that insurance companies hold. Until very recently and within the scope of Solvency II, liquidity risk was only considered … under Pillar II, i.e. the proposal was that insurance companies should perform a mere qualitative evaluation of it. Nowadays … Portuguese insurance sector, using actual portfolio holdings. The main empirical findings confirm liquidity risk is an important …

In the framework of collective risk theory models, the dynamic solvency insurance contract is studied. Whenever the … net single premium of solvency insurance by considering two different definitions of ruin, referring to models modified by …

answer to a fundamental regulator request: the capital to be held by insurance company to meet obligations over the following …

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 …

considered. After the discussion of the new regulatory framework of the European insurance market, we carry out a comparative …

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 …

Insurance companies operate in a turbulent, constantly changing environment. The insurance market plays an important … conducting insurance activities - including new legal regulations - and has to counter global challenges, such as the crisis …. The article indicates the legal basis of the restrictions applicable to insurance companies in relation to their …