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Will Solvency II market risk requirements bite? : the impact of Solvency II on insurers' asset allocation
Höring, Dirk - In: The Geneva papers on risk and insurance - issues and … 38 (2013) 2, pp. 250-273
Persistent link: https://www.econbiz.de/10009752622
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Capital requirement modeling for market and non-life premium risk in a dynamic insurance portfolio
Cotticelli, Stefano; Savelli, Nino - In: Annals of actuarial science : publ. by the Institute of … 18 (2024) 1, pp. 205-236
Persistent link: https://www.econbiz.de/10014519979
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Risk measures and capital requirements : a critique of the Solvency II approach
Floreani, Alberto - In: The Geneva papers on risk and insurance - issues and … 38 (2013) 2, pp. 189-212
Persistent link: https://www.econbiz.de/10009752627
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Equity solvency capital requirements : what institutional regulation can learn from private investor regulation
Swinkels, Laurens; Blitz, David; Hallerbach, Winfried G.; … - In: The Geneva papers on risk and insurance - issues and … 43 (2018) 4, pp. 633-652
Persistent link: https://www.econbiz.de/10012256515
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Discretionary decisions in capital requirements under Solvency II
Grochola, Nicolaus; Schlütter, Sebastian - 2023 - This version: June 2023
The capital requirements of Solvency II allow insurers to make discretionary choices. Besides extensive possibilities regarding the choice of a risk model (ranging between a regulatory prescribed standard formula to a full self-developed internal model), insurers can make use of transitional...
Persistent link: https://www.econbiz.de/10014287830
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Bond portfolio management under Solvency II regulation
Drenovak, Mikica; Ranković, Vladimir; Urošević, Branko; … - In: The European journal of finance 27 (2021) 9, pp. 857-879
Persistent link: https://www.econbiz.de/10012516137
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Economic neutral position : how to best replicate not fully replicable liabilities?
Kunz, Andreas; Popp, Markus - In: Insurance / Mathematics & economics 96 (2021), pp. 53-67
Persistent link: https://www.econbiz.de/10012482749
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An assessment of the market risk solvency capital requirement simplifications for insurance undertakings
Poufinas, Thomas; Tsitsika, Panagiota - In: Theoretical economics letters 8 (2018) 11, pp. 2363-2387
Persistent link: https://www.econbiz.de/10011911674
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Portfolio optimization under Solvency II
Escobar, Marcos; Kriebel, Paul; Wahl, Markus; Zagst, Rudi - In: Decision making and risk/return optimization in …, (pp. 193-227). 2019
Persistent link: https://www.econbiz.de/10012134801
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Quantifying credit and market risk under Solvency II: Standard approach versus internal model
Gatzert, Nadine; Martin, Michael - In: Insurance: Mathematics and Economics 51 (2012) 3, pp. 649-666
model with a partial internal risk model using a rating-based credit risk model that accounts for credit, equity, and …
Persistent link: https://www.econbiz.de/10010594514