Damiaan Chen

University of Amsterdam

Spui 21

Amsterdam, 1018 WB

Netherlands

SCHOLARLY PAPERS

8

DOWNLOADS

508

SSRN CITATIONS
Rank 30,595

SSRN RANKINGS

Top 30,595

in Total Papers Citations

2

CROSSREF CITATIONS

18

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 161 (184,054)
Citation 10

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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 119 (234,381)
Citation 2

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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 97 (270,256)

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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 51 (384,780)

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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 25 (508,043)
Citation 2

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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 13 (585,897)

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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

6.

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 26 (487,647)
Citation 2

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Pension funds, participation decisions, valuing American options, 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 15 (572,388)
Citation 1

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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 1 (684,310)

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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

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