Richard Plat

Richard Plat Consultancy

Owner

Volendam

Netherlands

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 16,182

SSRN RANKINGS

Top 16,182

in Total Papers Downloads

3,263

SSRN CITATIONS
Rank 22,886

SSRN RANKINGS

Top 22,886

in Total Papers Citations

29

CROSSREF CITATIONS

9

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 744 (36,379)

Abstract:

Loading...

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.

On Stochastic Mortality Modeling

Number of pages: 27 Posted: 19 Mar 2009 Last Revised: 01 Jul 2009
Richard Plat
Richard Plat Consultancy
Downloads 710 (38,778)
Citation 15

Abstract:

Loading...

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

3.

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 676 (41,402)
Citation 12

Abstract:

Loading...

Stochastic Loss Reserving, General Insurance, Micro-Level

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 356 (91,603)

Abstract:

Loading...

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

5.

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 268 (124,739)
Citation 3

Abstract:

Loading...

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

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 264 (126,107)
Citation 1

Abstract:

Loading...

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:

Loading...

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

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 245 (136,809)
Citation 9

Abstract:

Loading...

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