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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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Optimal investment strategies for insurance companies when capital requirements are imposed by a standard formula
Fischer, Katharina; Schlütter, Sebastian - In: The Geneva risk and insurance review 40 (2015) 1, pp. 15-40
Persistent link: https://www.econbiz.de/10011430682
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Econometric model of the Czech life insurance market
Hendrych, Redek; Cipra, Tomáš - In: Prague economic papers : a bimonthly journal of … 24 (2015) 2, pp. 173-191
Persistent link: https://www.econbiz.de/10011288628
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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
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Solvency II's market risk standard formula : how credible is the proclaimed ruin probability?
Braun, Alexander; Schmeiser, Hato; Schreiber, Florian - In: The journal of insurance issues : official journal of … 38 (2015) 1, pp. 1-30
Persistent link: https://www.econbiz.de/10011380743
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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
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The impact of reinsurance strategies on capital requirements for premium risk in insurance
Clemente, Gian Paolo; Savelli, Nino; Zappa, Diego - In: Risks : open access journal 3 (2015) 2, pp. 164-182
New risk-based solvency requirements for insurance companies across European markets have been introduced by Solvency II and will come in force from 1 January 2016. These requirements, derived by a Standard Formula or an Internal Model, will be by far more risk-sensitive than the required...
Persistent link: https://www.econbiz.de/10011300336
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Backtesting solvency II value-at-risk models using a rolling horizon
Loois, Miriam - In: The journal of risk model validation 9 (2015) 2, pp. 13-31
Persistent link: https://www.econbiz.de/10011326311
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Will Solvency II market risk requirements bite? : the impact of Solvency II on insurers' asset allocation
Höring, Dirk - In: The Geneva papers on risk and insurance - issues and … 38 (2013) 2, pp. 250-273
Persistent link: https://www.econbiz.de/10009752622
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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