Papers & Publications

Ortec Finance regularly appears in financial and trade media. Since its establishment in 1981 Ortec Finance has continued to invest in applied scientific research through its Ortec Finance Research Center. The results of research projects are published in working papers and in external scientific articles and journals.

Here is an overview of recent publications and working papers.



Date Title Type
16-05-11 Pricing Inflation Products with Stochastic Volatility and Stochastic Interest Rates Technical
12-04-11 The Currency Dimension Applied
12-04-11 Funded Ratio Attribution Applied
12-04-11 Strategic Risk Management and Risk Monitoring for Pension Funds Applied
26-01-11 Strategic risk management and risk monitoring for pension funds
21-09-10 Scenario Analysis
09-09-10 Comparing markets rents from a user cost and reaction model Applied
05-05-10 Impact of the Solvency II guidelines on ALM for Life insurers Applied
26-04-10 The influence of Solvency II on an insurer's strategic policy
13-04-10 How bloated is the Dutch housing market?
23-02-10 Inaugural lecture Marc Francke Modelling and Forecasting Market Value of Houses
27-01-10 Market-consistent ALM for life insurers - Steps toward Solvency II
17-09-09 ALM and investment strategy Methodology

24-1 Taking no action on interest tax deduction is risky
9-1 KIS Magazine publishes Ortec Finance paper
15-12 IPE Column: Economic Scenarios for Strategic Risk Management
All News