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1
Bond portfolio management under Solvency II regulation
Drenovak, Mikica
;
Ranković, Vladimir
;
Urošević, Branko
; …
- In:
The European journal of finance
27
(
2021
)
9
,
pp. 857-879
Persistent link: https://www.econbiz.de/10012516137
Saved in:
2
The aporetic financialisation of
insurance
liabilities : reserving under Solvency II
Fytros, Charalampos
- In:
Finance and society
7
(
2021
)
1
,
pp. 20-39
The valuation of
insurance
liabilities has traditionally been dealt with by actuaries, who closely monitored underlying …
Persistent link: https://www.econbiz.de/10013194083
Saved in:
3
Financial models on
insurance
solvency
Cummins, John David
(
contributor
)
-
1989
Persistent link: https://www.econbiz.de/10000781438
Saved in:
4
Solvency capital requirement for
insurance
products via dynamic cash flow matching under lattice models
Ma, Alfred Ka Chun
;
Cheung, Justina Yuen Ki
- In:
Journal of risk finance : the convergence of financial …
14
(
2013
)
4
,
pp. 344-352
Persistent link: https://www.econbiz.de/10009788836
Saved in:
5
A note on the appropriate choice of risk measures in the solvency assessment of
insurance
companies
Wagner, Joël
- In:
Journal of risk finance : the convergence of financial …
15
(
2014
)
2
,
pp. 110-130
Persistent link: https://www.econbiz.de/10010337470
Saved in:
6
Efficient risk allocation within a non-life
insurance
group under Solvency II regime
Asimit, Alexandru V.
;
Badescu, Alexandru M.
;
Haberman, …
- In:
Insurance / Mathematics & economics
66
(
2016
),
pp. 69-76
Persistent link: https://www.econbiz.de/10011442691
Saved in:
7
On dynamic solvency
insurance
contract
Gosio, Cristina
;
Lari, Ester C.
;
Ravera, Marina
- In:
The IUP journal of risk & insurance
9
(
2012
)
1
,
pp. 62-75
Persistent link: https://www.econbiz.de/10009521051
Saved in:
8
Solvency regulation of banks and insurers : a two-pronged critique
Zweifel, Peter
- In:
International journal of financial research
6
(
2015
)
3
,
pp. 86-104
Persistent link: https://www.econbiz.de/10011405192
Saved in:
9
On Dynamic Solvency
Insurance
Contract
Gosio, Cristina
-
2012
In the framework of collective risk theory models, the dynamic solvency
insurance
contract is studied. Whenever the … net single premium of solvency
insurance
by considering two different definitions of ruin, referring to models modified by …
Persistent link: https://www.econbiz.de/10013100788
Saved in:
10
Time Consistent Solvency Capital Requirement Under Solvency II
Gambaro, Anna
-
2020
answer to a fundamental regulator request: the capital to be held by
insurance
company to meet obligations over the following …
Persistent link: https://www.econbiz.de/10012841778
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