Managing the Insolvency Risk of Insurance Companies : Proceedings of the Second International Conference on Insurance Solvency

I Operational Models of Risk Assessment -- 1 An Analysis of Underwriting Cycles and their Effects on Insurance Solvency -- 2 A Management Model of a General Insurance Company Using Simulation Techniques -- 3 Classifying Financial Distress in the Life Insurance Industry -- 4 Variability of Pension Contributions and Fund Levels with Random Rates of Return -- 5 The Value of Ceded Reinsurance -- 6 Effect of Serially Autocorrelated Profit Margins on the Solvency of Insurers: The Case with Constant Target Margins Set by the Capital Asset Pricing Model -- 7 Some Statistical Distributions for Insured Damages -- II Financial Models for Risk Assessment -- 8 A Synthesis of Property-Liability Insurance Pricing Techniques -- 9 Determining the Proper Interest Rate for Loss Reserve Discounting -- 10 Safety Loadings for Loss Reserves -- 11 Rational Insurance Purchasing: Consideration of Contract Non-Performance -- 12 Capital Structure and Fair Profits in Property-Liability Insurance.