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A neural network model for solvency calculations in life insurance
Fernandez-Arjona, Lucio - In: Annals of actuarial science : publ. by the Institute of … 15 (2021) 2, pp. 259-275
Persistent link: https://www.econbiz.de/10012593579
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Calculation of solvency capital requirements for non-life underwriting risk using generalized linear models
Valecký, Jiří - In: Prague economic papers : a bimonthly journal of … 26 (2017) 4, pp. 450-466
Persistent link: https://www.econbiz.de/10011723946
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Risk- and value-based management for non-life insurers under solvency constraints
Eckert, Johanna; Gatzert, Nadine - In: European journal of operational research : EJOR 266 (2018) 2, pp. 761-774
Persistent link: https://www.econbiz.de/10011811930
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The aporetic financialisation of insurance liabilities : reserving under Solvency II
Fytros, Charalampos - In: Finance and society 7 (2021) 1, pp. 20-39
regulatory regime of Solvency II (S2) has come to require market-consistent valuation supplemented by a risk-sensitive capital …
Persistent link: https://www.econbiz.de/10013194083
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Optimal investment strategies for insurance companies when capital requirements are imposed by a standard formula
Fischer, Katharina; Schlütter, Sebastian - In: The Geneva risk and insurance review 40 (2015) 1, pp. 15-40
Persistent link: https://www.econbiz.de/10011430682
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Quantifying market risk with Value-at-Risk or Expected Shortfall? : consequences for capital requirements and model risk
Kellner, Ralf; Rösch, Daniel - In: Journal of economic dynamics & control 68 (2016), pp. 45-63
Persistent link: https://www.econbiz.de/10011708407
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Optimal reinsurance policies with two reinsurers in continuous time
Meng, Hui; Zhou, Ming; Siu, Tak Kuen - In: Economic modelling 59 (2016), pp. 182-195
Persistent link: https://www.econbiz.de/10011647797
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Optimal investment and reinsurance strategies for insurers with generalized mean-variance premium principle and no-short selling
Zhang, Xin; Meng, Hui; Zeng, Yan - In: Insurance / Mathematics & economics 67 (2016), pp. 125-132
Persistent link: https://www.econbiz.de/10011457200
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Corrected phase-type approximations of heavy-tailed risk models using perturbation analysis
Vatamidou, Eleni; Adan, Ivo; Vlasiou, Maria; Zwart, Bert - In: Insurance / Mathematics & economics 53 (2013) 2, pp. 366-378
Persistent link: https://www.econbiz.de/10010195917
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On a discrete-time risk model with claim correlated premiums
Wu, Xueyuan; Chen, Mi; Guo, Junyi; Jin, Can - In: Annals of actuarial science : publ. by the Institute of … 9 (2015) 2, pp. 322-342
Persistent link: https://www.econbiz.de/10011542048