Erik Winands

University of Amsterdam

Prof. dr. ir. Erik M.M. Winands is professor by special appointment in Quantitative Risk Management at the University of Amsterdam. He has published around 60 papers in operations research, probability, and finance journals. Moreover, he is an associate editor of Journal of Risk and a member of the Journal Advisory Board of Risk Management. Winands combines his professorship with his function as Head of Capital Adequacy and Scenario Analyses at Rabobank. He is responsible for the capital risk modelling & management, stress testing and recovery & resolution planning of Rabobank.

His work is centered around risk management with applications in finance and operations research. The main components of successful risk management are (I) the identification of the key sources of risk, (II) the quantification of the future performance of the system, (III) the management of this future performance. Consequently, these components play an important role throughout all of his research and teaching activities.

Articles by Erik Winands

Original research

Credit risk meets insurance risk: a unified framework

Extending the influential CreditRisk+ model for portfolio credit risk modeling, the authors propose adding a continuous-time extension to the model.

07 Jan 2026