Het Ortec Finance Research Center (OFRC) heeft tot doel de verbinding te zijn tussen Ortec Finance en de (wetenschappelijke) onderzoekswereld. Middels het OFRC wordt gewerkt aan innovatief, wetenschappelijk maar praktijkgericht onderzoek van een hoge kwaliteit. De resultaten worden ingezet ten behoeve van de ontwikkeling van de modellen en oplossingen van Ortec Finance. De onderzoeksresultaten worden hoofdzakelijk vastgelegd in de OFRC Working Paper series.
Comparing markets rents from a user cost and reaction model
Marc K. Francke OFRC Applied Working Paper No. 2010-03, September 2010
Gepubliceerd op September 09, 2010
Comparing markets rents from a user cost and reaction model
The risk and return of home ownership
Bert Kramer, OFRC Applied Working Paper no. 2010-02, July 2010
Gepubliceerd op August 30, 2010
The risk and return of home ownership
Impact of the Solvency II Guidelines on ALM for Life Insurers
David van Bragt, Hens Steehouwer, Bart Waalwijk, Twan Possen, Arianne Eckhardt, Steven Hooghwerff Applied Working Paper No. 2010-01, April 2010
Gepubliceerd op March 26, 2010
Impact of the Solvency II Guidelines on ALM for Life Insurers
The practical implementation of the first lesson of portfolio theory
Guus Boender
OFRC Methodological Working Paper No. 2009-02, januari 2009
Gepubliceerd op January 28, 2010
The practical implementation of the first lesson of portfolio theory
The impact of house price index specification levels on the risk profile of housing corporations
Bert Kramer, Tessa Kuijl & Marc Francke
OFRC Applied Working Paper No. 2009-02, juli 2009
Gepubliceerd op January 28, 2010
The impact of house price index specification levels on the risk profile of housing corporations
A compratitive analysis of Dutch house price indices
Marc Francke, Tessa Kuijl & Bert Kramer
OFRC Applied Working Paper No. 2009-01, July 2009
Gepubliceerd op January 28, 2010
A compratitive analysis of Dutch house price indices
Risk-neutral valuation of real estate derivates
David van Bragt, Marc Francke, Bert Kramer & Antoon Pelsser
OFRC Technical Working Paper No. 2009-02, August 2009
Gepubliceerd op January 28, 2010
Risk-neutral valuation of real estate derivates
Market-consistent valuation of life cycle unit-linked contracts
Twan Possen & David van Bragt
OFRC Applied Working Paper No. 2009-03, oktober 2009
Gepubliceerd op January 28, 2010
Market-consistent valuation of life cycle unit-linked contracts
Market consistent ALM for life insurers - steps toward Solvency II
David van Bragt, Hens Steehouwer & Bart Waalwijk
OFRC Applied Working Paper No. 2008-01, januari 2008
Gepubliceerd op January 28, 2010
Market consistent ALM for life insurers - steps toward Solvency II
Comparing objectives for decision-making in housing corporations
Bert Kramer, David Kronbichler, Ton van Welie & Jan Putman
OFRC Applied Working Paper No. 2008-02, juli 2008
Gepubliceerd op January 28, 2010
Comparing objectives for decision-making in housing corporations
Innovative social sales programmes valuation and risk issues
Bert Kramer
OFRC Applied Working Paper No. 2008-04, augustus 2008
Gepubliceerd op January 28, 2010
Innovative social sales programmes valuation and risk issues
Beleidsconsequenties van de zorgverzekeringswet
Arianne Eckhardt & Helena Goote
OFRC Applied Working Paper No. 2008-05
Gepubliceerd op January 28, 2010
Beleidsconsequenties van de zorgverzekeringswet
Liability-driven investing for life insurers
David van Bragt & Dirk-Jan Kort
OFRC Applied Working Paper No. 2008-06
Gepubliceerd op January 28, 2010
Liability-driven investing for life insurers
An ALM analysis of private equity
Henk Hoek
OFRC Applied Working Paper No. 2007-01, januari 2007
Gepubliceerd op January 28, 2010
An ALM analysis of private equity
Recent trends in asset and liability modelling for life insurers
David van Bragt & Hens Steehouwer
OFRC Methodological Working Paper No. 2007-01, mei 2007
Gepubliceerd op January 28, 2010
Recent trends in asset and liability modelling for life insurers
Macroeconomic Scenarios and Reality: A Frequency Domain Approach for Analyzing Historical Time Series and Generating Scenarios for the Future
Hens Steehouwer
PhD Thesis, Free University of Amsterdam, 2005.
Macroeconomic Scenarios and Reality: A Frequency Domain Approach for Analyzing Historical Time Series and Generating Scenarios for the Future