Peek, Jordy; Reuss, Andreas; Scheuenstuhl, Gerhard - In: OECD Journal: Financial Market Trends 2008 (2008) 1, pp. 197-219
The objective of this study is to analyse what the quantitative funding requirements for pension funds with defined benefit plans would be, if Solvency II (based on the QIS 3 methodology) would be applied. Also possible extensions of the Solvency II methodology that seem necessary in order to...