Results 1 to 10 of about 4,684,020 (381)

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
doaj   +4 more sources

An alternative approach to manage mortality catastrophe risks under Solvency II [PDF]

Risk Management, 2023
The Solvency II Directive, in its standard formula, proposes that a permanent 15% increase should be applied to mortality rates for covering normal deviations of mortality and that the rates should be increased uniformly over just the following year by 1.
Lledó J, Pavía J, Salas J.
europepmc   +2 more sources

Survey of the readiness of insurance companies in Serbia for solvency II [PDF]

Ekonomski Anali, 2017
The main objective of this paper is to analyse the readiness of the largest insurance companies operating in Serbia to implement the upcoming Solvency II regulation. The survey was conducted in 2014 using a questionnaire comprising 30 questions.
Ilić Mirjana, Avdalović Veselin, Obadović Milica   +2 more
doaj   +2 more sources

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
doaj   +5 more sources

Solvency II solvency capital requirement for life insurance companies based on expected shortfall. [PDF]

Eur Actuar J, 2017
This paper examines the consequences for a life annuity insurance company if the solvency II solvency capital requirements (SCR) are calibrated based on expected shortfall (ES) instead of value-at-risk (VaR).
Boonen TJ.
europepmc   +2 more sources

Fire Risk Sub-Module Assessment under Solvency II. Calculating the Highest Risk Exposure

Mathematics, 2021
The European Directive 2009/138 of Solvency II requires adopting a new approach based on risk, applying a standard formula as a market proxy in which the risk profile of insurers is fundamental.
Elena Badal-Valero, Vicente Coll-Serrano, Jorge Segura-Gisbert   +2 more
doaj   +2 more sources

Capital Allocation Methods under Solvency II: A Comparative Analysis

Mathematics, 2022
The objective of this document is to analyze different methods that an insurer can use to allocate capital to his or her different lines of business or business segments under Solvency II.
Pablo Durán-Santomil, Luís Otero-González   +1 more
doaj   +2 more sources

Comparative Assessment of Risk-Based Capital, Solvency II and Swiss Solvency Test

Theoretical and Applied Economics, 2018
The goal of this article is to provide an updated evaluation and comparative analysis of three insurance regulatory regimes: Risk-Based Capital applied in United States of America, Solvency II used in European Union and Swiss Solvency Test applied in ...
Aurora Elena DINA (MANOLACHE)
doaj   +1 more source

Generating VaR scenarios with product beta distributions [PDF]

Risks, 2018
We propose a Monte Carlo simulation method to generate stress tests by VaR scenarios under Solvency II for dependent risks on the basis of observed data.
Pfeifer, Dietmar, Ragulina, Olena
core   +4 more sources

RecessionRisk⁺: A Novel Recession Risk Model with Applications to the Solvency II Framework and Recession Crises Forecasting

Mathematics
The Solvency II regulatory framework requires European insurance companies to guarantee their solvability and stability by retaining enough Own Funds to cover future unexpected losses at a given confidence level.
Jacopo Giacomelli, Luca Passalacqua
doaj   +2 more sources