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Different stakeholders’ risks in db pension funds

Research output: Chapter in Book / Report / Conference proceedingChapterAcademicpeer-review

Abstract

Risk sharing among stakeholders is one of the de ning character-istics of pension funds. De ned bene t (DB) plans typically include covenants ensuring that plan sponsors will compensate the pension fund in case of a funding de cit. At the same time, retirees and employees may bear some of the risk, for instance through conditional indexation, i.e., indexation with in ation that may be forgone whenever the funding level falls below a certain threshold or whenever in ation is above a certain level.

Original languageEnglish
Title of host publicationPension Fund Risk Management
Subtitle of host publicationFinancial and Actuarial Modeling
PublisherCRC Press
Pages167-183
Number of pages17
ISBN (Electronic)9781439817544
ISBN (Print)9781439817520
DOIs
Publication statusPublished - 1 Jan 2010

Bibliographical note

Publisher Copyright:
© 2010 by Taylor and Francis Group, LLC.

Copyright:
Copyright 2018 Elsevier B.V., All rights reserved.

UN SDGs

This output contributes to the following UN Sustainable Development Goals (SDGs)

  1. SDG 17 - Partnerships for the Goals
    SDG 17 Partnerships for the Goals

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