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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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Efficient risk allocation within a non-life insurance group under Solvency II regime
Asimit, Alexandru V.; Badescu, Alexandru M.; Haberman, … - In: Insurance / Mathematics & economics 66 (2016), pp. 69-76
Persistent link: https://www.econbiz.de/10011442691
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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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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
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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
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Handbook of solvency for actuaries and risk managers : theory and practice
Sandstrom, Arne. - 2011
pt. A. Solvency introduction -- pt. B. Valuation, investments, and capital -- pt. C. Modeling and measuring -- pt. D. European solvency II general ideas, valuation and investment : final advice -- pt. E. Solvency II : standard formula framework -- pt. F. Backgrounds and calibrations.
Persistent link: https://www.econbiz.de/10015068446
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Handbook of solvency for actuaries and risk managers : theory and practice
Sandström, Arne - 2011
: Theory and Practice focuses on the valuation of assets and liabilities, the calculation of capital requirement, and the …
Persistent link: https://www.econbiz.de/10011826214
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The effects of Contingent Convertible (CoCo) bonds on insurers' capital requirements under Solvency II
Gründl, Helmut; Niedrig, Tobias - 2015
banking industry. Especially life insurance companies could serve as CoCo bond holders as they are already the largest … during the current low interest rate period. Our contribution provides an insight for life insurance companies to understand …
Persistent link: https://www.econbiz.de/10011317741
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Solvency assessment for insurance groups in the United States and Europe : a comparison of regulatory frameworks
Siegel, Caroline <1983-> - In: The Geneva papers on risk and insurance - issues and … 38 (2013) 2, pp. 308-331
Persistent link: https://www.econbiz.de/10009752618
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Insurers' investment in infrastructure : overview and treatment under Solvency II
Gatzert, Nadine; Kosub, Thomas - In: The Geneva papers on risk and insurance - issues and … 39 (2014) 2, pp. 351-372
Persistent link: https://www.econbiz.de/10010354100