Annick van Ool
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View article: Walk the green talk? A textual analysis of pension funds' disclosures of sustainable investing
Walk the green talk? A textual analysis of pension funds' disclosures of sustainable investing Open
We analyze the disclosures of sustainable investing by Dutch pension funds in their annual reports by introducing a novel textual analysis approach using state-of-the-art natural language processing techniques to measure the awareness and …
The economics of sharing macro-longevity risk Open
Pension funds face macro-longevity risk or uncertainty about future mortality rates. We analyze macro-longevity risk sharing between cohorts in a pension scheme as a risk management tool. We show that the optimal risk-sharing rule and the …
View article: The economics of sharing macro-longevity risk
The economics of sharing macro-longevity risk Open
Pension funds face macro-longevity risk or uncertainty about future mortality rates. We analyze macro-longevity risk sharing between cohorts in a pension fund as a risk management tool. We show that both the optimal risk-sharing rule and t…