The methodology of DC modeling is set out in "Good Practice Principles in Modeling Defined Contribution Default Funds" published in March 2013.
More information on PensionMetrics can be found in our PensionMetrics website, www.penionmetrics.net.
A working demo can be found on the PensionMetrics website at www.pensionmetrics.net/online-demo.html.
Different versions of the PensionMetrics model have been presented at seminars at the BSI-Gamma Foundation, the OECD, and at various major UK financial institutions. PM models have also been used in consultancy projects involving the Armenian Central Bank, ITN, the Money Advice Service, the World Bank and other organisations.
"Good Practice Principles in Modelling Defined Contribution Pension Funds." (K. Dowd and D. Blake) Journal of Risk and Financial Management 15: 108. (2022)
"Projecting Mortality Rates to Extreme Old Age with the CBDX Model." (K. Dowd and D. Blake) Forecasting 4, 208-218. https://doi.org 10.3390/forecast4010012 (2022)