approaches focus on classical investors and do not account for specific aspects of insurance companies. In this paper, we … consider the stock selection problem of life insurance companies. In addition to stock risk, our model set-up includes other … insurance solvency regulation, such as Solvency II, we measure risk using the solvency ratio, i.e. the ratio of the insurer …

consistent valuation of insurance liabilities and to the ongoing discussion on revisions of risk margin calculation, by formally … term equity linked life-insurance contracts. We compare the two valuation formulas for liabilities and we estimate the …

approaches focus on classical investors and do not account for specific aspects of insurance companies. In this paper, we … consider the stock selection problem of life insurance companies. In addition to stock risk, our model set-up includes other … insurance solvency regulation, such as Solvency II, we measure risk using the solvency ratio, i. e. the ratio of the insurer …

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 …