Guusje Delsing
Rabobank
Guusje Delsing holds a Bachelor’s and Master’s degree in Mathematical Sciences from Utrecht University, with a focus on Stochastics and Financial Mathematics, graduating in 2015. In 2016, she joined Rabobank as a risk manager and simultaneously began a part-time PhD in Financial Mathematics. Her doctoral research explored ruin theory and its applications in capital risk management for the banking industry, resulting in several publications in applied probability. She completed her PhD in 2022. Guusje has continued her career at Rabobank, where her work centers on capital risk modelling. She has extensive expertise in (economic) capital modelling, as well as its management and implementation.
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Articles by Guusje Delsing
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.