having access to efficient methods of quantifying credit risk, or the probability of default. The logit models are among the … to quantify companies’ credit risk. The present study describes the problems that arise with logit on a sample of Spanish …. -- credit risk ; default ; logit model …

Article refers to the issue of credit risk management in commercial banks. Particular attention is paid to the problem …. -- credit risk ; probability of default ; stress test ; profitability …

This work focuses on developing an internal model for equity risk under Solvency II. We have used monthly data for the … results showed that the funds needed to take the equity risk are dependent on the specification used. -- internal models … ; equity risk ; Solvency II …

The financial and the insurance markets are increasingly penetrating each other, accounting for the fact that insurers … opportunities, although it is not devoid of faults, mercilessly exposed by consecutive stock market collapses. Do insurance … research shows that on average it maintains a relatively high level. -- insurance ; capital market ; investment …

Insurance companies have to estimate reserves and provisions to cover the payment of either unreported claims or … real problem which insurance companies have to face, its solving has a special interest for students of Actuarial Sciences … an Excel application designed for that purpose. -- bootstrap ; Chain-Ladder method ; reserves ; insurance company ; Excel …

Disclosure of private medical information allows insurance companies to better predict medical expenditures. The … sorting of employees according to their health status more pronounced. -- health insurance ; disclosure ; information …

The aim of the paper that treats the actuarial model of insurance in case of survival or early death is to show the … insurance in the world. The paper applies the scientific methodology of the deductive character based on scientific, theoretical … paid. Finally, the financial repercussions of some models are presented at examples in insurance companies. The result of …

Podkarpackie voivodship. Based on the results of research, the article will present both the current state of insurance in local … insurance business in LGUs. The primary objective of this paper is to determine the procedures for concluding the insurance in … LGUs, and also defining the types of insurance most often executed by these entities, and indication of the intermediaries …

This paper reviews the operational efficiency of the Nigeria insurance industry from a historical perspective. Our … paper traced the origin of insurance in Nigeria to 1918, when marine insurance was dominant in the economy. The paper shows … that despite the long history of insurance industry in Nigeria, the sector's operational efficiency has remained sub …

. -- insurance ; macroprudential regulation ; systemic risk ; normative theory …The paper examines whether there is an economic justification for a macroprudential approach to insurance regulation … characterisation of a macroprudential approach to financial regulation as well as an explanation of the functions the insurance …