The paper describes the model developed in the Interest Rate Working Group in 1998. The model uses the Markowitz optimisation method. A value for the interest rate is obtained as a function of the average solvecy position of the pension institutions. This theoretical value is used as a basis when the technical interest rate is determined for each year.

Kirjoittaja(t)  Ranne Antero, Kivisaari Esko, Mannonen Hillevi
Artikkelin otsikko Determining the Technical Interest Rate in the Finnish Employment Pension Scheme
Painovuosi 2000
Sivunumero(t) 395 - 406
Kongressi AFIR Colloquium, Tromsø, Norway, 2000
Kieli  englanti
Julkaisun tyyppikongressijulkaisu
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