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Assessing Solvency II interest rate shocks in various interest rate environments using Hull-White, Nelson-Siegel, and PCA for comparison.
Tag Archive for: Amba Zeggen
Ethics, integrity, internal control and goverance of AI and ML in applications for the insurance sector, a column by Amba Zeggen.
Amba Zeggen’s column in the Financial Investigator is about incorporating climate risk in the ORSA process, EIOPA’s application guidance & time horizons.
Amba Zeggen and Rens Borsje’s column in the Financial Investigator is about mortgage scenarios, including the low-interest rates, developments in the housing market, and effects on the portfolio.
Amba Zeggen’s column in the Financial Investigator is about scenario analysis and predictions, including the power of con arguments and the art of synthesis.
Amba Zeggen’s column in the Financial Investigator is about Eiopa’s advice on the Solvency II Review for insurers, published in December 2020.
Amba Zeggen’s column in the Financial Investigator is about the differences between uncertainties and risk, assumptions and the book ‘Radical Uncertainty’ by King and Kay.
Amba Zeggen’s column in the Financial Investigator is about the necessity of productive conflicts in board rooms and investigating the added value of individual team members.
Amba Zeggen is a speaker at the Dag van de Actuaris. This day includes a break-out session about the risk type compass and a personal assessment.