Pension Day
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Friday November 28, 2014
09.15 - 17.15 Session Asset Pricing: Room 311
Chairman: Zorka SimonFerenc Horvath (TiU)
Robust pricing of fixed income securities
Paper (not available)
Presentation
Discussant: Anne Balter (UM)Zorka Simon (TiU)
The missing piece of the puzzle: liquidity premiums in inflation-indexed markets
Paper (not available)
Presentation
Discussant: Mukul Tyagi (UM)Patrick Tuijp (UvA)
Pricing effects of time-series variation in liquidity
Paper (not available)
Presentation
Discussant: Samuel Sender (TiU)Session Finance: Room 312
Chairman: Jan BonenkampServaas van Bilsen (TiU)
Valuation and hedging of variable annuities in pension schemes
Paper
Presentation
Discussant: Thomas Michielsen (CPB)Hailong Bao (TiU)
Multi-period risk sharing under financial fiarness
Paper
Presentation
Discussant: Hong Li (TiU)
PresentationJac Kragt (TiU)
Dividend term structure
Paper
PresentationDiscussant: Peter Schotman (UM)
PresentationSession Life Cycle, Micro: Room 314
Chairman: Jim BeenEduard Suari Andreu (RUG)
The effect of declining house prices on household savings: a theoretical and empirical study of the Dutch case
Paper
Presentation not available
Discussant: Jim Been (UL)
PresentationGosse Alserda(EUR)
The impact of heterogeneity in pension fund participants’ risk preferences on optimal asset allocation
Paper (not available)
PresentationDiscussant: Mitzi Perez-Padilla (TiU)Jim Been (UL)
Estimating a panel data sample selection model with part-time employment: selection issues in wages over the life-cycle
Paper
Presentation
Discussant: Peter van Santen (Riksbank)
Presentation
Session Financial Markets: Room 311
Chairman: Gosse AlserdaSally Shen (UM)
How much should life-cycle investors adapt their behaviour when confronted with model uncertainty?
Paper
Presentation
Discussant: Gosse Alserda (EUR)Anne Balter (UM)
Pricing and hedging in incomplete markets with model ambiguity
Paper
Presentation
Discussant: Joost Driessen (TiU)
Presentation
Ivo Kuiper (Tilburg University)
Understanding markets reaction to economic news: the impact of the business cycle
Paper (not available)
Presentation
Discussant: Johannes Hagen (Uppsala University)
Presentation
Session Macro: Room 312
Chairman: Servaas van BilsenEduard Ponds (TiU)
Partial annuity strategies in Dutch CDC plans – lessons from international practices
Presentation not available
Discussant: Ling-Ni Boon (TiU)Jan Bonenkamp (CPB)
Collective versus individual pension schemes: a welfare-theoretical
perspective
Paper
Presentation
Discussant: Yang Jiang (RUG)
Presentation
Yang Jiang (RUG)
Social security in an adverse selection economy
Paper
Presentation
Discussant: Servaas van Bilsen (TiU)
Presentation
Session Longevity: Room 314
Chairman: Thomas Post
Hong Li (TiU)
Dynamic hedging of longevity risk
Paper
Presentation
Discussant: Michel Vellekoop (UvA)
Presentation
Tim Boonen (UvA)
Solvency II SCR based on expected shortfall
Paper (not available)
Presentation
Discussant: Sally Shen (UM)
Presentation
John Turner (Pension Policy Center)
Longevity insurance annuities: International perspectives on a benefit innovation from the past
Paper
Presentation
Discussant: Thomas Post (UM)Session Investment: Room 311
Chairman: Tim BoonenLing-Ni Boon (TiU)
Does regulation matter – riskiness and procyclicality in pension asset allocation
Paper
Presentation
Discussant: Tim Boonen (UvA)
Presentation
Mukul Tyagi (UM)
Asset allocation dynamics of pension funds
Paper
PresentationDiscussant: Ferenc Horvath (TiU)
PresentationSession Micro, Wealth and Human Capital: Room 312
Chairman: Rob AlessieRaymond Montizaan (UM)
Training access and retirement behavior
Paper
Presentation
Discussant: Teresa Bago d’ uva (EUR)Jordana Liberali (EUR)
Designing risk communications that help consumers to make better decisions: a comparison of gist and verbatim level messages
Paper (not available)
Presentation
Discussant: Henriette prast (TiU)
PresentationSession Pension Adequacy: Room 314
Chairman: Arthur van SoestPatrick Gerhard (UM)
Reverse mortgages: what homeowners (don’ t) know and how it matters
Paper
Presentation
Discussant: Danilo Cavapozzi (University of Venice)
PresentationMarike Knoef (UL) Retirement savings adequacy: an international perspectivePaper
Presentation
Discussant: Theo Nijman (TiU)
Presentation
Session Retirement: Room 311
Chairman: Lei DelsenDidier Fouarge (UM)
Do noncognitive skills affect the retirement decision?
Paper (not available)
Presentation
Discussant: nnbTunga Kantarci (TiU)
Analysis of the stated preferences for risk and uncertainity in pension plans in the Netherlands
Paper
Presentation
Discussant: Eduard Suari Andreu (RUG)
Presentation
Johannes Hagen (Uppsala University)
The determinants of annuitization: evidence from Sweden
Paper
Presentation
Discussant: John Turner (Pension Policy Center)
Presentation
Session Financial Decisions: Room 312Chairman: Samuel SenderMichel Vellekoop (UvA)
Term structures with converging forward rates
Paper (not available)
Presentation
Discussant: Hailong Bao (TiU)
Presentation
Ran Xing (TiU)
Trading-cost management of mutual funds
Paper
Presentation
Discussant: Patrick Tuijp (UvA)
Presentation
Session Micro Decisions: Room 314
Chairman: Marike KnoefRob Alessie (RUG)Consumption behavior, annuity income and mortality risk of the elderly
Paper
Presentation
Discussant: Raymond Montizaan (UM)
Presentation
Yue Li (UvA)
The role of wealth in the start-up decision of new self-employed:
evidence from a pension policy reform
Paper
Presentation
Discussant: Marike Knoef (UL)
Presentation
Meimei Dai (EUR)
Investigating value of information and information needs in pension plans within a life cycle model
Paper (not available)
Presentation
Discussant: Arthur van Soest (TiU)
Presentation
Locatie:
Tilburg University
Seminar Room K834
Warandelan 2
5037 AB Tilburg