Waszink Actuarieel Advies

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Publicaties van Hans Waszink alleen of samen met anderen
 

'Considerations on the Discount Rate in the Cost of Capital Method for the Risk Margin'. Article published at ASTIN Colloquium The Hague May 2013.

 

'Standaard en interne modellen onder Solvency II'. Artikel in 'De Actuaris November 2011' over hoe Interne modellering kan bijdragen tot beter Risicobeheer.

 

'Standaard en interne modellen onder Solvency II'. Uitgebreidere versie van bovenstaande.

 

'Standard and internal models under Solvency II'. English version of the above.

 

'Response to CEIOPS Consultation Paper CP 42''. Why the discount rate in the Risk Margin should be the Required Rate of Return in Excess of the Risk Free rate and not the Risk Free rate.

 

'Modelling Dependence of Interest Rates, Inflation Rates and Stock Market Returns''. Article presented by Hans Waszink at ASTIN 2008 Colloquium in Manchester, UK.

 

'Why Insurance Companies Shouldn't Hold Too Much Capital'. Article in 'The Actuary' September 2006 by Hans Waszink.

 

'Serial Correlations of Interest and Inflation Rates'. Chapter in the final report of the Casualty Actuarial Society's 'Working Party on Correlations and Dependencies Among All Risk Sources' 2006.

 

'A Global Framework for Insurer Solvency Assessment' by the International Actuarial Association 2004.

 

'A Capital Buffer'. English summary of the report of the 'Integrated Financial Risk Management Working Party' of the Dutch Actuarial Society 2003.

 

'Report of Solvency Working Party'by the International Actuarial Association 2002.

 

'A stochastic model to determine IBNR reserves' by Hans Waszink and Michiel van der Wardt. Article submitted to the ASTIN/GIRO conference in Glasgow 1998.

 

 

 

Referenties naar Hans Waszink en Waszink Actuarial Advisory

 

AEGON Global Pensions: Planning your way out of the financial crisis' by J.J.J. Bogers. 

 

'Extreme Event Dependence Bibliography of Paul Embrechts' on website Society Of Actuaries USA.

 

'IAA Bulletin 1998'  Report on recent events in national and international actuarial organisations.

 

 

 

Andere publicaties

 

'Aggregation of Correlated Risk Portfolios: Models and Algorithms' by Shaun Wang 1998

 

'Correlation and Dependence in Risk Management: Properties and Pitfalls' by Embrechts, McNeil and Straumann 1999

 

'Modelling Dependence with Copulas and Applications to Risk Management' by Embrechts, McNeil and Lindskog 2001

 

 

 

Andere websites

 

'International Actuarial Association'

 

'Institute of Actuaries UK'

 

'Actuarial Society The Netherlands'

 

European Actuarial Association 'Group Consultatif Actuariel Europeen'

 

'Association of British Insurers'

 

'Financial Services Authority UK'

 

'RiskLab Switzerland'