Damiaan Chen

University of Amsterdam

Spui 21

Amsterdam, 1018 WB

Netherlands

SCHOLARLY PAPERS

8

DOWNLOADS

591

SSRN CITATIONS
Rank 26,543

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Top 26,543

in Total Papers Citations

10

CROSSREF CITATIONS

22

Scholarly Papers (8)

1.

Mandatory Participation in Occupational Pension Schemes in the Netherlands and Other Countries. An Update

Netspar Discussion Paper No. 10/2015-032
Number of pages: 45 Posted: 08 Oct 2015
Damiaan Chen and Roel M. W. J. Beetsma
University of Amsterdam and University of Amsterdam - Research Institute in Economics & Econometrics (RESAM)
Downloads 196 (172,929)
Citation 15

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2.

Pension Funds’ Herding

De Nederlandsche Bank Working Paper No. 503
Number of pages: 40 Posted: 02 Mar 2016
De Nederlandsche Bank, University of Amsterdam, De Nederlandsche Bank and De Nederlandsche Bank
Downloads 135 (237,236)
Citation 5

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Occupational Pension Funds, Asset Allocation, Herding; Financial Stability

3.

Mandatory Participation in Occupational Pension Schemes in the Netherlands and Other Countries

CESifo Working Paper Series No. 4593
Number of pages: 38 Posted: 11 Feb 2014
Damiaan Chen and Roel M. W. J. Beetsma
University of Amsterdam and University of Amsterdam - Research Institute in Economics & Econometrics (RESAM)
Downloads 102 (290,977)

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4.

Intergenerational Risk-Sharing Through Funded Pensions and Public Debt

CESifo Working Paper Series No. 4624
Number of pages: 39 Posted: 25 Feb 2014
University of Amsterdam, University of Amsterdam - Research Institute in Economics & Econometrics (RESAM), Algemene Pensioen Groep (APG) and University of Amsterdam - Faculty of Economics and Business
Downloads 58 (402,293)
Citation 1

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intergenerational risk-sharing, pension funds, public debt, EET and TEE tax regimes, welfare

Stability of Participation in Collective Pension Schemes: An Option Pricing Approach

De Nederlandsche Bank Working Paper No. 484
Number of pages: 57 Posted: 23 Oct 2015
University of Amsterdam, University of Amsterdam - Research Institute in Economics & Econometrics (RESAM) and De Nederlandsche Bank
Downloads 28 (543,611)
Citation 4

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defined-benefit and collective defined-contribution pension funds, participation decision, actuarially fair, uniform and age-dependent contribution, European, Bermuda and American option, Least Squares Monte Carlo simulations, stability

Stability of Participation in Collective Pension Schemes: An Option Pricing Approach

Netspar Discussion Paper No. 09/2015-029
Number of pages: 54 Posted: 18 Sep 2015
University of Amsterdam, University of Amsterdam - Research Institute in Economics & Econometrics (RESAM) and De Nederlandsche Bank
Downloads 14 (642,065)

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Defined-benefit and collective defined-contribution pension funds, participation decision, actuarially fair, uniform and age-dependent contribution, European, Bermuda and American option, Least Squares Monte Carlo simulations, stability

Redistributive Consequences of Abolishing Uniform Contribution Policies in Pension Funds

Tinbergen Institute Discussion Paper 2017-114/VI
Number of pages: 37 Posted: 12 Dec 2017
Damiaan Chen and Sweder van Wijnbergen
University of Amsterdam and Universiteit van Amsterdam
Downloads 18 (612,331)
Citation 2

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uniform policies, pension funds, transition, income inequality

Redistributive Consequences of Abolishing Uniform Contribution Policies in Pension Funds

De Nederlandsche Bank Working Paper No. 641 (2019)
Number of pages: 45 Posted: 15 Jun 2019
Damiaan Chen and Sweder van Wijnbergen
University of Amsterdam and Universiteit van Amsterdam
Downloads 11 (665,399)
Citation 1

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uniform policies, pension funds, transition, income inequality

Redistributive Consequences of Abolishing Uniform Contribution Policies in Pension Funds

CEPR Discussion Paper No. DP12497
Number of pages: 38 Posted: 19 Dec 2017
Damiaan Chen and Sweder van Wijnbergen
University of Amsterdam and Universiteit van Amsterdam
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Income inequality, pension funds, transition, uniform contribution policies

7.

Voluntary Participation in a Defined Benefit Pension Scheme: An Option Pricing Approach

Netspar Discussion Paper No. 11/2015-042
Number of pages: 47 Posted: 24 Dec 2015
Damiaan Chen
University of Amsterdam
Downloads 29 (523,387)
Citation 3

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Pension funds, participation decisions, valuing American options, Least Squares Monte Carlo simulations, stability

8.

Unhedgeable Inflation Risk within Pension Schemes

CEPR Discussion Paper No. DP13742
Number of pages: 60 Posted: 22 May 2019
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM), University of Amsterdam and Universiteit van Amsterdam
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incomplete markets, pension contract, Unhedgeable inflation risk, Valuation, welfare loss