Dr D.H.J. (Damiaan) Chen
Faculty of Economics and Business
Sectie Macro & International Economics
Visiting address
- Roetersstraat 11
- Room number: E3.25
Postal address
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Postbus 15867
1001 NJ Amsterdam
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Profile
Position
Postdoc
Research interests
Pension economics, intergenerational risk sharing, voluntary participation, unhedgeable risk.
Short Biography
Damiaan's current research focuses on the valuation of unhedgeable inflation rate risk in the Dutch pension system. Damiaan graduated as a MSc in Quantitative Finance and Actuarial Science at Tilburg University in 2012 and he defended his PhD thesis at the University of Amsterdam in 2016. Currently he is a postdoc researcher under the supervision of Roel Beetsma and Sweder van Wijnbergen.
Grants
Damiaan's postdoc position is supported by Netspar.
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Publications
2023
Chen, D. H. J., Beetsma, R. M. W. J., & van Wijnbergen, S. J. G. (2023). Intergenerational Sharing of Unhedgeable Inflation Risk. Insurance: Mathematics & Economics, 113, 140-160. https://doi.org/10.1016/j.insmatheco.2023.08.004 [details]
2021
- Chen, D. H. J., Schudel, C. J. W., Broeders, D., & Minderhoud, P. (Accepted/In press). Pension Funds' Herding. International Journal of Central Banking.
2020
- Chen, D. H. J., & van Wijnbergen, S. J. G. (2020). Redistributive consequences of abolishing uniform contribution policies in pension funds. De Economist, 168(3), 305–341. https://doi.org/10.1007/s10645-020-09366-x [details]
- Chen, D. H. J., Beetsma, R. M. W. J., & van Wijnbergen, S. J. G. (2020). Unhedgeable Inflation Risk within Pension Schemes. Insurance: Mathematics & Economics, 90, 7-24. https://doi.org/10.1016/j.insmatheco.2019.10.009 [details]
2017
- Chen, D. H. J., Beetsma, R. M. W. J., Broeders, D. W. G. A., & Pelsser, A. A. J. (2017). Sustainability of participation in collective pension schemes: An option pricing approach. Insurance: Mathematics & Economics, 74, 182-196. https://doi.org/10.1016/j.insmatheco.2017.03.007 [details]
2016
- Chen, D. H. J., Beetsma, R. M. W. J., Ponds, E. H. M., & Romp, W. E. (2016). Intergenerational risk-sharing through funded pensions and public debt. Journal of Pension Economics and Finance, 15(2), 127-159. Advance online publication. https://doi.org/10.1017/S1474747214000365 [details]
2019
- Beetsma, R., Chen, D., & van Wijnbergen, S. (2019). Hogere welvaart als inflatierisico van pensioen beter kan worden afgedekt. Economisch-Statistische Berichten, 104(4779), 539-541. https://esb.nu/esb/20056028/hogere-welvaart-als-inflatierisico-van-pensioen-beter-kan-worden-afgedekt [details]
- Chen, D., & Doll, M. (2019). Pensioendeelnemers profiteren van maatwerk in risicotoedeling. Economisch-Statistische Berichten, 104(4777), 423-425. https://esb.nu/esb/20055902/pensioendeelnemers-profiteren-van-maatwerk-in-risicotoedeling [details]
2015
- Beetsma, R., Chen, D., Romp, W., & Vos, S. J. (2015). Verplichtstelling van pensioenen. Aenorm, 2015(special), 65-69. https://issuu.com/vsae/docs/magazine_definitief_25-2 [details]
2013
- Beetsma, R., & Chen, D. (2013). De verplichtstelling van de Nederlandse pensioenen. Economisch-Statistische Berichten, 98(4674&4675), 738-741. http://www.economie.nl/artikel/de-verplichtstelling-van-de-nederlandse-pensioenen [details]
2017
- Chen, D. H. J., & van Wijnbergen, S. J. G. (2017). Economische Aspecten van Afschaffing Doorsneesystematiek. (Netspar industry series. Occasional; No. 01-2017). Netspar. https://www.netspar.nl/publicatie/economische-aspecten-afschaffing-doorsneesystematiek/ [details]
- Chen, D. H. J., & van Wijnbergen, S. J. G. (2017). Redistributive Consequences of Abolishing Uniform Contribution Policies in Pension Funds. (Tinbergen Institute Discussion Paper; No. 2017-114/VI). Tinbergen Institute. https://ssrn.com/abstract=3084626 [details]
2016
- Broeders, D., Chen, D., Minderhoud, P., & Schudel, W. (2016). Pension funds' herding. (DNB Working Papers; No. 503). De Nederlandsche Bank NV. http://www.dnb.nl/en/binaries/Working%20paper%20503_tcm47-338351.pdf [details]
2015
- Chen, D. (2015). Voluntary Participation in a Defined Benefit Pension Scheme: An Option Pricing Approach. (Netspar Discussion Paper; No. 11/2015-042). Netspar. https://www.netspar.nl/publicatie/voluntary-participation-in-a-defined-benefit-pension-scheme-an-option-pricing-approach/ [details]
- Chen, D. H. J., Beetsma, R. M. W. J., & Broeders, D. W. G. A. (2015). Stability of participation in collective pension schemes: an option pricing approach. (Netspar Discussion Paper; No. DP 09/2015-029). Netspar. http://arno.uvt.nl/show.cgi?fid=137878 [details]
- Chen, D., & Beetsma, R. (2015). Mandatory Participation in Occupational Pension Schemes in the Netherlands and Other Countries: An Update. (pp. 44). (Netspar Discussion Paper; No. 10/2015-032). Netspar. https://www.netspar.nl/publicatie/mandatory-participation-in-occupational-pension-schemes-in-the-netherlands-and-other-countries-an-update/ [details]
- Chen, D., Beetsma, R., & Broeders, D. (2015). Stability of Participation in Collective Pension Schemes: An Option Pricing Approach. (De Nederlandsche Bank Working Paper; No. 484). De Nederlandsche Bank. https://www.dnb.nl/en/news/dnb-publications/dnb-working-papers-series/dnb-working-papers/working-papers-2015/dnb332771.jsp [details]
2014
- Chen, D. H. J., & Beetsma, R. M. W. J. (2014). Mandatory participation in occupational pension schemes in the Netherlands and other countries. (CESifo Working Paper Series; No. 4593). CESifo Group. http://ssrn.com/abstract=2393928 [details]
This list of publications is extracted from the UvA-Current Research Information System. Questions? Ask the library or the Pure staff of your faculty / institute. Log in to Pure to edit your publications. Log in to Personal Page Publication Selection tool to manage the visibility of your publications on this list. -
Ancillary activities
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DNB
Toezichthouder -
De Nederlandsche Bank
Toezichthouder Specialist Financiële Risico's Pensioenfondsen
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DNB
Chen, D. H. J., Beetsma, R. M. W. J., & van Wijnbergen, S. J. G. (2023). Intergenerational Sharing of Unhedgeable Inflation Risk. Insurance: Mathematics & Economics, 113, 140-160.