Waszink Actuarial Advisory

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Publications (co)authored by Hans Waszink
'Considerations on the Discount Rate in the Cost of Capital Method for the Risk Margin'. Article published at ASTIN Colloquium The Hague May 2013. 
'Standard and internal models under Solvency II'. How internal models can contribute to better Risk Management.

'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.




References to Hans Waszink and Waszink Actuarial Advisory


'AEGON Global Pensions: A Roadmap to Derisking' by J.J.J. Bogers. 


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


'UK Institute of Actuaries General Insurance Reading List'  List of recommended reading on General Insurance Topics.


'UK Institute of Actuaries Life Insurance Reading List'  List of recommended reading on Life Insurance Topics.


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



Other publications of interest


'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




Other sites of interest


'International Actuarial Association'


'Institute of Actuaries UK'


'Actuarial Society The Netherlands'


'Committee of European Insurance and Occuptional Pensions Supervisors' 


European Actuarial Association 'Group Consultatif Actuariel Europeen'


'Association of British Insurers'


'Financial Services Authority UK'


'RiskLab Switzerland'