Results 11 to 20 of about 4,684,020 (381)
RisksThis study examines the effect of the investment portfolio structure on insurers’ solvency, as measured by the Solvency Capital Requirement ratio.
Thomas Poufinas, Evangelia Siopi
doaj +2 more sources
A market-consistent framework for the fair evaluation of insurance contracts under Solvency II [PDF]
Decisions in Economics and Finance, 2019 The entry into force of the Solvency II regulatory regime is pushing insurance companies in engaging into market consistence evaluation of their balance sheet, mainly with reference to financial options and guarantees embedded in life with-profit funds ...
Casalini, R. +3 more
core +3 more sources
Solvency II între IFRS 4 şi IFRS 17 [PDF]
Revista de Studii Financiare, 2020 Aplicarea începând din anul 2005 a Standardului de Raportare Financiară 4 – Contracte de asigurare (International Financial Reporting Standard 4-IFRS 4) a adus prin obiectivele sale, îmbunătătiri, clarificări, dar şi cerințe privind prezentările ...
Costin Andrei ISTRATE
doaj +1 more source
Risks, 2018 Participating life insurance contracts entitle the policyholder to participate in the company’s annual surplus. Typically, they are also equipped with a surrender option that allows the policyholder to terminate the contract prior to maturity ...
Tobias Burkhart
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PROPERTY RISK UNDER SOLVENCY II: EFFECTS OF DIFFERENT UNSMOOTHING TECHNIQUES
Technological and Economic Development of Economy, 2019 Solvency II imposes risk-based capital requirements on EU insurance companies. This paper evaluates the property risk standard model proposed. The calibration was performed from the IPD UK monthly index total returns for the period between December 1986 ...
Pablo Durán Santomil +3 more
doaj +2 more sources
Liquidity risk and Solvency II [PDF]
Insurance Markets and Companies, 2010 Raquel M. Gaspar, Hugo Sousa
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The information content of the Solvency II ratio relative to earnings
Journal of Risk and Insurance, 2021 Sanan Mukhtarov +2 more
openalex +3 more sources
A Bridge between Local GAAP and Solvency II Frameworks to Quantify Capital Requirement for Demographic Risk [PDF]
Risks, 2021 The aim of this paper is to provide a stochastic model useful for assessing the capital requirement for demographic risk in a framework coherent with the Solvency II Directive.
G. P. Clemente +2 more
semanticscholar +1 more source
A first look back: model performance under Solvency II
European Actuarial Journal, 2023 We consider an empirical backtesting for the Solvency Capital Required (SCR) under Solvency II. Based on empirical facts that the Basic own Funds (BoF) can be assumed to evolve log-normally and have a much lower volatility than the corresponding equity ...
Ralf Korn, Gerhard Stahl
semanticscholar +1 more source
ПОЛЬСЬКИЙ ДОСВІД ВПРОВАДЖЕННЯ SOLVENCY II: ОСОБЛИВОСТІ ТА ІНСАЙТИ ДЛЯ УКРАЇНИ
Сталий розвиток економіки, 2023 У даній статті докладно проаналізовано впровадження стандартів платоспроможності Solvency II в Польщі, починаючи з 2015 року, і розглянуті можливості його застосування для уніфікації операційних стандартів українських фінансових оферентів у контексті ...
Марія Балицька +1 more
semanticscholar +1 more source