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The effects of Contingent Convertible (CoCo) bonds on insurers' capital requirements under Solvency II

Gründl, Helmut; Niedrig, Tobias - 2015

banking industry. Especially life insurance companies could serve as CoCo bond holders as they are already the largest … during the current low interest rate period. Our contribution provides an insight for life insurance companies to understand …

Persistent link: https://www.econbiz.de/10011317741

Pricing and solvency of value-maximizing life annuity providers

Nirmalendran, Maathumai; Sherris, Michael; Hanewald, Katja - In: Astin bulletin : the journal of the International … 44 (2014) 1, pp. 39-61

Persistent link: https://www.econbiz.de/10010240690

A neural network model for solvency calculations in life insurance

Fernandez-Arjona, Lucio - In: Annals of actuarial science : publ. by the Institute of … 15 (2021) 2, pp. 259-275

Persistent link: https://www.econbiz.de/10012593579

Market consistent ALM for life insurers : steps toward Solvency II

Bragt, David van; Steehouwer, Hens; Waalwijk, Bart - In: The Geneva papers on risk and insurance - issues and … 35 (2010) 1, pp. 92-109

Persistent link: https://www.econbiz.de/10003971714

The effects of contingent convertible (CoCo) bonds on insurers' capital requirements under Solvency II

Niedrig, Tobias; Gründl, Helmut - In: The Geneva papers on risk and insurance - issues and … 40 (2015) 3, pp. 416-443

Persistent link: https://www.econbiz.de/10011418911

Optimal asset allocation for interconnected life insurers in the low interest rate environment under solvency regulation

Niedrig, Tobias - In: The journal of insurance issues : official journal of … 38 (2015) 1, pp. 31-71

Persistent link: https://www.econbiz.de/10011380756

Life insurance cash flows with policyholder behavior

Buchardt, Kristian; Møller, Thomas - In: Risks : open access journal 3 (2015) 3, pp. 290-317

The problem of the valuation of life insurance payments with policyholder behavior is studied. First, a simple survival …

Persistent link: https://www.econbiz.de/10011300310

On the longevity risk assessment under Solvency II

Salah, Sana Ben; Belkacem, Lotfi - In: The journal of applied business research 31 (2015) 3, pp. 1149-1157

Persistent link: https://www.econbiz.de/10011304704

Solvency determinants of conventional life insurers and takaful operators

Yakob, Rubayah; Zulkornain Yusop; Radam, Alias; Ismail, … - In: Asia-Pacific journal of risk and insurance : APJRI 6 (2012) 2, pp. 1-23

Persistent link: https://www.econbiz.de/10010126006

Longevity risk, cost of capital and hedging for life insurers under Solvency II

Meyricke, Ramona; Sherris, Michael - In: Insurance / Mathematics & economics 55 (2014), pp. 147-155

Persistent link: https://www.econbiz.de/10010366194

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