Sovereign default risk in SII

Posted on January 5, 2020 by Servaas Houben

Authors: Servaas Houben

Slides: Sovereign credit risk 1 0

Publisher, publication date: Fleming, 2013-01

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Presentation on the treatment of sovereign credit risk (in Solvency II) and the impact of discounting on insurance liabilities

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About Servaas Houben

I am a Dutch actuary and worked in the Netherlands for the first 4 years of my career. Thereafter, I worked for 2 years in Dublin and 4 years in London. I am now heading the actuarial department of ENNIA in Curacao.
This entry was posted in discount rate, English, insurance, Presentations, Solvency II. Bookmark the permalink.

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