Program Netspar Pension Day
May 12, 2005
09.15 Registration and Coffee

09.45 Theo Nijman, Netspar and Tilburg University:
The nFTK and the management of market risk for pension funds and insurers.
  • Abstract
  • Presentation

    • 11.00 Break

    11.30 Parallel session 1:

    Peter Schotman, Netspar and Maastricht University:
    Long Term Investments with Persistent Risk Factors.

  • Abstract
  • Presentation
  • Discussant: Clemens Kool, Netspar and Utrecht University

    • Anja de Waegenaere, Netspar and Tilburg University:
    Measurement and Management of Longevity Risk
  • Abstract
  • Presentation
  • Discussant: Eduard Ponds, Netspar and ABP

    Parallel session 2:

    Arthur van Soest, Netspar and Tilburg University:
    Expectations and Realizations of Retirement Benefits.

  • Abstract
  • Presentation
  • Discussant: Matthijs Kalmijn, Netspar and Tilburg University.Presentation

    • Ben Heijdra, Netspar and University of Groningen:
    Non-traded Goods, Aging and Pensions in Open Economies.
  • Abstract
  • Presentation
  • Discussant: Harrie Verbon, Netspar and Tilburg University

    		•

    13.00 Lunch

    14.00 Parallel session 1:

    Henriėtte Prast, Netspar, Tilburg University and De Nederlandsche Bank:
    Risk-return Preferences in the Pension Domain:Are People Able to Choose?

  • Abstract
  • Presentation
  • Discussant: Fred van Raaij, Netspar and Tilburg University

    Hans Schumacher, Netspar and Tilburg University:
    Valuation at Market Value

  • Abstract
  • Presentation
  • Discussant: Peter Schotman, Netspar and Maastricht University

    Parallel session 2:

    Jan Potters, Netspar and Tilburg University:
    Measuring the Degree of Solidarity in Pension Systems and Social Insurance.

  • Abstract
  • Presentation
  • Discussant: Thijs Knaap, Netspar and Utrecht University Presentation

    Peter Kooreman, Netspar and University of Groningen:
    Default and Labeling Effects in Savings and Consumption Decisions; a Field Experiment.

  • Abstract
  • Presentation
  • Discussant: Klaas de Vos, Netspar and Tilburg University

    		•

    15.30 Break

    16.00 Frank de Jong, Netspar and University of Amsterdam:
    Investing for the long run: the role of return predictability
  • Abstract
  • Presentation

    • 17.30 Drinks and Buffet

    The workshop starts in the E-building of Tilburg University,
    room EZ-4.

    Note: in this building break-out rooms are available where you can work, have computer access etc.