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The solvency of petroleum spirits -- Resin solvency of commercial spirits [PDF]
Industrial & Engineering Chemistry Analytical Edition, 1939 M. R. Lipkin, S. S. Kurtz, W. T. Harvey
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Insurance: Mathematics and Economics, 1990
Abstract As former students of Jean Haezendonck, we both enjoyed very much the profound lectures he gave on Risk Theory at the University of Antwerp over a long period of time. The key feature in these lectures always was mathematical rigour; he never stated for instance that a particular process was strong Markov say without actually proving it. The
Lode Wouters, Paul Embrechts
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Abstract As former students of Jean Haezendonck, we both enjoyed very much the profound lectures he gave on Risk Theory at the University of Antwerp over a long period of time. The key feature in these lectures always was mathematical rigour; he never stated for instance that a particular process was strong Markov say without actually proving it. The
Lode Wouters, Paul Embrechts
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The Solvency Capital Requirement
2014This chapter provides a deep analysis of the first pillar of the European regulatory framework on capital requirements for the insurance industry and has six main goals: describing the principles for the assessment of insurers’ assets, liabilities, and own funds according to the first pillar of Solvency II (Directive 2009/138/EC), and in order to
Maria Grazia Starita, Irma Malafronte
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A theory of risk, return and solvency
Insurance: Mathematics and Economics, 1995zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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2014
Introduction The principal tasks in general insurance are solvency and pricing. Solvency is the financial control of liabilities under nearly worst-case scenarios. The target is the so-called reserve ; i.e., the upper percentiles q e of the portfolio liability X . Modelling was reviewed in the preceding chapters, and the issue now is computation.
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Introduction The principal tasks in general insurance are solvency and pricing. Solvency is the financial control of liabilities under nearly worst-case scenarios. The target is the so-called reserve ; i.e., the upper percentiles q e of the portfolio liability X . Modelling was reviewed in the preceding chapters, and the issue now is computation.
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A Comparative Assessment of Basel II/III and Solvency II
Geneva Papers on Risk and Insurance: Issues and Practice, 2012Nadine Gatzert
exaly