Start your future today: Developing a future self tool based on predictive knowledge for younger participants to feel more in control of their pension

Do you remember the phrase “they grow up so fast”? Personally when I hear this, I immediately get flashbacks of my grandmother smiling proudly from ear to ear while saying this about me and my siblings. Maybe for you this was a parent, a neighbour, a teacher or a family friend. Or maybe you have a different memory with this phrase altogether....

Hedging interest rate risk for pension schemes: Optimization and effectiveness: The case of the Netherlands

Efficiently managing hedging portfolios on behalf of pension funds is key in achieving the target hedging strategy, which can significantly impact coverage ratios. A new optimization approach to fixed income portfolio management for pension funds is proposed that finds interest rate risk hedging strategies while incorporating additional...

Bridging the Dutch Infrastructure Gap: On the involvement of pension funds in Dutch mobility infrastructure projects

The infrastructure gap is defined as the gap between investment requirements of infrastructure and the public funds available. Due to these gaps, not enough new infrastructure is developed and this puts a constraint on economic growth. This study looks at the impact that pension funds can have on closing this infrastructure gap, and thereby aid...

Alternative project finance structures in Dutch DBFMO projects: Enhancing the match between perspectives of financiers and applies project finance structures

Longevity Risk and the Consequences for the Actuary

The research is done at Hewitt Associates, Amsterdam. At Hewitt I investigated the consequences of longevity risk. Using the well known model of Lee-Carter, a prognosis of future life-expectancy in the Netherlands is constructed. Then the financial consequences for Dutch pension funds are examined, in particular when its participants become...