The slides shown at the event can be found here.

In the period from February to December 2022, I was a member of the 2022 Parameters Committee. This committee has issued an advice to Minister Schouten of Social Affairs and Employment on the calculation model (“the scenario sets”) that pension funds use to measure the impact of the transition from the old to the new pension system. The law states that this transition must be balanced for all participants in the pension fund, and pension funds must use the calculation model to demonstrate that the transition plan meets the requirements. The link to the report is here.

Antoon Pelsser is partner at Risk at Work consultants. He is also a Professor of Finance and Actuarial Science at Maastricht University, Professor of Enterprise Risk Management ant the University of Amsterdam and is a research fellow at Netspar. His academic research interests focus on pricing models for interest rate derivatives, the pricing of insurance contracts and Asset-Liability Management (ALM) for insurance companies. He has published in leading academic journals including Journal of Economic Theory, Systems and Control Letters, Mathematical Finance, Finance and Stochastics, Journal of Derivatives, Insurance: Mathematics and Economics. He is an Honorary Fellow of the Institute of Actuaries. From 2012 until 2017 he worked at Kleynen Consultants doing risk management consulting for insurance companies and pension funds. From 2004 until 2007 he worked at ING Group’s staff department Corporate Insurance Risk Management. There he was involved in implementing a new internal model for measuring Economic Capital for ING-Insurance. From 2000 until 2004 he worked as Head of ALM for Nationale-Nederlanden. Before that, he worked 7 years in the dealing-room of ABN-Amro Bank in Amsterdam, where he was responsible for the development of pricing models for derivatives.