significant risk on pension providers and life insurance companies, and is referred to as longevity risk. The new Solvency II … develop a methodology to determine reserve requirements for longevity risk in life insurance products. We consider the case … that yields an accurate approximation for the required solvency capital for different portfolios of life insurance products …

This paper provides a welfare analysis of solvency regulation for catastrophe insurance. We consider an economy with … optimal insurance contract features full coverage and is Pareto optimal if and only if it includes participation in the …

In this paper, we construct new valuation schemes for the liabilities and economic capital of insurance companies … assessing a life insurance company's own funds consists in replacing the market-consistent parametrization with a utility …

characteristics of different causes of life catastrophe risk are identified. The advice of the Committee of European Insurance and … Occupational Pensions Supervisors (CEIOPS), now the European Insurance and Occupational Pensions Authority (EIOPA), regarding the …