Kennisbank

Kennisbank • Cristo van Waveren FASSA, Edwin van de Kreeke MSc AAG, Francesca Kirby FIAA CERA

Testing strategy through climate scenario analysis

As stakeholder pressure mounts, insurers must revisit their strategy in the context of sustainability, looking beyond the typical business-planning horizon.

Risk Management Magazine De Actuaris Climate Sustainability Strategy
Blog • Yuan-Yow Wu

Navigating Inflation Risk: Insights from DNB's Good Practices

Amidst the recent surge in inflation rates across the globe, managing inflation risk has become vital for financial institutions in regions with historically low levels of inflation.

Risk Management Inflatie Toezicht Financiële sector ALM
Kennisbank • Willem Stegink, Tjemme van der Meer

Setting a Cost-of-Capital for IFRS 17 – methodology

For IFRS 17, a ‘Risk Adjustment’ (RA) is part of the valuation of technical liabilities to value non-financial risk. To determine this RA, different approaches are allowed like a Cost-of-Capital (CoC) approach or a (tail) Value-at-Risk approach.

Risk Management Magazine De Actuaris Solvency II IFRS Europa EIOPA
Kennisbank • Frank Thooft

The dark side of digital

“Digitalisering is een mooi iets. Het heeft de mensen via de social media bijvoorbeeld een stem gegeven, waar ze die via de gangbare democratie niet hadden of niet goed konden uiten. Maar dat geeft meteen de keerzijde van digitalisering weer.

Risk Management Artificial Intelligence Magazine De Actuaris Cryptocurrency Digitalisering
Kennisbank • Jan-Willem Zeijen, Xander Salari, Glenn Harwood

Cyberdreigingen, risico’s en weerbaarheid

Trefwoorden als ‘cyberaanval’ op Google leveren direct een lijst aan hits op met recente voorbeelden van organisaties die het slachtoffer zijn geworden van een hack door cybercriminelen. Ook financiële instellingen zijn slachtoffer van cyberaanvallen.

Risk Management Magazine De Actuaris Cyberrisk Cybersecurity Verzekeraars
Kennisbank • Gerard Moerman, David van Bragt PhD RBA

Comparing equity investing strategies under Solvency II

The Solvency II capital charge is an important aspect in portfolio construction and asset allocation for insurance companies, next to the traditional trade-off between risk and return.

Verzekeringen Risk Management Magazine De Actuaris Solvency II
Kennisbank • Louise Beck Dinesen, Jette Lunding Sandqvist

A Look into the Future of the Actuarial Profession

As the insurance market is undergoing significant change, the future is uncertain. In recent years, the actuarial profession has already undergone significant transformation with the advent of new technologies and innovative techniques.

Data Science Risk Management Magazine De Actuaris Actuarissen
Kennisbank • Raymon Badloe, Koos Gubbels, Peter Verhoog

Efficient simulations with Quasi Monte-Carlo Sequence

According to the Beroepsprofiel Actuaris AG the first core task of an actuary is actually a combination of tasks, namely to perform valuation and to determine capital [1]. In both cases Monte-Carlo simulations play an important role [2].

Risk Management Magazine De Actuaris Actuarissen
Kennisbank • André de Vries

Update on Longevity Risk Transfer in the Netherlands

Longevity Swaps are the most common instrument to transfer longevity risk. The first Longevity Swaps in the UK were executed more than 15 years ago. Notwithstanding the increasing number of countries in which longevity risk has been transferred...

Risk Management Magazine De Actuaris