VALUATION OF SECOND PILLAR PENSION PRODUCTS IN SLOVAKIA

被引：1

作者：

Spirkova, Jana ^{[1
]}

Kollar, Igor ^{[1
]}

Szucs, Gabor ^{[2
]}

Spisiakova, Maria ^{[3
]}

机构：

[1] Matej Bel Univ, Fac Econ, Dept Quantitat Methods & Informat Syst, Tajovskeho 10, Banska Bystrica 97590, Slovakia

[2] Comenius Univ, Fac Math Phys & Informat, Dept Appl Math & Stat, Bratislava 84248, Slovakia

[3] Matej Bel Univ, Fac Econ, Dept Language Commun Business, Tajovskeho 10, Banska Bystrica 97590, Slovakia

来源：

APPLICATIONS OF MATHEMATICS AND STATISTICS IN ECONOMICS (ASME 2017) | 2017年

关键词：

annuity; product; force of mortality; technical interest rate; gender;

D O I：

10.15611/amse.2017.20.36

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

This paper presents selected products of the payout phase of the second pillar pension scheme in the Slovak Republic which are stated by Act 43/2004 Coll. on the Old-Age Pension Saving Scheme and on amendments to some acts. By means of stochastic modeling of the force of mortality, it models and analyses the amounts of pension annuities in the selected designed products of the second pillar pension saving according to the requirements of the Council Directive 2004/113/EC, which sets the rules on gender-neutral pricing in insurance, and of the Council Directive 2009/138/EC, which, among other things, sets also the rules relating to the technical provisions, Solvency Capital Requirement, Minimum Capital Requirement and investment rules.

引用

页码：441 / 452

页数：12

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