Cafasso, Pietro Angelo Lioi; Chela, João Luiz; Kimura, … - In: Future Business Journal 4 (2018) 2, pp. 206-218
Solvency II defines minimum capital requirements from insurance companies, due to their exposure to risk. Regulatory bodies of the Brazilian insurance market issued regulations based on a deterministic model for the calculation of risk based capital. In this study, we discuss a simple...
