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Publicaties (63)
Model risk in the pricing of reverse mortgage products
Design paper 79 - September 2017
Expected Shortfall voor toezicht op verzekeraars: is het relevant?
Design Paper 80 - juni 2017
Zerotopia – bounded and unbounded pension adventures: term structure modelling with and without negative short rates
Design 73 - mei 2017
Risk Management in funded pension systems
Risk Management in funded pension systems
Multi-population mortality models: Fitting, forecasting and comparisons
Scandinavian Actuarial Journal, 2017 (4), 319-342, April 2017
Risk management in funded pension systems
Risk management in funded pension systems
Existence of optimal consumption strategies in markets with longevity risk
DP 09/2016-032
Risk management in funded pension systems
Risk management in funded pension systems
An evaluation of the nFTK
Design Paper 57 - May 2016
Risk Management in Funded Pension Systems
Risk Management in Funded Pension Systems
Term structures with converging forward rates
Design Paper 54 - May 2016
Risk management in funded pension systems
Risk management in funded pension systems
The ultimate forward rate: time for a step backwards?
Opinion Paper 68 - April 2016
Risk management in funded pension systems
Risk management in funded pension systems
A note on the long rate in factor models of the term structure
DP 03/2016-014
Risk management in funded pension systems
Risk management in funded pension systems
Nash equilibria of over-the-counter bargaining for insurance risk redistributions: The role of a regulator
European Journal of Operational Research, 250(3), 955–965, May 2016
Risk management in funded pension systems
Risk management in funded pension systems