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JUNIOR PENSION DAY
June 24, 2014 in Breukelen
Program
Program
09.30 – 09.55 Registration and coffee
09.55 – 10.00 Welcome
Session 1: Chairman: Joost Slabbekoorn
10.00 – 10.30
Danqin Jiang (disc. Kim Peeters)
Comparison of UFR implementations in Europe
University supervisor: Bas Werker
10.30 - 11.00
Marcin Rybacki, Cardano (disc. Kamiel van Langen)
Liability Driven Investment Strategies
Company supervisor: Roger Lord and Kees Bouwman
University supervisor: Erwin Charlier
11.00 – 11.30
Henry Yu, ISRP-OECD (disc. Jaap de Vries)
Currency Hedging for Pension Funds
Company supervisor: Leticia Sanchez
University supervisor: Theo Nijman
11.30 – 12.00
Gintautas Jakstas, Towers Watson (Disc. Hao Sun)
Quantifiying Longetivity Risk
Company supervisor: Bertrand Melenberg
Parallelsession 1: Chairman: Jorn Veeneman
10.00 - 10.30
Michael Sutardi, APG (disc. Maciej Sliz-Kondratowicz)
DC Default 3.0
Company supervisor: Lieke van der Horst, Alwin Oerlemans
University supervisor: Arthur van Soest
10.30 - 11.00
Kim Timmer, UWV (disc. Yifan Zhang)
The Stability of the Hybrid Market for the Dutch Reintegration Scheme
for the Partially Capable
Company supervisor: Jan-Maarten van Sonsbeek
University supervisor: Bettina Drepper
11.00 – 11.30
Michal Chojnowski, TiU (disc. Yuan Yue)
Evaluation of pension systems using cooperative games
University supervisor: Peter Borm
Maciej Sliz-Kondratowicz (disc. Fang Qi Wu)
11.30 – 12.00
Market completeness of pension contracts: a comparison of
individual and collective schemes
University supervisor: Bas Werker
12.00 – 12.30 Lunch break
Session 2: Chairman: Fang Qi Wu
12.30 – 13.00
Pieter Kerkhof, PGGM (disc. Danqin Jiang)
Economic value determination of pension entitlements in
different pension schemes that allow for structural transfers
Company supervisor: Dick Boeijen
University supervisor: Theo Nijman
13.00 – 13.30
Joost Slabbekoorn, PGGM (disc. Gijs Verijcken)
Implicit Pension Debt: Measurement and Policy Options
University supervisor: Eduard Ponds
13.30 – 14.00
Hao Sun (disc. Gintautas Jakstas)
Sensitivities in ALM
University supervisor: Hans Schumacher
14.00 – 14.30
Jaap de Vries, APG (disc. Henry Yu)
The Decumulation phase: Unchartered Territory
Company supervisor: Ruben Laros and Maurits Aben
University supervisor: Bas Werker
Parallelsession 2: Chairman: Yuan Yue
12.30 – 13.00
Marleen Veldhuijzen, Towers Watson (disc. Kim Timmer)
Whether dynamic investment strategies add value to pension funds in the new
Dutch pension contract.
Company supervisor: Xander van den Biggelaar
University supervisor: Samuel Sender
13.00 – 13.30
Jorn Veeneman, PGGM (disc. Michael Sutardi)
'The effect of longevity on accrued pension rights'
Company supervisor: Mark Brussen, Lars Koopman
University supervisor: Ramon van den Akker
13.30 – 14.00
Olga Kuryatnikova, SVB (disc. Michael Chojnowski)
Forecasting social assistance among elderly.
Company supervisor: Hasse Vleeming
University supervisor: Arthur van Soest
14.00 – 14.30
Lucas van de Kamer, Towers Watson (disc. Marcin Rybacki)
Risk Factor Driven Strategic Asset Allocation
Company supervisor: Xander van den Biggelaar
University supervisor: Feico Drost
14.30 – 14.45 Coffee/tea
Session 3: Chairman: Danqin Jiang
14.45 – 15.15
Kim Peeters, APG (disc. Pieter Kerkhof)
Does a high/low pension better suit the needs of the elderly?
Company supervisor: Eelke van der Meulen
University supervisor: Feico Drost
15.15 – 15.45
Kamiel van Langen, APG (disc. Lucas van de Kamer)
Relation Credit Rating and Pension Systems
Company supervisor: Eduard Ponds
University supervisor: Samuel Sender
15.45 – 16.15
Gijs Vereijken, PGGM (disc. Joost Slabbekoorn)
Integrating bank and pension fund balance sheets
Company supervisor: Gert-Jan Sikking
University supervisor: Roel Mehlkopf
Parallelsession 3: Chairman: Michael Sutardi
14.45 – 15.15
Fang Qi Wu, Ernst and Young (disc. Jorn Veeneman)
'Longevity Risk Management in Solvency II'
Company supervisor: Hans de Mik
University supervisor: Bas Werker
15.15 – 15.45
Yifan Zhang, Robeco (disc. Marleen Veldhuijzen)
Gender Diversity and Its Impact on FinancialPerformance and
Corporate Governance
Company supervisor: Wilma de Groot and Michiel van Esch
University supervisor: Otilia Boldea
15.45 – 16.15
Yuan Yue, APG (disc. Olga Kuryatnikova)
How costly are regulatory funding ratio constraints?
Company supervisor: Rob van de Goorbergh and Michiel van
Leuvesteijn
University supervisor: Bas Werker
16.15 Drinks
Location:
Hotel Van der Valk in Breukelen
Stationsweg 91
3621 LK BREUKELEN
Time
Start: 09h30
End: 17:00

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