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2002•Unpublished venueRequires access

Determinantes del nivel de pensiones en el Sistema Privado de Pensiones [Determinants of the pensions in the Peruvian Private Pension System]

Javier Olivera

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

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