendebat.

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