Links

 

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.

'De Onbegrensde Risicomarge onder Solvency II'. Artikel in De Actuaris Maart 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

 

A fundamental flaw in Solvency II' by Brian Woods. 

 

'Comments Template EIOPA on CP-19-006 by Dutch Union of Insurers (Verbond) page 29' . 

 

'Comments Template EIOPA second set of advice to the EC AMICE page 87' . 

 

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