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.