Photo of Servaas Bilsen, van

Servaas van Bilsen

dr.

  • Warandelaan 2, Prisma Building, room P 2.221

    5037 AB Tilburg

    Netherlands

20152019
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Personal profile

Career

 

Research Assistant prof. dr. Th. Nijman and prof. dr. A.L. Bovenberg, Netspar, Tilburg, 2009 - 2011.

Student Assistant in mathematics (e.g. Proofs and Techniques, Analyse 3 and Advanced Linear Algebra) and statistics (e.g. statistiek 1, statistiek 2 and statistiek voor HBO), 2007 - 2011.

 

Current courses

Click here for my courses.

Research interests

Pension System Design, Risk Management / Risk Modeling, Financial Econometrics, Optimal Lifetime Consumption and Portfolio Choice

Fingerprint Dive into the research topics where Servaas van Bilsen is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

  • 7 Similar Profiles
Portfolio choice Business & Economics
Variable annuities Business & Economics
Pensions Business & Economics
Pension plans Business & Economics
Risk management Business & Economics
Loss aversion Business & Economics
Risk sharing Business & Economics
Hedging Business & Economics

Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Research Output 2015 2019

  • 2 Discussion paper
  • 2 Working paper
  • 1 Article
  • 1 Doctoral Thesis

Consumption and portfolio choice under loss aversion and endogenous updating of the reference level

van Bilsen, S., Laeven, R. J. A. & Nijman, T., May 2019, (Accepted/In press) In : Management Science.

Research output: Contribution to journalArticleScientificpeer-review

Loss aversion
Portfolio choice
Wealth
Endogeneity
Incentives

How costly is it to ignore interest rate risk management in your 401(k) plan?

van Bilsen, S., Boelaars, I., Bovenberg, L. & Mehlkopf, R., Feb 2018, Tilburg: NETSPAR, 26 p. (Netspar Discussion Paper; vol. 02/2018-003).

Research output: Working paperDiscussion paperOther research output

Open Access
Investors
Interest rate risk
Risk management
Pension plans
Life cycle

Valuation and Hedging of Variable Annuities in Pension Schemes

Bovenberg, A. L., van Bilsen, S. & Laeven, R. J. A., 2018, (In preparation) Tilburg: Tilburg University, 55 p.

Research output: Working paperOther research output

Hedging
Nominal interest rate
Variable annuities
Pension scheme
Annuities

Personal Pensions with Risk Sharing: Various Approaches

van Bilsen, S. & Bovenberg, L., Dec 2016, Tilburg: NETSPAR, 31 p. (Netspar Industry Paper; vol. DP 12/2016-038).

Research output: Working paperDiscussion paperOther research output

Open Access
File
Risk sharing
Pensions
Retirement
Retirement income
Interest rates

Essays on intertemporal consumption and portfolio choice

van Bilsen, S., 2015, Tilburg: CentER, Center for Economic Research. 261 p.

Research output: ThesisDoctoral ThesisScientific

Open Access
File
Portfolio choice
Financial shocks
Loss aversion
Optimal portfolio
Variable annuities