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2002•Munich Personal RePEc Archive (Ludwig Maximilian University of Munich)Requires access

Determinantes del nivel de pensiones en el Sistema Privado de Pensiones

Javier Olivera

Open publisher page 2 citations

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.

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What this paper is about

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.

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OpenAlex reports 2 citations for this work. Citation counts describe recorded attention and do not establish research quality.

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Available 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.

Key concepts: Pension fund, Private pension, Pension, Welfare economics, Pension system, Economics, Finance

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