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Optimal Non-Life Reinsurance under Solvency II Regime
Asimit, Alexandru Vali - 2015
The optimal reinsurance contract is investigated from the perspective of an insurer who would like to minimise its risk exposure under Solvency II. Under this regulatory framework, the insurer is exposed to the retained risk, reinsurance premium and change in the risk margin requirement as a...
Persistent link: https://www.econbiz.de/10013027715
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Solvency II is not risk-based - could it be? : evidence from non-life calibrations
Frezal, Sylvestre - In: North American actuarial journal 22 (2018) 3, pp. 365-379
Persistent link: https://www.econbiz.de/10012268102
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Utility-consistent valuation schemes for the own risk and solvency assessment of life insurance companies
Le Courtois, Olivier; Majri, Mohamed; Shen, Li - In: Asia-Pacific journal of risk and insurance : APJRI 15 (2021) 1, pp. 47-79
Persistent link: https://www.econbiz.de/10012437794
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Capital requirements and claims recovery : a new perspective on solvency regulation
Munari, Cosimo-Andrea; Weber, Stefan; Wilhelmy, Lutz - 2021
banking and insurance, regulatory solvency requirements are an instrument to prevent that creditors incur losses on their …
Persistent link: https://www.econbiz.de/10012614561
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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
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 implement many of the recommendations as well as maintain an … implementation of Solvency II). It will do so by drawing upon real data provided by insurance companies in the solvency and financial …
Persistent link: https://www.econbiz.de/10012310603
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The impact of time discretization on solvency measurement
Schmeiser, Hato; Luca, Daliana - In: Journal of risk finance : the convergence of financial … 18 (2017) 1, pp. 2-20
Persistent link: https://www.econbiz.de/10011653690
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The Decline of Solvency Contagion Risk
Bardoscia, Marco - 2017
We study solvency contagion risk in the UK banking system from 2008 to 2015. We develop a model that only accounts for losses transmitted after banks default, but also for losses due to the fact that creditors revalue their exposures when probabilities of default of their counterparties change....
Persistent link: https://www.econbiz.de/10012952936
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Credit Risk and Solvency Capital Requirements
Allali, Jérémy - 2019
This article constructs a recovery-based framework for computing the credit Solvency Capital Requirements of insurers under the constant position paradigm. Although this framework is most suited under the Solvency 2 regulation, it also provides concepts that can be useful under the Basel...
Persistent link: https://www.econbiz.de/10012903500
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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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Will Solvency II Market Risk Requirements Bite? The Impact of Solvency II on Insurers' Asset Allocation
Höring, Dirk - 2012
The European insurance industry is among the largest institutional investors in Europe. Therefore, major reallocations … the insurance companies' investment strategies.Höring, D. (2012), Will Solvency II market risk requirements bite? The …
Persistent link: https://www.econbiz.de/10013109600