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Measuring and explaining implicit risk sharing in defined benefit pension funds
Bikker, Jacob A.; Knaap, Thijs; Romp, Ward E. - In: Applied economics 46 (2014) 16/18, pp. 1996-2009
Persistent link: https://www.econbiz.de/10010412692
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The redistribution of macroeconomic risks by dutch institutions
Bettendorf, Leon; Knaap, Thijs - In: The future of multi-pillar pensions, (pp. 224-258). 2012
Persistent link: https://www.econbiz.de/10009567948
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Measuring and explaining implicit risk sharing in defined-benefit pension funds
Bikker, Jacob A.; Knaap, Thijs; Romp, Ward E. - In: Pension fund economics and finance : efficiency, …, (pp. 211-232). 2018
Persistent link: https://www.econbiz.de/10011818753
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The Redistribution of Macroeconomic Risks by Dutch Institutions
Knaap, Thijs; Bettendorf, Leon - 2011
We study the effects of macroeconomic shocks on different cohorts in the Dutch economy. From a calibrated stochastic model of macroeconomic risks, we derive typical shocks to productivity, demography and asset returns. The effects of these shocks are then simulated using an...
Persistent link: https://www.econbiz.de/10014185187