UvA-DARE is a service provided by the library of the University of Amsterdam (https://dare.uva.nl)
UvA-DARE (Digital Academic Repository)
Essays on valuation and risk management for insurers
Plat, H.J.
Publication date 2011
Link to publication
Citation for published version (APA):
Plat, H. J. (2011). Essays on valuation and risk management for insurers.
General rights
It is not permitted to download or to forward/distribute the text or part of it without the consent of the author(s) and/or copyright holder(s), other than for strictly personal, individual use, unless the work is under an open content license (like Creative Commons).
Disclaimer/Complaints regulations
If you believe that digital publication of certain material infringes any of your rights or (privacy) interests, please let the Library know, stating your reasons. In case of a legitimate complaint, the Library will make the material inaccessible and/or remove it from the website. Please Ask the Library: https://uba.uva.nl/en/contact, or a letter to: Library of the University of Amsterdam, Secretariat, Singel 425, 1012 WP Amsterdam, The Netherlands. You will be contacted as soon as possible.
Preface
This thesis is the result of three years of (part-time) research at the Quantitative Economics department of the University of Amsterdam. The combination of doing research at the university and my job at insurer Eureko has been enjoyable, valuable and fruitful. One of the reasons for this is that the link between academia and the insurance industry has become stronger the last few years, which gives the opportunity to perform research that is directly applicable in the day-to-day business of insurance companies. During these years of research I have received support, in one form or the other, from a number of people.
First of all I would like to thank my supervisor Antoon Pelsser for his guidance, enthusiasm and ideas. Also, his early work on insurance contracts was an inspiration for me to start a PhD. Next, I would like to thank my co-authors Alexander van Haastrecht and Katrien Antonio. Alexander has always been very open and helpful, which provided a basis for having many interesting discussions about valuation and risk management, as well as discussions about topics that were not related to work at all. Katrien has a modest personality, but this cannot hide the fact that she is very good in her work. Next to this, it was very pleasant to work together on a paper. I would also like to thank the people from the actuarial department Rob Kaas, Angela van Heerwaarden, Michiel Janssen, Jan Kuné, Willem-Jan Willemse, Michel Vellekoop, Marc Goovearts, Agnes Joseph and Julien Tomas for providing a pleasant and inspiring atmosphere at the university. Furthermore, I am grateful to Eureko and Netspar for their financial support. At Eureko, I would like to thank my manager Martin Sandford for giving me the opportunity to perform a PhD and my colleagues of the Group Risk Management department for the excellent atmosphere and for taking into account the fact that I was only part-time available for Eureko.
Of course I would like to thank my friends, family and family-in-law for their interest and for providing the necessary distractions. Above all, I would like to thank Anne-Marie and my daughters Noa and Mila for being such a good reason to go home on time and not to think about valuation and risk management at all while being there.
