Replication Data for: Risk reduction in two-pillar mandatory pension system under regulatory constraints: Simulation-based evidence from Poland
收藏NIAID Data Ecosystem2026-03-13 收录
相关数据集
Controlling the Cost of Minimum Benefit Guarantees in Public Pension Conversions
Unfunded defined-benefit (DB) public pension plans throughout the world are being converted to funded defined-contribution (DC) plans that typically contain a minimum benefit guarantee (DC-MB). Risk m
NBER2002-01-01 更新70
Evaluating the Impact of Risk Based Funding Requirements on Pension Funds
The objective of this study is to analyse what the quantitative funding requirements for pension funds with defined benefit plans would be, if Solvency II (based on the QIS 3 methodology) would be app
Organisation for Economic Co-operation and Development40
Managing Investment Risk in Defined Benefit Pension Funds
This paper inquires into the forces that drive the practice of risk management at defined benefit (DB) pension funds in Germany, Netherlands, United Kingdom and the United States in the aftermath of t
Organisation for Economic Co-operation and Development30
Managing Contribution and Capital Market Risk in a Funded Public Defined Benefit Plan: Impact of CVaR Cost Constraints
Using a Monte Carlo framework, we analyze the risks and rewards of moving from an unfunded defined benefit pension system to a funded plan for German civil servants, allowing for alternative strategic
NBER2008-09-01 更新60
Benefit Security Pension Fund Guarantee Schemes
The issue of pension benefit security has returned to the foreground of both economic and political debate in many OECD countries - following high profile losses of pension benefits due to plan sponso
Organisation for Economic Co-operation and Development30
