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Risk measures and capital requirements : a critique of the Solvency II approach
Floreani, Alberto - In: The Geneva papers on risk and insurance - issues and … 38 (2013) 2, pp. 189-212
Persistent link: https://www.econbiz.de/10009752627
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A case for economic capital as a Pillar 1 regulatory tool
Jacobs, Johann; Van Vuuren, Gary - In: The South African journal of economics 82 (2014) 2, pp. 290-314
Persistent link: https://www.econbiz.de/10010502202
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A comparative assessment of Basel II/III and solvency II
Gatzert, Nadine; Wesker, Hannah - In: The Geneva papers on risk and insurance - issues and … 37 (2012) 3, pp. 539-570
Persistent link: https://www.econbiz.de/10009675304
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Capital requirement modeling for market and non-life premium risk in a dynamic insurance portfolio
Cotticelli, Stefano; Savelli, Nino - In: Annals of actuarial science : publ. by the Institute of … 18 (2024) 1, pp. 205-236
Persistent link: https://www.econbiz.de/10014519979
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Financial market regulation in Germany under the special focus of capital requirements of financial institutions
Detzer, Daniel - 2014
This paper examines capital adequacy regulation in Germany. After a short overview about financial regulation in Germany in general, the paper focuses on the most important development in the area of capital adequacy regulation from the 1930s up to the financial crisis. Two main trends are...
Persistent link: https://www.econbiz.de/10010256881
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Stress testing convergence
Gutiérrez Gallardo, Germán; Schuermann, Til; Duane, … - In: Journal of risk management in financial institutions 9 (2015/2016) 1, pp. 32-45
Persistent link: https://www.econbiz.de/10011488786
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Standardformel und weitere Anwendungen am Beispiel des durchgängigen Datenmodells der "IVW Leben AG"
Heep-Altiner, Maria; Rohlfs, Torsten; Penzel, Andreas; … - 2016
Der Aufbau der Standardformel ist relativ komplex, wobei für die Durchführung der Berechnungen intensive Vorarbeiten benötigt werden. In dieser Ausarbeitung werden die wichtigsten Berechnungs-schritte an Hand des durchgängigen Datenmodells der "IVW Leben AG" durchgeführt, um so einen...
Persistent link: https://www.econbiz.de/10012318007
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Management strategies in multi-year enterprise risk management
Diers, Dorothea - In: The Geneva papers on risk and insurance - issues and … 36 (2011) 1, pp. 107-125
Persistent link: https://www.econbiz.de/10009158179
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Optimal non-life reinsurance under Solvency II regime
Asimit, Alexandru V.; Chi, Yichun; Hu, Junlei - In: Insurance / Mathematics & economics 65 (2015), pp. 227-237
Persistent link: https://www.econbiz.de/10011428664
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Optimales Anlagevermögen von Versicherungsunternehmen
Pelster, Matthias; Kaposty, Florian - In: Zeitschrift für die gesamte Versicherungswissenschaft … 104 (2015) 2, pp. 113-129
Persistent link: https://www.econbiz.de/10011289312