Differentiating Indexation in Dutch Pension Funds

Roel Beetsma and Alessandro Bucciol

No 3305, CESifo Working Paper Series from CESifo

Abstract: We investigate numerically how indexation of funded pensions for inflation can be differentiated across the various groups of fund participants. The pension arrangement is modelled after the Dutch situation. While the aggregate welfare consequences are small, group-specific consequences are more substantial with the workers and future born losing and retirees benefitting from a shift away from uniform indexation. Those welfare shifts result from systematic redistribution of welfare rather than shifts in the benefit of risk sharing provided by the system.

Keywords: indexation; funded pensions; welfare effects; pension buffers; stochastic simulations (search for similar items in EconPapers)
JEL-codes: C61 H55 I38 (search for similar items in EconPapers)
Date: 2010
References: View complete reference list from CitEc
Citations: View citations in EconPapers (2)

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Related works:
Journal Article: Differentiating Indexation in Dutch Pension Funds (2011)
Working Paper: Differentiating Indexation in Dutch Pension Funds (2010)
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Persistent link: https://EconPapers.repec.org/RePEc:ces:ceswps:_3305

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