Publications

May 27, 2016

Determinants of long-term interest rates

The nominal long-term interest rate decreased in the past decades due to the decrease in (expected) inflation and in potential growth and due to changes in the age structure of the population.

October 20, 2015

A model for joint pension risks

The model’s aim is to be a building block in evaluating a wide range of policy reforms on pension policy.

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August 26, 2015

A financial market model for the Netherlands: A methodological refinement

The Committee Parameters advises to use the KNW-model to generate a representative scenario set for feasibility studies of pension funds.

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August 31, 2011

A note on the Shapley value for characteristic functions on bipartitions

This paper provides a simple analytical solution for the Shapley value when the worth of a coalition only depends on the number of participating coalition players.

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