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Systemic Risk in the Insurance Sector – What Do We Know?
Eling, Martin; Pankoke, David - School of Finance, Universität St. Gallen - 2012
This paper reviews the extant research on systemic risk in the insurance sector and outlines potential new areas of … regulation, such as Solvency II, the upcoming regulation for insurance companies in the European Union. Thus, this paper is of …
Persistent link: https://www.econbiz.de/10010687530
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Modeling parameter risk in premium risk in multi-year internal models
Diers, Dorothea; Eling, Martin; Linde, Marc - In: Journal of Risk Finance 14 (2013) May, pp. 234-250
Purpose – The purpose of this paper is to illustrate the importance of modeling parameter risk in premium risk, especially when data are scarce and a multi-year projection horizon is considered. Internal risk models often integrate both process and parameter risks in modeling reserve risk,...
Persistent link: https://www.econbiz.de/10010709780
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Multi-year non-life insurance risk
Diers, Dorothea; Eling, Martin; Kraus, Christian; … - In: Journal of Risk Finance 14 (2013) July, pp. 353-377
-life insurance risk in internal risk models. Strategic management in an insurance company requires a multi-year time horizon for …-based algorithm (“re-reserving”) for quantifying one-year non-life insurance risk, presented in Ohlsson and Lauzeningks, to a multi …. Originality/value – To the best of the authors' knowledge, there are no model approaches or studies on insurance risk for …
Persistent link: https://www.econbiz.de/10010709784
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Costs and Benefits of Financial Regulation – An Empirical Assessment for Insurance Companies
Eling, Martin; Pankoke, David - School of Finance, Universität St. Gallen - 2014
We empirically analyze the costs and benefits of financial regulation based on a survey of 76 insurers from Austria, Germany and Switzerland. Our analysis includes both established and new empirical measures for regulatory costs and benefits. This is the first paper that tries to take costs and...
Persistent link: https://www.econbiz.de/10011154573
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Systemic Risk in the Insurance Sector: Review and Directions for Future Research
Eling, Martin; Pankoke, David - School of Finance, Universität St. Gallen - 2014
This paper reviews the extant research on systemic risk in the insurance sector and outlines new areas of research in … organizations. The survey reveals that traditional insurance activity in the life, non-life, and reinsurance sectors neither …
Persistent link: https://www.econbiz.de/10011154582
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Multi-year non-life insurance risk
Diers, Dorothea; Eling, Martin; Kraus, Christian; … - In: Journal of Risk Finance 14 (2013) July, pp. 353-377
-life insurance risk in internal risk models. Strategic management in an insurance company requires a multi-year time horizon for …-based algorithm (“re-reserving”) for quantifying one-year non-life insurance risk, presented in Ohlsson and Lauzeningks, to a multi …. Originality/value – To the best of the authors' knowledge, there are no model approaches or studies on insurance risk for …
Persistent link: https://www.econbiz.de/10010691548
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Modeling parameter risk in premium risk in multi-year internal models
Diers, Dorothea; Eling, Martin; Linde, Marc - In: Journal of Risk Finance 14 (2013) May, pp. 234-250
Purpose – The purpose of this paper is to illustrate the importance of modeling parameter risk in premium risk, especially when data are scarce and a multi-year projection horizon is considered. Internal risk models often integrate both process and parameter risks in modeling reserve risk,...
Persistent link: https://www.econbiz.de/10010691552
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Market‐consistent embedded value in non‐life insurance: how to measure it and why
Diers, Dorothea; Eling, Martin; Kraus, Christian; … - In: The Journal of Risk Finance 13 (2012) 4, pp. 320-346
non‐life insurance. This is an important undertaking since differences in management techniques between life and non …‐life insurance make management at the group level very difficult. The purpose of this paper is to offer a solution to this problem …. Design/methodology/approach – After explaining MCEV, the authors derive differences between life and non‐life insurance and …
Persistent link: https://www.econbiz.de/10014901613
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Multi‐year non‐life insurance risk
Diers, Dorothea; Eling, Martin; Kraus, Christian; … - In: The Journal of Risk Finance 14 (2013) 4, pp. 353-377
‐life insurance risk in internal risk models. Strategic management in an insurance company requires a multi‐year time horizon for …‐based algorithm (“re‐reserving”) for quantifying one‐year non‐life insurance risk, presented in Ohlsson and Lauzeningks, to a multi …. Originality/value – To the best of the authors' knowledge, there are no model approaches or studies on insurance risk for …
Persistent link: https://www.econbiz.de/10014901920
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Modeling parameter risk in premium risk in multi‐year internal models
Diers, Dorothea; Eling, Martin; Linde, Marc - In: The Journal of Risk Finance 14 (2013) 3, pp. 234-250
Purpose – The purpose of this paper is to illustrate the importance of modeling parameter risk in premium risk, especially when data are scarce and a multi‐year projection horizon is considered. Internal risk models often integrate both process and parameter risks in modeling reserve risk,...
Persistent link: https://www.econbiz.de/10014902111