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June 27, 2008 in The Hague: Seminar CBS – Netspar:

Rekenen op Pensioenen

This seminar was co-organized with CBS and focused on administrative data (e.g. from Dutch pension funds and insurance companies) and their use for scientific and policy purposes.

Welcome

Gosse van der Veen (CBS), George Moller (HFC,

Robeco), Michiel Vergeer (CBS)

Panel Discussion

Chaired by Heino van Essen (PGGM) with Marjolein Quené (SVB), Peter Gortzak, (FNV), Harold Herbert (VvV) and Marleen Verbruggen (CBS)

Parallel Sessions

Francine Giskes (Stichting Pensioenregister i.o.)

discussed with Arthur Giesberts (Speerpunt

Vergrijzing)

The Effects of Health Insurance and Self-Insurance on Retirement Behavior

John Jones (University at Albany, State University

of New York)

Discussant: Owen O’Donnell (EUR and Netspar)

Health, Financial Incentives and Retirement Decisions in Spain

Esen Erdogan-Ciftci (EUR and Netspar)

Discussant: Courtney van Houtven (UvT and Netspar)

Institutions, Health Shocks and Labour Outcomes across Europe

Pilar Garcia Gomez (University of Pompeu Fabra,

Spain)

Discussant: Arthur van Soest (UvT and Netspar)

Flu Shots, Mammograms and the Value of a Statistical Life

Katherine Carman (UvT and Netspar)

Discussant: Eddy van Doorslaer (EUR and Netspar)

Parallel Sessions Finance

Annuitization and Retirement Timing Decisions

Zhen Shi (UvT and Netspar)

Discussant: Rik Frehen (UM and Netspar)

Performance Persistence of Dutch Pension Plans

Ronald Mahieu (EUR and Netspar)

Discussant: Jenke ter Horst (UvT)

Early Retirement and Homeownership

Jan Rouwendal (VU A and Netspar)

Discussant: Frans de Roon (UvT and Netspar)

Jan van Rijckevorsel (Centrum voor Verzekerings-

statistiek) discussed with Fieke van der Lecq (EUR) Jan Maarten van Sonsbeek (SZW) discussed with Arthur Giesberts (Speerpunt Vergrijzing)

Arthur van Soest (UvT and Netspar) discussed with Fieke van der Lecq (EUR)

Closing

Heino van Essen (PGGM) and Bert Kroese (CBS)

September 25 and 26, 2008 in

Naarden: The 4th International

Longevity Risk and Capital

Markets Solutions Conference

Netspar co-organized this international event with Pensions Institute, HFC and PensionSummit. During this two-day event, leading international industry and academic minds met and discussed not only the assessment of longevity risk, but also the type of instruments needed by pension funds and insurance companies to hedge this risk.

Plenary Session

Longevity Risk and Capital Markets Solutions: An Update

David Blake (Pensions Institute)

Longevity Risk and Regulation of Pension Funds

Joanne Kellermann (DNB)

Epidemiological Perspectives on Life Expectancy

Anton Kunst (Netspar and Erasmus MC)

Longevity: A Developing Asset Class

Gilles Dellaert (Goldman Sachs’ Longevity Markets

Ne

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Optimal Asset Allocation Incorporating Longevity

Risk in Defined Contribution Pension Plans

Hong-Chih Huang (National Chengchi University)

Modeling Longevity Risk: An Empirical Study

Sharon Yang (National Central University)

Liabilty Allocation under Mortality Systematic Risk, Non-Parallel Shift, and Parameter Uncertainty

Jennifer Wang (National Chengchi University)

Using Survivorship Bonds to Reduce an Economy’s Aggregate Value-at-Risk

Paul Hance (AEGON)

Long-Term Care: Risk Description of a Spanish Portfolio and Economic Analysis of the Timing of Insurance Purchase

Jean Pinquet (Université de Paris X Nanterre)

Securitizing and Tranching Longevity Exposures

Enrico Biffis (Imperial College)

A Bayesian Evaluation of Longevity Risk: Model Comparison, Measuring and Pricing

Atsuyuki Kogure, Yoshiyuki Kurachi (Keio

University)

Age-Period-Cohort Model and its Application to Taiwan Mortality Rates by Marriage Status

Jack C. Yue (National Chengchi University)

Panel Discussion with Voting on Statements:

Tom Boardman (Prudential plc) Henk van Broekhoven (ING) David Blake (Pensions Institute) Theo Kocken (Cardano Group) Lex Hoogduin (Robeco)

The Effectiveness of Longevity Hedges and the Attractiveness of Longevity Investments

Guy Coughlan (JP Morgan’s Pension Solutions

Group)

Mortality Risk Modeling: Applications to Insurance Securitization

Hal Pedersen (University of Manitoba)

Longevity Hedge: The Next Generation in Liability Driven Investing

Laurens Swinkels (Robeco)

Backtesting Stochastic Mortality Models: An Ex-Post Evaluation of Multi-Period-Ahead Density Forecasts

Kevin Dowd (Nottingham University Business

School)

Modeling and Pricing Longevity Risk in the Dutch Insurance Market: Challenging Topics & Practical Solutions

Erik Tornij (ING)

Longevity Risk in Annuity Portfolios: The Effect of Product Design and Portfolio Composition

Anja De Waegenaere (UvT)

Pricing Survivor Swaps with Mortality Jumps and Default Risk

Min-Hung Tsay (National Central University)

Longevity Risk Premium, Extreme Value Approach and Risk Cubic Pricing

Hua Chen (Temple University)

Evaluating the Advanced Life Deferred Annuity - An Annuity People Might Actually Buy

Anthony Webb (Boston College)

Workshops

Hedging Longevity Risk for DB Pension

Bart Oldenkamp (Cardano)

Overview UK Longevity Market: Size, Players, Structures and Pricing

Marcos Flores (Credit Suisse)

Securitization, Structuring and Pricing of Longevity Risk

Michael Sherris (Australian School of Business)

Life-Expectancy Risk and Pensions: Who Bears the Burden?

Edward Whitehouse (OECD)

Optimizing the Equity-Bond-Annuity Portfolio in Retirement: The Impact of Uncertain Health Expenses

Mark Warshawsky (Watson Wyatt Worldwide)

The Three Big Risks Trade-off: Interest Rates, Inflation and Longevity— Lessons Learnt by a Multi-manager

Nicholas Verwilghen (EIM)

On the Pricing of Longevity-Linked Securities

Jochen Russ (LMU Munich)

Xpect Data and Xpect Indices - Longevity Risk Evaluation and Risk Transfer

Mario Michael Schultz (Deutsche Börse)

Small-Region Mortality Modeling

Søren Fiig Jarner (ATP)

Longevity Problems and Investment Solutions

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November 5 & 6, 2008 in

Tilburg: Theme Conference The

Private Provisions of Pensions

Research findings on this theme of both Netspar research fellows and other researchers, national and international, were presented and discussed. Theme coordinator is Peter Schotman (UM).

Susceptibility to Interpersonal Influence in an Investment Context

Arvid Hoffmann (UM), Thijs Broekhuizen (RUG)

Rational Pension Products for Irrational People

Henriëtte Prast (UvT), Zvi Bodie (Boston

University)

DC Pension Plan Defaults and Individual Welfare

Jiajia Cui (UvT)

Minimum Funding Ratios for Defined-Benefit P ension Funds

Arjen Siegmann (VU A)

Faculty Seminar (organized jointly with CentER)

David Laibson (Harvard University)

Can Governments Boost Voluntary Retirement Savings via Tax Incentives and Subsidies?

Giacomo Corneo (Free University of Berlin), Matthias Keese (Ruhr Graduate School in

Economics / University of Duisburg-Essen), and

Carsten Schröder (Christian-Albrechts University

of Kiel)

The Role of the Annuity’s Value of the Decision (not) to Annuitize

Monika Bütler (University of St. Gallen), Stefan Staubli (University of St. Gallen), and Maria Grazia Zito (University of St. Gallen) Gavin Jones (Swiss Re)

Guy Coughlan (JP Morgan’s Pension Solution

Group)

Onno Steenbeek (APG)

October 16, 2008 in Tilburg:

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