Category Archives: De Actuaris

Inflatiebestendige pensioenen: fata morgana of realistisch doel?

Posted on December 16, 2020 by Servaas Houben

Authors: Servaas Houben en Ronald Ketellapper Pdf: PDFArticle Publisher, publication date: De Actuaris, 2020-10 —————————————————————————————————————————Vervolg op het artikel “Inflatiebestendige pensioenen: fata morgana of realistisch doel?” in de Actuaris van april 2020

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Stochastic Modelling of Covid-19

Posted on December 15, 2020 by Servaas Houben

Authors: Kees van Heugten, Rob Smit and ServaasHouben Pdf: PDFArticle Publisher, publication date: De Actuaris, 2020-10 ————————————————————————————————————————— In this article Kees van Heugten, Rob Smit and Servaas Houben show the benefits of a stochastic model for Covid-19 infections in the Netherlands.

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IFRS 17 risk adjustment en enterprise risk management (ERM)

Posted on February 29, 2020 by Servaas Houben

Authors: Jasper Hoogenstraaten, Servaas Houben Pdf: 44375-DA-27-3-art.Houben+Hoogenstraaten Publisher, publication date: De Actuaris, 2020-02 —————————————————————————————————————————— Het IFRS 17 verslaggevingsraamwerk schrijft voor bij het waarderen van technische voorzieningen van verzekeraars rekening te houden met een ‘risk adjustment’. Deze opslag dient ter dekking … Continue reading →

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Krijgen we de pensioenen weer in beweging?

Posted on January 5, 2020 by Servaas Houben

Authors: Ronald Ketellapper, Servaas Houben link: https://www.ag-ai.nl/bibliotheek-1.php?action=view&Content_Id=4993 pdf: DA-27-1-proefart-Ketellapper+Houben Publisher, publication date: De Actuaris, 2019-10 —————————————————————————————————————————— Onze pensioenen zitten al meer dan 10 jaar muurvast. Toeslagverlening, nodig om de uitkeringen inflatiebestendig te houden, zit er vrijwel niet in. Sommige fondsen … Continue reading →

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Limited data, endless opportunities

Posted on January 3, 2020 by Servaas Houben

Authors: Servaas Houben link: https://www.ag-ai.nl/download/37869-DA-25-4-art.Houben.pdf pdf: DA-25-4-art.Houben Publisher, publication date: De Actuaris, 2018-03  —————————————————————————————————————————— 1.     Background and scope Due to its small population, mortality modelling in the Caribbean is challenging: of the 19 Caribbean countries in the Worldbank dataset, only … Continue reading →

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De juiste rentecurve… bestaat wel!

Posted on January 3, 2020 by Servaas Houben

Authors: Servaas Houben link: https://www.ag-ai.nl/download/35321-24-6-art.Houben.pdf pdf: 35354-24-6-art.Houben Publisher, publication date: De Actuaris, 2017-07  —————————————————————————————————————————— Het AG rapport “Principes voor de rentetermijnstructuur” beveelt een principle-based approach aan voor het vaststellen van een rentecurve. Op basis van de (markt)omstandigheden en een comply en … Continue reading →

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A neoclassical approach to pension fund Asset Liability Management (ALM)

Posted on January 3, 2020 by Servaas Houben

Authors: Servaas Houben link: http://www.ag-ai.nl/view/32329-24-2-art.Houben.pdf pdf: 32329-24-2-art.Houben Publisher, publication date: De Actuaris, 2016-11  —————————————————————————————————————————— The effects of longevity, and a persistent low interest environment have resulted in low funding ratios and increased attention from media and stakeholders on the setup of … Continue reading →

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Verplicht pensioen op Curaçao

Posted on January 2, 2020 by Servaas Houben

Authors: Arie Slotje, Reinald Curiel, Servaas Houben link: http://www.ag-ai.nl/download/30099-23-5-art.Curiel%2BHouben%2BSlottje.pdf pdf: 23-5-art.Curiel+Houben+Slottje (3) Publisher, publication date: De Actuaris, 2016-05 —————————————————————————————————————————— Sinds 2012 is er in Aruba nieuwe wetgeving die pensioenopbouw in de 2de pijler verplicht waarbij zelfs tijdelijke arbeidskrachten pensioen opbouwen. … Continue reading →

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De “Buckler doctrine”

Posted on January 2, 2020 by Servaas Houben

Authors: Arie Slotje, Servaas Houben link: https://www.ag-ai.nl/download/20201-21-6-art.Slottje%2BHouben.pdf pdf: 21-6-art.Slottje+Houben Publisher, publication date: De Actuaris, 2014-07 —————————————————————————————————————————— Aanleiding? In de oudejaarsconference van 31 december 1989 deed Youp van ’t Hek uitspraken over het biermerk Buckler.  De kern van Youp’s boodschap was dat … Continue reading →

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Zijn pensioenfondsen too big to fail?

Posted on January 2, 2020 by Servaas Houben

Authors: Arie Slotje, Servaas Houben link: https://www.ag-ai.nl/download/22809-22-4-art.Houben+Slottje.pdf pdf: 22-4-art.Houben+Slottje Publisher, publication date: De Actuaris, 2015-03 —————————————————————————————————————————————– Er zijn momenteel vijf katalysatoren die invloed uitoefenen op het pensioenfondsen landschap. De eerste is die van de toezichthouders. Hun opstelling leidt tot een … Continue reading →

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