-life insurance risk and default risk to determine the company's aggregate capital requirement. To support decision-making, companies …

assesses the relevance of these conflicting incentives for Dutch pension funds and insurance firms over the period 1995 … insurers, indicating that risk management incentives dominate in the Dutch insurance industry. Risk shifting incentives …

assesses the relevance of these conflicting incentives for Dutch pension funds and insurance firms over the period 1995 … insurers, indicating that risk management incentives dominate in the Dutch insurance industry. Risk shifting incentives …

We present a model for P/L insurance companies based on Asset-Liability-Management (ALM). We show analytically for …

investors' financial conditions affect the management of their portfolios? We address this issue using the insurance industry …

security used to hedge the risk is similar to a CAT bond. This work looks at the incentives associated with insurance …

include valuation, innovations in insurance products, investment, and modelling aspects …This is a summary of the main topics and findings from the Swiss Risk and Insurance Forum 2017. That event gathered … experts from academia, insurance industry, regulatory bodies, and consulting companies to discuss past and current …

the bank and insurance sector by changing the funding patterns of banks as well as the investment strategies of life … insurance companies. Especially for life insurance companies, the current low interest rate environment poses a key risk since … declining returns on investments jeopardize the guaranteed return on life insurance contracts, a core component of traditional …

insurance portfolio which would play a relevant role, for instance, for solvency capital requirement valuations. Based on a …