The Influence of the Sharpe Ratio on Appreciation Savings Intended for the Payment of Lifetime Pensions

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F62156489%3A43110%2F15%3A43907850" target="_blank" >RIV/62156489:43110/15:43907850 - isvavai.cz</a>

Výsledek na webu

<a href="http://acta.mendelu.cz/media/pdf/actaun_2015063061987.pdf" target="_blank" >http://acta.mendelu.cz/media/pdf/actaun_2015063061987.pdf</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.11118/actaun201563061987" target="_blank" >10.11118/actaun201563061987</a>

Jazyk výsledku

angličtina

Název v původním jazyce

The Influence of the Sharpe Ratio on Appreciation Savings Intended for the Payment of Lifetime Pensions

Popis výsledku v původním jazyce

The paper focuses on the payment of lifetime pensions paid by pension companies based on the selected mortality table of the Czech Statistical Offi ce. We assume diff erent input values depending on the size of the Sharpe ratio pension companies from selected countries. This paper aims to identify and assess the impact of the Sharpe ratio on the payment of lifetime pensions in postproduction period. We used data of nominal appreciation of pension companies from the Visegrad countries and Sweden, Switzerland and the Netherlands in the period 2005-2013. In the empirical analysis we additionally distinguished between guaranteed and non-guaranteed pension funds. For the purpose of calculating lifetime pensions, we used the formula early paid pension by thepension company on the Czech market down in its her pension plan with an expected median payment period of r years. We found link between the value of the Sharpe ratio and the size of lifetime pensions. Conclusion of the paper shows the

Název v anglickém jazyce

The Influence of the Sharpe Ratio on Appreciation Savings Intended for the Payment of Lifetime Pensions

Popis výsledku anglicky

The paper focuses on the payment of lifetime pensions paid by pension companies based on the selected mortality table of the Czech Statistical Offi ce. We assume diff erent input values depending on the size of the Sharpe ratio pension companies from selected countries. This paper aims to identify and assess the impact of the Sharpe ratio on the payment of lifetime pensions in postproduction period. We used data of nominal appreciation of pension companies from the Visegrad countries and Sweden, Switzerland and the Netherlands in the period 2005-2013. In the empirical analysis we additionally distinguished between guaranteed and non-guaranteed pension funds. For the purpose of calculating lifetime pensions, we used the formula early paid pension by thepension company on the Czech market down in its her pension plan with an expected median payment period of r years. We found link between the value of the Sharpe ratio and the size of lifetime pensions. Conclusion of the paper shows the

Druh

J_x - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)

CEP obor

AH - Ekonomie

OECD FORD obor

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Projekt

—

Návaznosti

S - Specificky vyzkum na vysokych skolach

Rok uplatnění

2015

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název periodika

Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis

ISSN

1211-8516

e-ISSN

—

Svazek periodika

63

Číslo periodika v rámci svazku

6

Stát vydavatele periodika

CZ - Česká republika

Počet stran výsledku

7

Strana od-do

1987-1993

Kód UT WoS článku

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EID výsledku v databázi Scopus

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