Damiaan Chen

University of Amsterdam

Spui 21

Amsterdam, 1018 WB

Netherlands

  • University of Amsterdam

SCHOLARLY PAPERS

10

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1,288

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35

Scholarly Papers (10)

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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 393 (162,601)
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
Dirk Broeders, Damiaan Chen, Peter Minderhoud and Willem Schudel
European Central Bank (ECB), University of Amsterdam, De Nederlandsche Bank and De Nederlandsche Bank
Downloads 263 (250,245)
Citation 6

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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 138 (449,859)
Citation 3

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4.

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

Downloads 99 (579,282)
Citation 4

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
Damiaan Chen, Roel M. W. J. Beetsma and Dirk Broeders
University of Amsterdam, University of Amsterdam - Research Institute in Economics & Econometrics (RESAM) and European Central Bank (ECB)
Downloads 53 (838,548)
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
Damiaan Chen, Roel M. W. J. Beetsma and Dirk Broeders
University of Amsterdam, University of Amsterdam - Research Institute in Economics & Econometrics (RESAM) and European Central Bank (ECB)
Downloads 46 (897,139)

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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

5.

Intergenerational Sharing of Unhedgeable Inflation Risk

758
Number of pages: 32 Posted: 23 Dec 2022
Damiaan Chen, Roel M. W. J. Beetsma and Sweder van Wijnbergen
University of Amsterdam, University of Amsterdam - Research Institute in Economics & Econometrics (RESAM) and Universiteit van Amsterdam
Downloads 93 (602,992)

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pension funds, intergenerational risk sharing, unhedgeable inflation risk, incom- plete markets, welfare loss

6.

Intergenerational Risk-Sharing Through Funded Pensions and Public Debt

CESifo Working Paper Series No. 4624
Number of pages: 39 Posted: 25 Feb 2014
Damiaan Chen, Roel M. W. J. Beetsma, Eduard H.M. Ponds and Ward E. Romp
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 89 (619,702)
Citation 1

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

7.

Redistributive Consequences of Abolishing Uniform Contribution Policies in Pension Funds

Downloads 81 (655,731)
Citation 3

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 43 (924,637)
Citation 1

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uniform policies, pension funds, transition, income inequality

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 38 (974,068)
Citation 2

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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 Last Revised: 27 May 2022
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.

Central Bank Capital and Shareholder Relationship

De Nederlandsche Bank Working Paper No. 809/ April 2024
Number of pages: 53 Posted: 10 Apr 2024 Last Revised: 15 Apr 2024
Matteo Bonetti, Dirk Broeders, Damiaan Chen and Daniel Dimitrov
De Nederlandsche Bank, European Central Bank (ECB), University of Amsterdam and University of Amsterdam
Downloads 77 (675,092)

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Capital; Central Bank, Contingent Claim Analysis, Risk Management, Shareholder, Stackelberg Games

9.

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 51 (835,953)
Citation 3

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

10.

Unhedgeable Inflation Risk within Pension Schemes

CEPR Discussion Paper No. DP13742
Number of pages: 60 Posted: 22 May 2019
Roel M. W. J. Beetsma, Damiaan Chen and Sweder van Wijnbergen
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM), University of Amsterdam and Universiteit van Amsterdam
Downloads 4 (1,312,178)
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incomplete markets, pension contract, Unhedgeable inflation risk, Valuation, welfare loss