Results 11 to 20 of about 5,087,038 (341)

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

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

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

Investment Portfolio Allocation and Insurance Solvency: New Evidence from Insurance Groups in the Era of Solvency II

Risks
This 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

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

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., Fusai, G., Gambaro, A. M., Ghilarducci, A.   +3 more
core   +3 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

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   +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, Francesco Della Corte, N. Savelli   +2 more
semanticscholar   +1 more source