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Broeders, Dirk's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
842 |
Total
Citations
17 |
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1.
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Pension Funds’ Asset Allocation and Participant Age: A Test of the Life-Cycle Model
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Broeders, Dirk De Nederlandsche Bank Hollanders, David Tilburg University - Center and Faculty of Economics and Business Administration Ponds, Eduard Tilburg University - Center and Faculty of Economics and Business Administration Bikker, Jacob Antoon De Nederlandsche Bank
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Posted:
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25 Aug 09
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Last Revised:
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23 Aug 12
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251
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Bikker, Jacob Antoon De Nederlandsche Bank Broeders, Dirk De Nederlandsche Bank Hollanders, David Tilburg University - Center and Faculty of Economics and Business Administration Ponds, Eduard H.M. Tilburg University - Center for Economic Research (CentER)
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Broeders, Dirk De Nederlandsche Bank Hollanders, David Tilburg University - Center and Faculty of Economics and Business Administration Ponds, Eduard Tilburg University - Center and Faculty of Economics and Business Administration Bikker, Jacob Antoon De Nederlandsche Bank
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119
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Pension funds, strategic equity allocation, lifecycle saving and investing
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Bikker, Jacob Antoon De Nederlandsche Bank Broeders, Dirk De Nederlandsche Bank Hollanders, David Tilburg University - Center and Faculty of Economics and Business Administration Ponds, Eduard Tilburg University - Center and Faculty of Economics and Business Administration
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25 Aug 09
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Last Revised:
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01 Oct 11
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132
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Pension funds, the Netherlands, strategic equity allocation, lifecycle saving and investing
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2.
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Broeders, Dirk De Nederlandsche Bank
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14 Apr 08
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10 Oct 11
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112
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Defined benefit, contingent indexation, pension put, reverse financial engineering, vulnerable options
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3.
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Pension Benefit Security: A Comparison of Solvency Requirements, a Pension Guarantee Fund and Sponsor Support
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Broeders, Dirk De Nederlandsche Bank Chen, An University of Ulm - Department of Mathematics and Economics
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Posted:
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12 Nov 10
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Last Revised:
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22 May 13
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97
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Broeders, Dirk De Nederlandsche Bank Chen, An University of Bonn - Faculty of Law & Economics
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Broeders, Dirk De Nederlandsche Bank Chen, An University of Ulm - Department of Mathematics and Economics
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33
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Pension plans, regulation, barrier options, rainbow barrier options, guarantee systems
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Broeders, Dirk De Nederlandsche Bank Chen, An University of Ulm - Department of Mathematics and Economics
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12 Nov 10
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Last Revised:
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10 Oct 11
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64
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Pension Plans, Regulation, Barrier Options, Rainbow Barrier Options, Guarantee Systems
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4.
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Broeders, Dirk De Nederlandsche Bank Chen, An University of Ulm - Department of Mathematics and Economics Koos, Birgit University of Bonn - Department of Economics
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28 Feb 10
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Last Revised:
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10 Oct 11
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89
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1
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Pension plans, barrier options, contingent claim approach, mean- variance-skewness analysis
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5.
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Valuation of Liabilities in Hybrid Pension Plans
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Broeders, Dirk De Nederlandsche Bank Chen, An University of Ulm - Department of Mathematics and Economics Rijsbergen, David R. De Nederlandsche Bank
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Posted:
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30 Sep 11
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Last Revised:
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15 Dec 11
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87
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Broeders, Dirk De Nederlandsche Bank Chen, An University of Ulm - Department of Mathematics and Economics Rijsbergen, David R. De Nederlandsche Bank
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40
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Market consistent valuation, overlapping generations, forward risk adjusted measure, Vasicek
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Broeders, Dirk De Nederlandsche Bank Chen, An University of Ulm - Department of Mathematics and Economics Rijsbergen, David R. De Nederlandsche Bank
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47
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Market consistent valuation, overlapping generations, forward risk adjusted measure
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6.
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Broeders, Dirk De Nederlandsche Bank Rijsbergen, David R. De Nederlandsche Bank
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82
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1
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Benefit, Cost, Investment, Pension Fund, Performance Metric
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7.
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Broeders, Dirk De Nederlandsche Bank Chen, An University of Ulm - Department of Mathematics and Economics
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24 Aug 09
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Last Revised:
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10 Oct 11
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52
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4
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pension funds, DB and DC pension plans, barrier options, Parisian barrier options
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8.
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Chen, An University of Ulm - Department of Mathematics and Economics Broeders, Dirk De Nederlandsche Bank Koos, Birgit University of Bonn - Department of Economics
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38
(226,285)
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Pension plans, regulation, guarantee systems, certainty equivalents
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9.
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Broeders, Dirk De Nederlandsche Bank Chen, An University of Ulm - Department of Mathematics and Economics
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21
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executive stock option programmes, call spread, default probability, regulation
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10.
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Broeders, Dirk De Nederlandsche Bank Hilbers, Paul De Nederlandsche Bank Rijsbergen, David R. De Nederlandsche Bank
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10
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Indexation, policy ladders, defined benefit plans
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11.
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Broeders, Dirk De Nederlandsche Bank
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3
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2
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