Search Results - subject:"solvency II"

Responsible investments in life insurers' optimal portfolios under solvency constraints

Schlütter, Sebastian; Fianu, Emmanuel Senyo; Gründl, … - 2022

insurance solvency regulation, such as Solvency II, we measure risk using the solvency ratio, i.e. the ratio of the insurer …

Persistent link: https://www.econbiz.de/10013271267

Gruppenweite Vergütungsstruktur und Governance : Herausforderung für den Vorstand des Mutterunternehmens in der Versicherungsgruppe unter vergleichender Berücksichtigung des Bankau...

Böffel, Lukas - In: Zeitschrift für die gesamte Versicherungswissenschaft 111 (2022) 1, pp. 55-88

Persistent link: https://www.econbiz.de/10013194612

Group supervision and Solvency II review - Overview and critical appraisal of EIOPA’s opinion paper and European Commission Solvency II Proposals -

Siri, Michele; Böffel, Lukas - 2022

The review of the Solvency II framework is the biggest and most important regulatory change of the EU insurance … harmonize the Solvency II regime in the EU. However, it can be expected that the Commission will address some or most of the …

Persistent link: https://www.econbiz.de/10013289263

New methods in assessing the risks and solvency of insurance companies

Tkachenko, Nataliia; Kovalenko, Yuliia; Bohrinovtseva, … - In: Journal of Eastern Europe research in business & … 2022 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10013172074

Can regulation affect the solvency of insurers? : new evidence from European insurers

Siopi, Evaggelia; Poufinas, Thomas; Chen, Jim; … - In: International advances in economic research 29 (2023) 1/2, pp. 15-30

Persistent link: https://www.econbiz.de/10014251639

Introduction to Solvency Ii of (Re)Insurance Undertakings

Chatzivasiloglou, Ioannis - 2022

Directive 2009/138/EC, best known as Solvency II Directive, is more than a directive that simply regulates the … the EU dimension of the Solvency II legal framework, it establishes the connection with the Greek legislation giving …

Persistent link: https://www.econbiz.de/10014079931

Extensions on the Hatzopoulos-Sagianou multiple-components stochastic mortality model

Sagianou, Aliki; Hatzopoulos, Peter - In: Risks : open access journal 10 (2022) 7, pp. 1-30

In this paper, we present extensions of the Hatzopoulos-Sagianou (2020) (HS) multiple-component stochastic mortality model. Our aim is to thoroughly evaluate and stress test the HS model by deploying various link functions, using generalised linear models, and diverse distributions in the...

Persistent link: https://www.econbiz.de/10013365106

Responsible Investments in Life Insurers' Optimal Portfolios under Solvency Constraints

Schlütter, Sebastian; Fianu, Emmanuel Senyo; Gründl, … - 2022

insurance solvency regulation, such as Solvency II, we measure risk using the solvency ratio, i.e. the ratio of the insurer …

Persistent link: https://www.econbiz.de/10013404382

Internal Auditing & Risk Management, No 1(61)

Vasile, Emilia; Simion, Dănuţ; Gheorghe, Radu; Radu, … - 2022

The COVID-19 pandemic is an unprecedented challenge, with very severe socio-economic consequences. A coordinated and comprehensive strategy is needed to address urgent health needs, support economic activity and prepare the ground for recovery. This strategy should combine short, medium and...

Persistent link: https://www.econbiz.de/10013306512

Regulation Risk : The Case of Solvency II

Walter, Christian Pierre - 2022

value valuation, AOA and the “market consistency” valuation in the Solvency II directive are results of the principle of … continuity. The principle of continuity carried by Solvency II has overseen a general disqualification of traditional risk … assessment methods. Hence Solvency II illustrates a specific case of regulation risk by creating an unexpected effect of short …

Persistent link: https://www.econbiz.de/10013309432