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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
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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
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Financial models on insurance solvency
Cummins, John David (contributor) - 1989
Persistent link: https://www.econbiz.de/10000781438
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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
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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
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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
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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
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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
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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
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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