Browse by Authors

61862

Molenaars, Tomas K. and Reinerink, Nick H. and Hemminga, Marcus A. (2013): Forecasting the yield curve - Forecast performance of the dynamic Nelson-Siegel model from 1971 to 2008.

63526

Molenaars, Tomas K. and Reinerink, Nick H. and Hemminga, Marcus A. (2015): Forecasting the yield curve: art or science? Published in: Magazine De Actuaris (The Actuary) No. 22-4 (12 March 2015): pp. 38-40.

79438

Polman, Fabian M. and Krijgsman, Cees and Dajani, Karma and Hemminga, Marcus A. (2017): Modelling a Dutch Pension Fund’s Capital Requirement for Longevity Risk. Published in: Magazine De Actuaris (The Actuary) No. 24-5 (4 May 2017): pp. 38-39.