Gurenko, Eugene N.; Itigin, Alexander - 2013
This paper compares solvency capital requirements under Solvency I and Solvency II for a sample mid-size insurance …. One way to reduce the capital requirement under Solvency II is to increase reinsurance protection, which will reduce the … reinsurance structure that, under Solvency II, brings the capital requirement back to the level of that required under Solvency I …