Optimales Anlagevermögen von Versicherungsunternehmen
Year of publication: |
2015
|
---|---|
Authors: | Pelster, Matthias ; Kaposty, Florian |
Published in: |
Zeitschrift für die gesamte Versicherungswissenschaft : Zeitschrift des Deutschen Vereins für Versicherungswissenschaft e.V.. - Berlin : Duncker & Humblot, ISSN 0044-2585, ZDB-ID 200636-4. - Vol. 104.2015, 2, p. 113-129
|
Subject: | Rsikomanagement | Solvency II | Value at Risk | Terminabsicherung | Anlageentscheidung | Risikomodell | Risk model | Risikomaß | Risk measure | Theorie | Theory | EU-Versicherungsrecht | European insurance law | Risikomanagement | Risk management | Betriebliche Liquidität | Corporate liquidity |
-
Alternative capital requirement for insurers : possibilities and issues
Zariņa, Ilze, (2021)
-
Risk measures and capital requirements : a critique of the Solvency II approach
Floreani, Alberto, (2013)
-
Backtesting an equity risk model under Solvency II
Santomil, Pablo Durán, (2018)
- More ...
-
Loss given default in SME leasing
Kaposty, Florian, (2021)
-
Market Discipline, Deposit Insurance, and Competitive Advantages: Evidence from the Financial Crisis
Kaposty, Florian, (2017)
-
Predicting loss given default in leasing : a closer look at models and variable selection
Kaposty, Florian, (2020)
- More ...