Wouter Elshof
MSC, AAG
Principal, Consulting Actuary
Amsterdam, NL
Wouter is a principal and consulting actuary in the Amsterdam office of Milliman. He and his team are responsible for risk management activities in Benelux.
Experience
Wouter has worked for more than 12 years in the financial and consulting industry. His specialty is in the area of risk management and life insurance. His main focus is advising insurers and other financial institutions on developing and using risk and valuation models, such as asset-liability management (ALM), economic capital, embedded value (EV) and Solvency II, in strategic decision making.
Wouter is a frequent speaker at professional seminars and has been teaching at the Institute for International Research (IIR) and the Dutch Actuarial Institute, where he has given multiple courses on economic capital, ALM, replicating portfolios and financial risk optimization.
Professional Designations
- Fellowship, Institute of Actuaries of the Netherlands (Actuarieel Genootschap - AAG) specializing in Life Insurance and Finance
Education
- Master's degree, Econometrics and Operations Research, University of Groningen, Groningen, Netherlands
- Actuarial Science, University of Amsterdam (Finalized postgraduate education at the Dutch Actuarial Institute)
Affiliations
- Wouter is an active member of the Dutch Actuarial Association, where he is chair of the Solvency committee and member of the board of risk management professionals.
Publications
Read their latest work
Article
The 2020 Solvency II Review and update on earlier amendments: European Commission issues Call for Advice
18 June 2019 - by Wouter Elshof, Eoin King, Kurt Lambrechts, Olivier Mahieux, Karl Murray
This briefing note sets out the areas covered by the European Commission’s latest request for the 2020 review of the whole Solvency II framework.
Article
EIOPA discussion paper on the review of Solvency II Delegated Regulation
24 January 2017 - by Wouter Elshof, Peter Franken
What aspects of the standard formula could be changed?
Article
EIOPA consultation paper on the proposal for guidelines on submission of information to national competent authorities
17 April 2013 - by Wouter Elshof, Peter Franken, Kurt Lambrechts, Henny Verheugen
EIOPA’s consultation paper on submission of information to national competent authorities proposes a significant level of disclosure of quantitative and narrative information to national supervisors in advance of the introduction of Solvency II.
Article
EIOPA technical specifications for Long-Term Guarantee Assessment
05 February 2013 - by Wouter Elshof, Kurt Lambrechts, Henny Verheugen
What the requirements may mean for firms participating in the assessment.
Article
Evaluating the solvency capital requirement of interest rate risk in Solvency II
31 October 2012 - by Wouter Elshof
Does the Solvency II standard formula provides a good measure for the interest rate risk faced by insurers?