Advies Commissie Parameters

Casper van Ewijk; M. Vellekoop; R. Aalbers; Marike Knoef; Antoon Pelsser; F. van der Lecq

Advies Commissie Parameters

Casper van Ewijk, M. Vellekoop, R. Aalbers, Marike Knoef, Antoon Pelsser, F. van der Lecq

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Abstract

Advice to the Dutch government on the parameters to be used by Dutch pension funds. In addition the maximum parameters for the returns on different assets classes the advise also comprises a new stochastic model to be used for ALM analysis as well as the valuation of pension liabilities.

Original language	Dutch
Place of Publication	Den Haag
Number of pages	92
Publication status	Published - 1 Dec 2022

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rapport-advies-commissie-parameters-2022Final published version, 2.32 MB

Cite this

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AU - Knoef, Marike

AU - Pelsser, Antoon

AU - van der Lecq, F.

PY - 2022/12/1

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M3 - Report

BT - Advies Commissie Parameters

CY - Den Haag

ER -