Results 21 to 30 of about 4,824 (265)
Multi-Period Loan Interest Rate Nash Model with Basel II Solvency Constraint
Известия Иркутского государственного университета: Серия "Математика", 2022 This paper introduces multi–period loan interest rate Nash game models in the banking sector under regulatory solvency constraints. By taking solvency constraint as Basel II and modelling economic condition as AR(1) process, we obtain results regarding ...
Kh. Enkhbayar, G. Battulga, S. Batbileg
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On the dual of the solvency cone
Discrete Applied Mathematics, 2015 15 ...
Andreas Löhne, Birgit Rudloff
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Wycena aktywów i pasywów zakładów ubezpieczeń a wymogi wypłacalności
Problemy Zarządzania, 2013 This article presents the main differences in the valuation of insurance companies in terms of accounting and reporting for solvency purposes. However, it is worth mentioning that the solutions in the measurement of assets and liabilities for solvency ...
Ewa Spigarska
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Op naar het eerste lustrum van Solvency II: een beschrijving van de uitkomsten [PDF]
MAB, 2021 Sinds 2016 is Solvency II het toezichtsraamwerk voor verzekeraars. Solvency II vereist een nieuwe manier van waardering en risicometing. Daardoor verandert ook de solvabiliteitsratio.
René Doff, Wai-Chong Evink
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Electron. Colloquium Comput. Complex., 2008 We study the decision theory of a maximally risk-averse investor --- one whose objective, in the face of stochastic uncertainties, is to minimize the probability of ever going broke. With a view to developing the mathematical basics of such a theory, we start with a very simple model and obtain the following results: a characterization of best play by ...
Noam Berger +3 more
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Solvency I and Solvency II in Insurance Business [PDF]
Český finanční a účetní časopis, 2006 Zaklady projektu Solventnost II už byly položeny. Struktura je budovana na třech piliřich, obsahově srovnatelnými s Basel II. Přesto se vsak některými detaily mohou od sebe lisit. Těmito třemi piliři budou financni zdroje, řidici kontroly a tržni disciplina. Jeden z konceptu, který zcela jistě bude pro pojisťovny nový, bude orientace na kapital.
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COMPARATIVE STUDY ON MAIN SOLVENCY ASSESSMENT MODELS FOR INSURANCE FIELD [PDF]
Challenges of the Knowledge Society, 2015 During the recent financial crisis of insurance domain, there were imposed new aspects that have to be taken into account concerning the risks management and surveillance activity.
Daniela Nicoleta SAHLIAN
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Analysis of the Debt-paying Ability of Listed Companies: A Case Study Using BYD Company as a Sample [PDF]
SHS Web of ConferencesThis paper gives a complete knowledge of BYD’s financial performance through a thorough examination of its financial statements and related indicators.
Zhuo Tonghui
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Solvency II en Bazel II Overeenkomsten en verschillen [PDF]
MAB, 2007 Solvency II, de richtlijn die het toezichtraamwerk voor verzekeraars herziet, krijgt concreet gestalte en komt naderbij. Inmiddels is de tweede Quantitative Impact Study (QIS 2) achter de rug. Een vergelijking met Bazel II ligt voor de hand.
R. R. Doff, J. Bilderbeek
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المجلة الدولية للأداء الاقتصادي, 2023 This work aims to present the solvency system currently in the insurance sector in Algeria, more precisely the Solvency I Directive. To identify the shortcomings and limitations of the prudential regulation and finally, to offer recommendations ...
Yacine Mohamed DAHMANI, Ouali ARKOUB
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