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  • Bas Werker
2016

Cooperative investment in incomplete markets under financial fairness

Pazdera, J., Schumacher, H. & Werker, B., Nov 2016, In : Insurance: Mathematics & Economics. 71, p. 394-406

Research output: Contribution to journalArticleScientificpeer-review

1 Citation (Scopus)
2017

The Effect of the Assumed Interest Rate and Smoothing on Variable Annuities 2

Balter, A. & Werker, B., 2017, Tilburg: NETSPAR. (NETSPAR Design Paper; vol. 81)

Research output: Book/ReportReportProfessional

Open Access

The composite iteration algorithm for finding efficient and financially fair risk-sharing rules

Pazdera, J., Schumacher, H. & Werker, B., Oct 2017, In : Journal of Mathematical Economics. 72, p. 122-133

Research output: Contribution to journalArticleScientificpeer-review

3 Citations (Scopus)
2016

De Meerwaarde van Risicodeling met Toekomstige Generaties Nader Bezien

Boeijen, D., Bonenkamp, J., Bovenberg, L., Frehen, L., de Haan, J., Joseph, A., Lever, M., Loois, M., Michielsen, T., Nijman, T., Ponds, E. & Werker, B., Nov 2016, Tilburg: NETSPAR, (Netspar Industry Paper; vol. Occasional 07/2016).

Research output: Working paperDiscussion paperOther research output

Open Access
File
36 Downloads (Pure)
2017

Welke Vaste Dalingen en Welk Beleggingsbeleid Passen bij Gewenste Uitkeringsprofielen in Verbeterde Premieregelingen?

Bonekamp, J., Bovenberg, L., Nijman, T. & Werker, B., Oct 2017, Tilburg: NETSPAR. 43 p. (Netspar Design Paper; vol. 86)

Research output: Book/ReportReportProfessional

2016

Linear Factor Models and the Estimation of Expected Returns

Sarisoy, C., de Goeij, P. & Werker, B., Mar 2016, Tilburg: NETSPAR, 48 p. (Netspar Academic Paper; vol. DP 03/2016-020).

Research output: Working paperDiscussion paperOther research output

Open Access
File
80 Downloads (Pure)

The annuity puzzle remains a puzzle

Peijnenburg, K., Nijman, T. & Werker, B. J. M., Sep 2016, In : Journal of Economic Dynamics and Control. 70, p. 18-35

Research output: Contribution to journalArticleScientificpeer-review

Open Access
File
12 Citations (Scopus)
25 Downloads (Pure)

Is macroeconomic announcement news priced?

de Goeij, P., Hu, J. & Werker, B., 2016, In : Bankers, Markets and Investors. 143, p. 4-17

Research output: Contribution to journalArticleScientificpeer-review

Welke Vaste Dalingen en Welk Beleggingsbeleid Passen bij Gewenste Uitkeringsprofielen in Verbeterde Premieregelingen?

Bonekamp, J., Bovenberg, L., Nijman, T. & Werker, B., Oct 2016, Tilburg: NETSPAR, 11 p. (Netspar Industry Paper; vol. Occasional 14/2016).

Research output: Working paperDiscussion paperOther research output

Open Access
File
27 Downloads (Pure)
2019

Semiparametrically point-optimal hybrid rank tests for unit roots

Zhou, B., van den Akker, R. & Werker, B. J. M., Oct 2019, In : The Annals of Statistics. 47, 5, p. 2601-2638

Research output: Contribution to journalArticleScientificpeer-review

Baten van slimme toedeling rendementen hoger dan van intergenerationele risicodeling

Muns, S. & Werker, B., 25 Sep 2019, In : Economisch Statistische Berichten. 4777, p. 427-429

Research output: Contribution to journalArticleProfessional

2016

Pensioendebat gebaat bij eenheid in verscheidenheid

Bovenberg, L., Lever, M., Nijman, T. & Werker, B., 21 Dec 2016, In : Pensioen Pro.

Research output: Contribution to journalArticleProfessional

Heldere en Harde Pensioenrechten Onder een PPR

Heemskerk, M., Maatman, R. M. & Werker, B., Jan 2016, Tilburg: NETSPAR, 62 p. (Netspar Industry Paper; vol. Design 46).

Research output: Working paperDiscussion paperOther research output

Open Access
File
86 Downloads (Pure)
2019

Would Ambiguity Averse Investors Hedge Risk in Equity Markets?

Gertsman, G., Frehen, R. & Werker, B., Nov 2019, (In preparation) SSRN, 49 p. (SSRN Journal).

Research output: Working paperOther research output

File
21 Downloads (Pure)
2018
File
14 Downloads (Pure)
2016

Projectierentes in Verbeterde Premieregelingen

Bovenberg, L., Nijman, T. & Werker, B., May 2016, Tilburg: NETSPAR, 22 p. (Netspar Industry Paper; vol. Occasional 12/2016).

Research output: Working paperDiscussion paperOther research output

Open Access
File
19 Downloads (Pure)

Herverdelingseffecten van Verschillende Projectierentes in Verbeterde Premieregelingen

Bonekamp, J., Bovenberg, L., Nijman, T. & Werker, B., Oct 2016, Tilburg: NETSPAR, 8 p. (Netspar Industry Paper; vol. Occasional 13/2016).

Research output: Working paperDiscussion paperOther research output

Open Access
File
19 Downloads (Pure)

Herverdelingseffecten van Verschillende Projectierentes in Verbeterde Premieregelingen Vanuit Aanspraken

Bonekamp, J., Bovenberg, L., Nijman, T. & Werker, B., Oct 2016, Tilburg: NETSPAR, 6 p. (Netspar Industry Paper; vol. Occasional 06/2016).

Research output: Working paperDiscussion paperOther research output

2017

Health cost risk: A potential solution to the annuity puzzle

Peijnenburg, J. M. J., Nijman, T. & Werker, B., Aug 2017, In : The Economic Journal. 127, 603, p. 1598-1625

Research output: Contribution to journalArticleScientificpeer-review

Open Access
File
7 Citations (Scopus)
194 Downloads (Pure)
2019

De Bepaling van de Marktwaarde van Bestaande Aanspraken in een Uitkeringsovereenkomst

Nijman, T., Bovenberg, L., Werker, B., Lever, M., Kocken, T., van Hoogdalem, S., Bouwman, K., Bonenkamp, J., Balter, A. & Boeijen, D., 2019, Tilburg: NETSPAR. 34 p. (Netspar Occasional Paper; vol. 2019, no. 03)

Research output: Book/ReportReportProfessional

Open Access
File
40 Downloads (Pure)
2016

Robustness for Asset-Liability Management of Pension Funds

Horváth, F., de Jong, F. & Werker, B., 2016, Tilburg: NETSPAR, 46 p. (Netspar Industry Paper; vol. Survey 47).

Research output: Working paperDiscussion paperOther research output

Open Access
File
165 Downloads (Pure)

Semiparametric error-correction models for cointegration with trends: Pseudo-Gaussian and optimal rank-based tests of the cointegration rank

Hallin, M., van den Akker, R. & Werker, B., 1 Jan 2016, In : Journal of Econometrics. 190, 1, p. 46-61 15 p.

Research output: Contribution to journalArticleScientificpeer-review

3 Citations (Scopus)

Herverdelingseffecten van Verschillende Projectierentes in Verbeterde Premieregelingen vanuit Vermogens per Horizon

Bonekamp, J., Bovenberg, L., Nijman, T. & Werker, B., Oct 2016, Tilburg: NETSPAR, 15 p. (Netspar Industry Paper; vol. Occasional 11/2016).

Research output: Working paperDiscussion paperOther research output

Open Access
2017

Efficient estimation of integrated volatility and related processes

Renault, E., Sarisoy, C. & Werker, B., Apr 2017, In : Econometric Theory. 33, 2, p. 439-478

Research output: Contribution to journalArticleScientificpeer-review

8 Citations (Scopus)
2020

The effect of the assumed interest rate and smoothing in variable annuities

Balter, A. G. & Werker, B. J. M., Jan 2020, In : ASTIN Bulletin. 50, 1, p. 131-154

Research output: Contribution to journalArticleScientificpeer-review

Open Access
2016

Asymptotic inference for jump diffusions with state-dependent intensity

Becheri, G., Drost, F. & Werker, B., 1 Jun 2016, In : Scandinavian Journal of Statistics. 43, 2, p. 520-542

Research output: Contribution to journalArticleScientificpeer-review

1 Citation (Scopus)
2017

Overgangseffecten bij Afschaffing Doorsneesystematiek: Een Gezamenlijk Rapport van CPB en Netspar

Lever, M., van Ewijk, C., Werker, B. & van Wijnbergen, S., 2017, Tilburg: NETSPAR. 14 p. (Netspar Occasional Paper ; vol. 03/2017)

Research output: Book/ReportReportProfessional

Open Access
File
21 Downloads (Pure)