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Managing the Insolvency Risk of Insurance Companies : Proceedings of the Second International Conference on Insurance Solvency

Cummins, J. David - 1991

I Operational Models of Risk Assessment -- 1 An Analysis of Underwriting Cycles and their Effects on Insurance Solvency … -- 2 A Management Model of a General Insurance Company Using Simulation Techniques -- 3 Classifying Financial Distress in … the Life Insurance Industry -- 4 Variability of Pension Contributions and Fund Levels with Random Rates of Return -- 5 The …

Persistent link: https://www.econbiz.de/10013520034

The impact of ERM on insurer performance under the Solvency II regulatory framework

Otero-González, Luis; Durán Santomil, Pablo; Hoyt, … - In: The European journal of finance 29 (2023) 4, pp. 419-443

Persistent link: https://www.econbiz.de/10014322536

Solvency determinants : evidence from the Takaful insurance industry

Alokla, Jassem; Daynes, Arief; Pagas, Paraskevas; … - In: The Geneva papers on risk and insurance - issues and … 48 (2023) 4, pp. 847-871

Persistent link: https://www.econbiz.de/10014372024

Diversification and Solvency II : the capital effect of portfolio swaps on non-life insurers

Sheehan, Barry; Humberg, Christian; Shannon, Darren; … - In: The Geneva papers on risk and insurance - issues and … 48 (2023) 4, pp. 872-905

Persistent link: https://www.econbiz.de/10014372036

Supervisory Insurance Accounting : Mathematics for Provision - and Solvency Capital - Requirements

Eisele, Karl-Theodor - 2012

This paper aims at providing a mathematical foundation for the terms of the well spread supervisory rule 'initial market value of assets must be at least equal to provision plus solvency capital'.It starts with a risk-adjusted assessment - given by a set of test probabilities - of the future...

Persistent link: https://www.econbiz.de/10013109360

Own funds under solvency regime

Wünsch, Pavel - In: European financial and accounting journal : EFAJ 12 (2017) 3, pp. 87-102

European legislation for the prudential regulation of insurance and reinsurance sector has existed since the 1970s … represents a crucial modernization of European insurance regulation. Each of these regimes prescribes its own rules for the …

Persistent link: https://www.econbiz.de/10011818213

Identifying scenarios for the own risk and solvency assessment of insurance companies

Aigner, Philipp - 2023

Most insurers in the European Union determine their regulatory capital requirements based on the standard formula of Solvency II. However, there is evidence that the standard formula inaccurately reflects insurers’ risk situation and may provide misleading steering incentives. In the second...

Persistent link: https://www.econbiz.de/10014252282

Optimal equity protection of Solvency II regulated portfolios

Vaucher, Benoit - In: Journal of risk 20 (2017/2018) 3, pp. 69-81

Persistent link: https://www.econbiz.de/10011847474

Alternative capital requirement for insurers : possibilities and issues

Zariņa, Ilze; Voronova, Irina; Pettere, Gaida - In: International journal of economics and business … 21 (2021) 1, pp. 41-61

Persistent link: https://www.econbiz.de/10012508726

On the cost-of-capital rate under incomplete market valuation

Albrecher, Hansjörg; Eisele, Karl-Theodor; Steffensen, … - In: The journal of risk & insurance 89 (2022) 4, pp. 1139-1158

Persistent link: https://www.econbiz.de/10013465899