Fernando Mierzejewski

PhD

Consultant

Brussels, BE

Publications

Read their latest work

Article

Where is Europe’s next flash flood? Quantifying extreme precipitation and flash flood risk in Europe with extreme value theory

18 December 2025 - by Matt Chamberlain, Fernando Mierzejewski, Jan Thiemen Postema, Thomas van der Valk, Menno van Wijk

We use extreme value theory to assess the risk of catastrophic precipitation events in Europe, identifying the highest risks along the Mediterranean coast.

Article

Actuaries in a growing market for insurance-linked securities

17 December 2025 - by Niels Van der Laan, Fernando Mierzejewski

Insurance-linked securities can broaden reinsurance capacity, but insurers need substantial modelling expertise in the absence of liquid secondary markets.

Article

Analysing 2024 solvency and financial condition reports (SFCR) of life, non-life and composite insurers in Belgium

22 October 2025 - by Rik van Beers, Rens IJsendijk, Fernando Mierzejewski

We summarize our main observations from an analysis of the 2024 solvency and condition reports of Belgian insurers.

Fernando Mierzejewski

Read their latest work

Where is Europe’s next flash flood? Quantifying extreme precipitation and flash flood risk in Europe with extreme value theory

Actuaries in a growing market for insurance-linked securities

Analysing 2024 solvency and financial condition reports (SFCR) of life, non-life and composite insurers in Belgium

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Read their latest work

Where is Europe’s next flash flood? Quantifying extreme precipitation and flash flood risk in Europe with extreme value theory

Actuaries in a growing market for insurance-linked securities

Analysing 2024 solvency and financial condition reports (SFCR) of life, non-life and composite insurers in Belgium

CHOOSE A LOCATION AND LANGUAGE