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A stochastic forward-looking model to assess the profitability and solvency of European insurers
Berdin, Elia; Pancaro, Cosimo; Kok Sørensen, Christoffer - 2016
solvency of the main euro area insurance sectors. We model the balance sheet of an insurance company encompassing both life and … non-life business and we calibrate it using country level data to make it representative of the major euro area insurance … of insurers to adverse financial developments heavily depends on the diversification of their business mix. Finally, the …
Persistent link: https://www.econbiz.de/10012061973
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A stochastic forward-looking model to assess the profitability and solvency of European insurers
Berdin, Elia; Kok Sørensen, Christoffer; Pancaro, Cosimo - 2017
solvency of the main euro area insurance sectors. We model the balance sheet of an insurance company encompassing both life and … non-life business and we calibrate it using country level data to make it representative of the major euro area insurance … of insurers to adverse financial developments heavily depends on the diversification of their business mix. Finally, the …
Persistent link: https://www.econbiz.de/10011637362
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Global consistent or market-oriented? : a quantitative assessment of RBC standards, solvency II, and C-ROSS
Liu, Shuyan; Jia, Ruo; Zhao, Yulong; Sun, Qixiang - In: Pacific-Basin finance journal 57 (2019), pp. 1-23
Persistent link: https://www.econbiz.de/10012170586
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Strategic asset allocation for insurers under Solvency II
Kouwenberg, Roy - In: The journal of asset management 19 (2018) 7, pp. 447-459
Persistent link: https://www.econbiz.de/10011958122
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Solvency II : stakeholder communications and change
O'Donovan, Gabrielle - 2014 - 2. ed.
Persistent link: https://www.econbiz.de/10011381418
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A note on the appropriate choice of risk measures in the solvency assessment of insurance companies
Wagner, Joël - In: Journal of risk finance : the convergence of financial … 15 (2014) 2, pp. 110-130
Persistent link: https://www.econbiz.de/10010337470
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The risk of model misspecification and its impact on solvency measurement in the insurance sector
Schmeiser, Hato; Siegel, Caroline <1983->; Wagner, Joël - In: Journal of risk finance : the convergence of financial … 13 (2012) 4, pp. 285-308
Persistent link: https://www.econbiz.de/10009623468
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The solvency requirements in the project Solvency II : evaluating the impact of insurance companies' financial results
Jurkonyte, Edita; Girdzijauskas, Stasys A. - In: Transformations in business & economics : scholarly papers 9 (2010) 3, pp. 147-157
Persistent link: https://www.econbiz.de/10009531837
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Multivariate stress scenarios and solvency
McNeil, Alexander J.; Smith, Andrew D. - In: Insurance / Mathematics & economics 50 (2012) 3, pp. 299-308
Persistent link: https://www.econbiz.de/10009544172
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Derivative hedging and insurer solvency : evidence from taiwan
Shiu, Yung-ming - In: The Geneva papers on risk and insurance - issues and … 35 (2010) 3, pp. 469-483
Persistent link: https://www.econbiz.de/10008904953