October 15
target group: scientistsProgram Netspar Pension Day
Tias Building, Tilburg University

09.30 - 09.45 Coffee

Parallel session Health/Micro: Room TZ-8
Chairman: Eddy van Doorslaer


09.45 - 10.30 Arthur van Soest, RAND, Tilburg University and Netspar
Validating the use of vignettes for subjective threshold scales
  • Paper

  • Presentation
    Discussant: Teresa Bago D'uva, Erasmus University Rotterdam and Netspar

  • 10.30 - 11.15 Hans van Kippersluis, Erasmus University Rotterdam and Netspar
    Age period and cohort effects in health and income
  • Paper
  • Presentation
    Discussant: Marike Knoef, Tilburg University and Netspar
  • Presentation

    Parallel session Finance/Macro: Room TZ-10
    Chairman: Joost Driessen


  • 09.45 - 10.30 Renxiang Dai, Tilburg University and Netspar
    Pension fund investment under dual objective and conditional indexation
  • Paper
  • Presentation
    Discussant: Bertrand Melenberg, Tilburg University and Netspar
  • Presentation

  • 10.30 - 11.15 An Chen, University of Amsterdam and Netspar
    How ambiguity affects regulators' decisions
  • Paper
  • Presentation
    Discussant: Jing Cao, University of Amsterdam
  • 11.15 - 11.30 Break

    Parallel session Health / Micro: Room TZ-8
    Chairman: Eddy van Doorslaer


    11.30 - 12.15 Nils-Petter Lundborg, VU Amsterdam and Netspar
    The effects of bereavement on morbidity and mortality
  • Paper
  • Presentation
    Discussant: Norma Coe, Tilburg University and Netspar
  • Presentation

    Parallel session Finance / Macro: Room TZ-10
    Chairman: Joost Driessen

  • 11.30 - 12.15 Frank Lutgens, University of Maastricht and Netspar
    Predictability-robust dynamic portfolio choice
  • Paper
  • Presentation
    Discussant: Joachim Inkmann, Tilburg University and Netspar
  • Presentation

  • 12.15 - 13.15 Lunch in the Tilbury

    Parallel session Health / Micro: Room TZ-8
    Chairman: Arthur van Soest


    13.15 - 14.00 Courtney van Houtven, Tilburg University and Netspar
    Informal care and hospice use
  • Paper
  • Presentation
    Discussant: Hans Martin von Gaudecker, VU Amsterdam and Netspar
  • Presentation

  • 14.00 - 14.45 Johannes Binswanger, Tilburg University and Netspar
    A bounded-rationality life-cycle model with feasibility goals
  • Paper
  • Presentation
    Discussant: Ward Romp,University of Amsterdam and Netspar
  • Presentation

    Parallel session Finance / Macro: Room TZ-10
    Peter Broer

  • 13.15 - 14.00 Frank de Jong, Tilburg University and Netspar
    Hedging house price risk: portfolio choice with housing futures
  • Paper
  • Presentation
    Discussant: Peter Broer, Tilburg University and Netspar
  • Presentation

  • 14.00 - 14.45 Antoon Pelsser, University of Amsterdam and Netspar
    Utility-based pricing of insurance contracts: beyond exponential utility
  • Paper
  • Presentation
    Discussant: Jiajia Cui, Tilburg University and Netspar

  • 14.45 - 15.15 Break

    Parallel session Health / Micro: Room TZ-8
    Lex Meijdam

    15.15 - 16.00 Marike Knoef, Tilburg University and Netspar
    The trend in female labour force participation
  • Paper
  • Presentation
    Discussant: Federica Teppa, Erasmus University Rotterdam and Netspar
  • Presentation
  • 16.00 - 16.45 Peter Broer, Tilburg University and Netspar
    Social security risk in general equilibrium
  • Paper
  • Presentation
    Discussant: Lex Meijdam, Tilburg University and Netspar

    Parallel session Finance / Macro: Room TZ-10
    Chairman: Frank de Jong

  • 15.15 - 16.00 Joachim Inkmann, Tilburg University and Netspar
    Pension liability valuation and asset allocation in the presence of funding risk
  • Paper
  • Presentation
    Discussant: Bart Diris, University of Maastricht and Netspar
  • Presentation
  • 16.00 - 16.45 Maarten van Rooij, DNB and Netspar
    Choice or no choice: what explains the attractiveness of default options?
  • Paper
  • Presentation
    Discussant: Peter Kooreman, Tilburg University and Netspar

  • 16.45 - 17.30 Matthijs Cosemans, University of Maastricht
    The performance and persistence of individual investors: rational agents or tulip maniacs
  • Paper
  • Presentation
    Discussant: Paul Sengmuller, Tilburg University and Netspar
  • 17.30 - Diner buffet

    This Pension Day will take place at the Tias building at Tilburg University.
    For a route description to Tilburg University and/or to look for the exact location of the T-building where the Pension Day will take place, please look here.

    last update: October 15, 2007