Determinantes del nivel de pensiones en el Sistema Privado de Pensiones

Determinants of the pensions in the Peruvian Private Pension System

Javier Olivera

MPRA Paper from University Library of Munich, Germany

Abstract: The aim of this research is to assess the determinants of future pensions in the Peruvian Private Pension System (SPP). For this goal, we describe the process for accumulation of funds (a stochastic Wiener process), income streams and employment spells, and then we perform sensitivity analysis by varying some parameter values. We find that the most important driver of the pension value is the pension fund return.

Keywords: Pensions; Wiener process; human capital; mortality; Peru (search for similar items in EconPapers)
JEL-codes: C15 G23 J14 J24 (search for similar items in EconPapers)
Date: 2002-05
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Citations: View citations in EconPapers (2)

Published in SBS Documentos de Trabajo DT/ 03/2002 (2002): pp. 1-19

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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:66683

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