importance of insurance distribution in banks. Significant risk factors (statistically significant) which determine gross … is understood here as a change of gross written premiums obtained through banks in Poland. The group of risk factors … cooperation between banks and insurers as well as the specificity of insurance products distribution (also local) in the …

’s exposure to systemic risk. Implementing the optimal policy implies separating insurance firms into two categories according to …This paper provides a rationale for the macro-prudential regulation of insurance companies, where capital requirements … increase in their contribution to systemic risk. In the absence of systemic risk, the formal model in this paper predicts that …

The major focus of this paper is on the sovereign-banks relationship following the COVID- 19 pandemic crisis outbreak …, with a view to gaining an insight into banks' exposure to the sovereign. We rely on a series of complementary research … financial security buffer. The growing fiscal pressure and lockdown restrictions additionally resulted in an increase in banks …

then supposed to become larger and more heterogeneous. With respect to the insurer’s risk profile, there is a trade … more important issue that we address. In actuarial practice, the different mortality levels of the several risk classes are … model. We suggest adopting a frailty model for risk classification. We identify risk groups (or classes) within the …

The design and development of post-retirement income products require the assessment of longevity risk, as well as a … basis for hedging these risks. Most indices for longevity risk are age-period based. We develop and assess a cohort …-based value index for life insurers and pension funds to manage longevity risk. There are two innovations in the development of …

result in a reduction in expected costs and equivalence premiums. However, due to the different impact of longevity risk on …, time restrictions reduce the duration of the provider’s liability, which should therefore be less exposed to financial risk … time frames for life annuity arrangements, first addressing longevity risk only, and then including also financial risk …

We study risk-minimization for a large class of insurance contracts. Given that the individual progress in time of …-Kunita-Watanabe decomposition for a general insurance contract and specify risk-minimizing strategies in a Brownian financial market setting. The … visiting an insurance policy's states follows an F-doubly stochastic Markov chain, we describe different state-dependent types …

We study the optimal insurance design problem. This is a risk sharing problem between an insured and an insurer. The … for the insurance cover. This risk-adjusted premium calculation principle uses the cost-of-capital approach as it is … main novelty in this paper is that we study this optimization problem under a risk-adjusted premium calculation principle …

applied to more general insurance pricing problems when additional risk factors are being considered. In addition, the …In insurance rate-making, the use of statistical machine learning techniques such as artificial neural networks (ANN …) is an emerging approach, and many insurance companies have been using them for pricing. However, due to the complexity of …

insurance parameter risk. …. The asset modeling framework leads to the proliferation of inappropriate assumptions about the effect of insurance line of … that Lévy process-based models provide a better fit to the US statutory accounting data, and identifies how parameter risk …