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Assessing the model risk with respect to the interest rate term structure under Solvency II

Martin, Michael - In: Journal of risk finance : the convergence of financial … 14 (2013) 3, pp. 200-233

Persistent link: https://www.econbiz.de/10009759786

Essays on longevity risk : modeling, measurement, and management

Börger, Matthias - 2013

Persistent link: https://www.econbiz.de/10010232083

Modeling the mortality trend under modern solvency regimes

Börger, Matthias; Fleischer, Daniel; Kuksin, Nikita - In: Astin bulletin : the journal of the International … 44 (2014) 1, pp. 1-38

Persistent link: https://www.econbiz.de/10010240695

The impact of private equity on a life insurer's capital charges under Solvency II and the Swiss Solvency Test

Braun, Alexander; Schmeiser, Hato; Siegel, Caroline <1983-> - In: The journal of risk and insurance : the journal of the … 81 (2014) 1, pp. 113-158

Persistent link: https://www.econbiz.de/10010340231

Risk management and regulatory aspects of life insurance companies with a special focus on disability insurance

Niemeyer, Andreas Johannes - 2014

Persistent link: https://www.econbiz.de/10011442704

Interest rate risk, longevity risk and the solvency of life insurers

Berdin, Elia - 2016 - This version: September 2016

In this paper I assess the effect of interest rate risk and longevity risk on the solvency position of a life insurer selling policies with minimum guaranteed rate of return, profit participation and annuitization option at maturity. The life insurer is assumed to be based in Germany and...

Persistent link: https://www.econbiz.de/10011535876

Executive's guide to Solvency II

Buckham, David; Wahl, Jason; Rose, Stuart - 2010

A straightforward guide to the evolution, benefits, and implementation of Solvency II Providing a guide to the evolution, practice, benefits, and implementation of Solvency II, Executive's Guide to Solvency II deftly covers this major European regulation which ensures that insurers can meet...