Category Archives: discount rate

CAPAS – International pension and insurance developments


Authors:  Servaas Houben Publisher, publication date: CAPAS, May 2021

Posted in Actuary, Asset Management, Caribbean, Curacao, discount rate, English, insurance, Pensions, Presentations, Risk Management, Solvency II | Leave a comment

Rentegaranties in pensioenen en levensverzekeringen – Hoe zeker zijn ze?


Authors: Ronald Ketellapper, Servaas Houben Pdf: 1 feb 2018 Economenclub Publisher, publication date: AD, 2018-02 —————————————————————————————————————————— Om de rentegaranties in verzekerings producten te waarderen stellen de auteurs voor om scenario en stress testing te introduceren op Curacao.

Posted in Articles, Curacao, discount rate, Dutch, Dutch Caribbean Economists, Risk Management | Leave a comment

De Solidariteit van Solvency II


Authors: Servaas Houben Slides: De solidariteit van Solvency II 1.1 Publisher, publication date: VSAE, 2013-02 —————————————————————————————————————————— Presentation on the impact of discounting in Solvency II for different levels of sovereign credit risk

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Sovereign default risk in SII


Authors: Servaas Houben Slides: Sovereign credit risk 1 0 Publisher, publication date: Fleming, 2013-01 —————————————————————————————————————————— Presentation on the treatment of sovereign credit risk (in Solvency II) and the impact of discounting on insurance liabilities

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Rekenrente in de Dutch Caribbean – De rente is variabel


Authors: Servaas Houben Slides: Rekenrente in the Dutch Caribbean_v0.9 Publisher, publication date: Phenox, 2017-03 —————————————————————————————————————————— Presentation on yield curve/discount rate in the Dutch Caribbean: Effects of lower yields on liabilities Effects of yield volatility Option value in insurance products with … Continue reading

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Rekenrente: een zegen of een ramp?


Authors: Ronald Ketellapper, Servaas Houben link:http://www.vbcuracao.com/website/index.php?option=com_docman&task=doc_download&gid=86&Itemid=57 pdf: Newsl.janCompl2018 (pages 14-19) Publisher, publication date: VBC Magazine, 2018-01  —————————————————————————————————————————— 1. Rente: de slagader binnen verzekeraar en pensioenfonds Equitable Life was Engelands oudste verzekeraar. In de jaren 70 en 80 waren de rentes … Continue reading

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De juiste rentecurve… bestaat wel!


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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Nieuwe regelgeving Centrale Bank Curaçao en Sint Maarten voor verzekeraars


Authors: Reinald Curiel, Servaas Houben pdf: Artikel Nieuwe regelgeving Centrale Bank Curacao 1x Publisher, publication date: Amigoe, 2016-10  —————————————————————————————————————————— Nieuwe regelgeving Centrale Bank Curaçao en Sint Maarten voor verzekeraars De Curaçaose verzekerings industrie voert jaarlijks een toets uit om na … Continue reading

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Risico inschatting voor verzekeraars


Authors: Reinald Curiel, Servaas Houben link:http://www.vbcuracao.com/website/index.php?option=com_docman&task=doc_download&gid=72&Itemid=57 (pages 13-20) pdf: VBC-Newsletter-oct16_Risico inschatting verzekeraars Publisher, publication date: VBC magazine, 2016-10 —————————————————————————————————————————— Nieuwe verzekerings regelgeving De Curaçaose verzekerings industrie voert jaarlijks een toets uit om na te gaan of verzekeraars in staat zijn … Continue reading

Posted in Articles, Curacao, discount rate, Dutch, Investments, Longevity, Pensions, Risk Management, VBC Magazine | Leave a comment

Strangers on a train


Authors: Servaas Houben link: http://www.ag-ai.nl/download/31526-24-1-art.Houben.pdf pdf: 24-1-art.Houben Publisher, publication date: De Actuaris, 2016-09  —————————————————————————————————————————— In de uitzendingen van Zwarte Zwanen van Omroep Max is het gebruik van rente derivaten door pensioenfondsen nader belicht. De intentie achter het product is het afdekken … Continue reading

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