Search Results - subject:"Risk margin"

Accounting for "insurance contracts" according to IASB exposure draft : is the information useful?

Nguyen, Tristan; Molinari, Philipp - In: The Geneva papers on risk and insurance - issues and … 38 (2013) 2, pp. 376-398

Persistent link: https://www.econbiz.de/10009752613

Risk margin for a non-life insurance run-off

Wüthrich, Mario V.; Embrechts, Paul; Tsanakas, Andreas - In: Statistics & Risk Modeling 28 (2011) 4, pp. 299-317

loss liability cash flows and a corresponding risk margin for non-hedgeable insurance-technical risks in these cash flows …. In actuarial practice, the calculation of the risk margin is often not based on a sound model but various simplified … distortions. We describe how the latter can be used to calculate a risk margin for non-life insurance run-off liabilities in a …

Persistent link: https://www.econbiz.de/10014622211

Risk margin estimation through the cost of capital approach : some conceptual issues

Floreani, Alberto - In: The Geneva papers on risk and insurance - issues and … 36 (2011) 2, pp. 226-253

Persistent link: https://www.econbiz.de/10009158203

On Modeling Diversification Benefits in Insurance Portfolios--An Australian Perspective

Li, Jackie - In: Asia-Pacific Journal of Risk and Insurance 4 (2010) 2

Empirical measurement of dependency between different lines of non-life insurance business remains an open problem. International regulatory requirements and accounting standards are moving towards increased disclosure of the variability of insurance liabilities. In estimating the variability,...

Persistent link: https://www.econbiz.de/10014585478