Jiajia Cui

University of Amsterdam

Assis. Professor

Roetersstraat 11

Amsterdam, 1018 WB

Netherlands

Algemene Pensioen Groep (APG)

ALM policy advisor

P.O. Box 75283

Amsterdam, 1070 AG

Netherlands

SCHOLARLY PAPERS

5

DOWNLOADS

804

SSRN CITATIONS
Rank 25,838

SSRN RANKINGS

Top 25,838

in Total Papers Citations

37

CROSSREF CITATIONS

10

Scholarly Papers (5)

1.

Intergenerational Risk Sharing within Funded Pension Schemes

Number of pages: 35 Posted: 29 May 2007 Last Revised: 03 Feb 2009
Jiajia Cui, Jiajia Cui, Frank De Jong and Eduard H.M. Ponds
University of AmsterdamAlgemene Pensioen Groep (APG), Tilburg University - Department of Finance and Algemene Pensioen Groep (APG)
Downloads 542 (97,370)
Citation 40

Abstract:

Loading...

fair value, value-based generational accounting, intergenerational risk sharing

2.

Can Internal Swap Markets Enhance Welfare in Defined Contribution Plans?

Rotman International Journal of Pension Management, Vol. 3, No. 2, 2010
Number of pages: 7 Posted: 06 Oct 2010
Jiajia Cui, Jiajia Cui and Eduard H.M. Ponds
University of AmsterdamAlgemene Pensioen Groep (APG) and Algemene Pensioen Groep (APG)
Downloads 108 (467,593)

Abstract:

Loading...

Defined Contribution Plan, Internal Swap Market, Life-Cycle Theory, Pension Fund, Wage

3.

Intergenerational Risk Trading

Number of pages: 54 Posted: 07 Jan 2015
Jiajia Cui, Jiajia Cui and Eduard H.M. Ponds
University of AmsterdamAlgemene Pensioen Groep (APG) and Algemene Pensioen Groep (APG)
Downloads 81 (563,360)

Abstract:

Loading...

Intergenerational risk trading, equity–wage swap market, wage-linked claims, incomplete market, equilibrium pricing

4.

What Should Your DC Default Be?

Number of pages: 50 Posted: 19 Feb 2009 Last Revised: 17 Feb 2010
Jiajia Cui and Jiajia Cui
University of AmsterdamAlgemene Pensioen Groep (APG)
Downloads 73 (597,728)

Abstract:

Loading...

Tax-Deferred Account, DC plan defaults, life cycle model, DC contribution rate, liquidity constraints

5.

When Do Derivatives Add Value in Pension Fund Asset Allocation?

Rotman International Journal of Pension Management, Vol. 6, No. 1, 2013
Posted: 29 May 2013
Jiajia Cui, Jiajia Cui, Bart Oldenkamp and Michel Vellekoop
University of AmsterdamAlgemene Pensioen Groep (APG), Cardano Risk Management and University of Twente - Department of Applied Mathematics

Abstract:

Loading...

Derivatives, Optimal Portfolio Choice, Pension Fund, Stochastic Volatility and Jump Risks