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Volumn 32, Issue 4, 2007, Pages 494-515

Conditional indexation in defined benefit pension plans in the Netherlands

Author keywords

Average wage defined benefit pension; Monte Carlo simulations; Pension fund model; Regulation; Wage or price indexation

Indexed keywords


EID: 35348874194     PISSN: 10185895     EISSN: 14680440     Source Type: Journal    
DOI: 10.1057/palgrave.gpp.2510140     Document Type: Article
Times cited : (19)

References (14)
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  • 2
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  • 4
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  • 5
    • 0030305091 scopus 로고    scopus 로고
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    • Duffie, D. and Kan, R. (1996) 'A yield factor model of interest rates', Mathematical Finance 6: 379-406.
    • (1996) Mathematical Finance , vol.6 , pp. 379-406
    • Duffie, D.1    Kan, R.2
  • 7
    • 84973112275 scopus 로고    scopus 로고
    • Pension funds and value-based generational accounting
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  • 8
  • 9
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    • Observations on the indexation of old age pensions
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    • Summers, L.H. (1983) 'Observations on the indexation of old age pensions', in Z. Bodie and J. B. Shoven (eds) Financial Aspects of the United States Pension System (NBER-PR), Chicago: The University of Chicago Press.
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  • 14
    • 0000648229 scopus 로고
    • More on a stochastic investment model for actuarial use
    • Wilkie, A.D. (1995) 'More on a stochastic investment model for actuarial use', British Actuarial Journal 1: 777-964.
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.