Results 1 to 10 of about 5,087,038 (341)

"Supervision of financial holding companies in Europe : the proposed EU directive on supplementary supervision of financial conglomerates" [PDF]

open access: yes, 2002
On April 24, 2001 the European Commission presented a proposal for a Directive1 introducing supplementary supervision of financial conglomerates (the Proposed Directive). The Proposed Directive requires a closer coordination among supervisory authorities
Gruson, Michael
core  

Signs of dependence and heavy tails in non-life insurance data

open access: yes, 2015
In this paper we study data from the yearly reports the four major Swedish non-life insurers have sent to the Swedish Financial Supervisory Authority (FSA).
Alm, Jonas
core   +1 more source

A Least-Squares Monte Carlo Framework in Proxy Modeling of Life Insurance Companies

open access: yesRisks, 2018
The Solvency II directive asks insurance companies to derive their solvency capital requirement from the full loss distribution over the coming year. While this is in general computationally infeasible in the life insurance business, an application of ...
Anne-Sophie Krah   +2 more
doaj   +1 more source

A Dynamic Solvency Approach for Life Insurance [PDF]

open access: yes
The paper investigates risk management processes in life insurance, in a perspective consistent with the framework of Solvency II. The paper starts with the breakdown of the business dynamics.
Cocozza, Rosa, Di Lorenzo, Emilia
core   +1 more source

Formal and non-formal approaches to the notion of "Risk" : a historical perspective [PDF]

open access: yes, 2008
The paper will focus on the early texts of Galileo Galilei (1613~1623) and Daniel Bernoulli (1738) as examples of pure combinatorical analysis and perspectively considerations within the mathematical discipline of probability theory.
Linhard, Frank
core  

On the role of the liquidity premium in the regulation of insurers [PDF]

open access: yes, 2011
Prepared by Christian Laux, Vienna University of Economics and Business & Center for Financial Studies (CFS) for the “Workshop on Liquidity Premium in Solvency II: Conceptual and Measurement Issues,” DNB Amsterdam, March 18, 2011.
Laux, Christian
core  

BASEL II and SOLVENCY II

open access: yes, 2007
Financial crises, liberalization of financial markets, globalization and more and more sophisticated financial products necessitate appropriate regulations within the financial industry. Nowadays, ever-growing international trading is all the more linked to financial institutions such as banks and insurance companies.
Leurent, Eléonore, Voigt, Tobias
openaire   +1 more source

THE CAUSES OF INSURANCE COMPANIES BANKRUPTCY IN ROMANIA [PDF]

open access: yes
The essential indicator of the financial stability of the insurance companies: their solvency, determines the substantial amendment of the enforcement terms of the insurer’s bankruptcy procedure in reference to those imposed for the initiation of the ...
Luminiţa Tuleaşca
core  

Analysis of Georgia's Unemployment Insurance Trust Fund Reserves [PDF]

open access: yes, 2006
This report analyses several aspects of Georgia's Unemployment Insurance Trust Fund, including the structure and the appropriate target level for the Trust Fund balance for the state of Georgia.
Edward Sennoga
core   +1 more source

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