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Portfolio optimization under Solvency II

Escobar, Marcos; Kriebel, Paul; Wahl, Markus; Zagst, Rudi - In: Decision making and risk/return optimization in …, (pp. 193-227). 2019

Persistent link: https://www.econbiz.de/10012134801

Model uncertainty in a holistic perspective

Stahl, Gerhard - In: Advanced modelling in mathematical finance : in honour …, (pp. 189-215). 2016

Persistent link: https://www.econbiz.de/10011800360

An empirical analysis of market reactions to the first solvency and financial condition reports in the European insurance industry

Heidinger, Dinah - In: Current issues in risk management: reputation risks, …, (pp. 93-124). 2018

Persistent link: https://www.econbiz.de/10012117905

Analysis of capital requirements in life insurance sector under Solvency II regime : evidence from Poland

Jaśkiewicz, Dorota - In: Life insurance in Europe : risk analysis and market …, (pp. 87-99). 2020

The main aim of this chapter is to examine the first years of the implementation of Solvency II capital requirements driven by the standard formula. The analysis covers the Polish life insurance market. Since the introduction of Solvency II in Poland, the insurance market has been challenged to...

Persistent link: https://www.econbiz.de/10012310603