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Promotie mw. L. Shu, MSc

Titel: Essays on Retirement Income Provision
Promotores: prof. dr. A.M.B. De Waegenaere, prof. dr. B. Melenberg

Samenvatting in het Engels

This dissertation examines three topics out of the broad range of old-age supporting. In the first paper, Lei Shu analyzes the sustainability of a new regulatory framework, the nFTK, for the Dutch pension funds. Based on a simulation study, Shu explores to what extent the pension fund can provide full indexation under the nFTK, and whether the full indexation is fulfilled without overfunding.

In the second paper, Shu investigates the model risk in the pricing of the reverse mortgage products using two different models for the house price process, i.e., the Geometric Brownian Motion model and the Vector Auto-Regression model. The models are calibrated using prices of regular mortgages and the corresponding price ranges are determined for reverse mortgages.

In the third paper, using a two-wave nationwide survey data from CHARLS, Shu investigates the impact of a newly introduced rural pension system, the New Rural Social Pension Insurance program (NRSPI), on the retirement and old-age labor supply pattern in China.



Locatie: Cobbenhagengebouw, Aula (ingang via Koopmansgebouw)


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Wanneer: 30 januari 2017 14:00

Waar: Bereikbaarheid campus Tilburg University