Modified Swiss Solvency Test in Non-Life Insurance

In this paper we propose possible enhancements related to the Swiss Solvency Test (SST) methodology as presented in the technical documentation from the Swiss regulator FINMA. In particular we allow for considering the Unearned Premium Reserve (UPR) risk and show which additional terms should be taken into account when considering non-deterministic payout patterns. Moreover we propose how to extend the SST requirement in case of a multi-currency setup

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Year of publication:	2017
Authors:	Siegenthaler, Filippo
Publisher:	[2017]: [S.l.] : SSRN
Subject:	Risikomodell \| Risk model \| Schweiz \| Switzerland \| EU-Versicherungsrecht \| European insurance law \| Versicherung \| Insurance

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Extent:	1 Online-Ressource (23 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 10, 2017 erstellt
Other identifiers:	10.2139/ssrn.2858816 [DOI]
Classification:	G22 - Insurance; Insurance Companies ; G28 - Government Policy and Regulation
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012967679