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~subject:"Property-casualty insurance"
~subject:"Risikomodell"
~subject:"Theory"
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Property-casualty insurance
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1
Pricing and hedging of longevity basis risk through securitisation
Zeddouk, Fadoua
;
Devolder, Pierre
- In:
ASTIN bulletin : the journal of the International …
54
(
2024
)
1
,
pp. 159-184
Persistent link: https://www.econbiz.de/10014485604
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2
Solvency II and diversification effect for non-life premium and reserves risk : new results based on non-parametric copulas
Szczęsny, Krystian
;
Wanat, Stanisław
;
Denkowska, Anna
- In:
Risk management : an international journal
25
(
2023
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014326598
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3
An alternative approach to manage mortality catastrophe risks under Solvency II
Lledó, Josep
;
Pavia, José Manuel
;
Sánchez Salas, Jorge
- In:
Risk management : an international journal
25
(
2023
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014326604
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4
The impact of ERM on insurer performance under the Solvency II regulatory framework
Otero-González, Luis
;
Durán Santomil, Pablo
;
Hoyt, …
- In:
The European journal of finance
29
(
2023
)
4
,
pp. 419-443
Persistent link: https://www.econbiz.de/10014322536
Saved in:
5
Earthquake loss and Solvency Capital Requirement calculation using a fault-specific catastrophe model
Delēgiannakēs, Geōrgios
;
Zimbidis, Alexandros
; …
- In:
The Geneva papers on risk and insurance - issues and …
48
(
2023
)
4
,
pp. 821-846
Persistent link: https://www.econbiz.de/10014371987
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6
Solvency determinants : evidence from the Takaful insurance industry
Alokla, Jassem
;
Daynes, Arief
;
Pagas, Paraskevas
; …
- In:
The Geneva papers on risk and insurance - issues and …
48
(
2023
)
4
,
pp. 847-871
Persistent link: https://www.econbiz.de/10014372024
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7
Insurance valuation : a two-step generalised regression approach
Barigou, Karim
;
Bignozzi, Valeria
;
Tsanakas, Andreas
- In:
ASTIN bulletin : the journal of the International …
52
(
2022
)
1
,
pp. 211-245
Persistent link: https://www.econbiz.de/10012805745
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8
Solvency measurement of life annuity products
Diffouo, Pauline M. Ngugnie
;
Devolder, Pierre
- In:
International journal of theoretical and applied …
25
(
2022
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10013189960
Saved in:
9
Bond portfolio management under Solvency II regulation
Drenovak, Mikica
;
Ranković, Vladimir
;
Urošević, Branko
; …
- In:
The European journal of finance
27
(
2021
)
9
,
pp. 857-879
Persistent link: https://www.econbiz.de/10012516137
Saved in:
10
Vine copulas and fuzzy inference to evaluate the solvency capital requirement of multivariate dependent risks
Araichi, Sawssen
;
Almulhim, Tarifa
- In:
Applied economics
53
(
2021
)
52
,
pp. 6058-6074
Persistent link: https://www.econbiz.de/10012650383
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