Richard Plat

Richard Plat Consultancy

Owner

Volendam

Netherlands

University of Amsterdam

Phd

Spui 21

Amsterdam, 1018 WB

Netherlands

SCHOLARLY PAPERS

7

DOWNLOADS
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Top 15,112

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3,092

CITATIONS
Rank 21,874

SSRN RANKINGS

Top 21,874

in Total Papers Citations

13

Scholarly Papers (7)

1.

Analytical Approximations for Prices of Swap Rate Dependent Embedded Options in Insurance Products

Insurance: Mathematics and Economics, Vol. 44, No. 1, 2009
Number of pages: 26 Posted: 17 Feb 2008 Last Revised: 09 May 2011
Richard Plat and Antoon Pelsser
Richard Plat Consultancy and Maastricht University
Downloads 733 (32,704)

Abstract:

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Embedded options, insurance products, analytical approximation, Gaussian interest rate model, Fair Value of Liabilities, IFRS 4 Phase 2, Solvency 2, Monte Carlo simulation, Control Variate technique

2.

Micro-Level Stochastic Loss Reserving for General Insurance

Number of pages: 24 Posted: 04 Jun 2010 Last Revised: 17 May 2017
Katrien Antonio and Richard Plat
KU LeuvenUniversity of Amsterdam and Richard Plat Consultancy
Downloads 625 (40,516)
Citation 1

Abstract:

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Stochastic Loss Reserving, General Insurance, Micro-Level

3.

On Stochastic Mortality Modeling

Number of pages: 27 Posted: 19 Mar 2009 Last Revised: 01 Jul 2009
Richard Plat
Richard Plat Consultancy
Downloads 625 (40,516)
Citation 9

Abstract:

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stochastic mortality models, longevity risk, pricing, Solvency 2, Monte Carlo simulation

4.

Essays on Valuation and Risk Management for Insurers

Number of pages: 156 Posted: 11 Nov 2010 Last Revised: 07 Mar 2011
Richard Plat
Richard Plat Consultancy
Downloads 348 (83,532)

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Valuation, Risk Management, Insurance, Embedded Options, Stochastic Mortality, Micro-Level Stochastic Loss Reserving

Valuation of Guaranteed Annuity Options Using a Stochastic Volatility Model for Equity Prices

Number of pages: 24 Posted: 13 Aug 2009 Last Revised: 27 Aug 2009
Delta Lloyd, Richard Plat Consultancy and Maastricht University
Downloads 263 (112,781)
Citation 1

Abstract:

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Guaranteed Annuity Option (GAO), Guaranteed Minimum Income Benefit (GMIB), stochastic volatility, stochastic interest rates, variable annuities

Valuation of Guaranteed Annuity Options Using a Stochastic Volatility Model for Equity Prices

Insurance: Mathematics and Economics, Forthcoming
Posted: 04 Sep 2010
Delta Lloyd, Richard Plat Consultancy and Maastricht University

Abstract:

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Guaranteed Annuity Option (GAO), Guaranteed Minimum Income Benefit(GMIB), Stochastic Volatility, Stochastic Interest Rates, Variable Annuities

6.

One-Year Value-at-Risk for Longevity and Mortality

Number of pages: 18 Posted: 09 Nov 2010 Last Revised: 09 Jan 2011
Richard Plat
Richard Plat Consultancy
Downloads 261 (114,213)
Citation 1

Abstract:

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one-year value-at-risk, stochastic mortality trend model, Solvency 2

7.

Stochastic Portfolio Specific Mortality and the Quantification of Mortality Basis Risk

Number of pages: 21 Posted: 08 Oct 2008 Last Revised: 07 May 2009
Richard Plat
Richard Plat Consultancy
Downloads 237 (126,034)
Citation 1

Abstract:

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portfolio specific mortality, stochastic mortality models, mortality basis risk, longevity risk, Solvency 2