Results 271 to 280 of about 5,087,038 (341)

Solvency II

2017
Il presente capitolo offre una panoramica dei principali cambiamenti nella concreta operatività di una compagnia di assicurazione alla luce della recente introduzione della nuova cornice regolamentare "Solvency II".
De Angelis, C, Fortunato, R, Nicotera, R, Santoboni, F, Tosti, A.   +4 more
openaire   +3 more sources

A new skewness adjustment for Solvency II SCR standard formula

Scandinavian Actuarial Journal
Under the Solvency Capital Requirement (SCR) formula of European Solvency II, the required capital for an insurer is calculated as the Value-at-Risk of the aggregate loss, utilizing a modular approach with a set of fixed correlations among business lines.
Heejin Kim, Jeongsoo Kim, J. Kim
semanticscholar   +1 more source

Evaluating Solvency II Implementation in Emerging Markets: A Quantitative Analysis of Algeria's Alliance Insurance Company (2017-2021)

Journal of Posthumanism
This study provides a comprehensive assessment of Solvency II quantitative requirements and their application in an emerging market context, focusing on Alliance Insurance Company, one of Algeria's leading insurers. Using a longitudinal analysis spanning
Meriem Sid, Ismail Bengana, Khaled Mili, Nourredine Khababa, Mohammed Soufiane Benmoussa   +4 more
semanticscholar   +1 more source

Quantum internal models for Solvency II and quantitative risk management

British Actuarial Journal
This paper extends previous research on using quantum computers for risk management to a substantial, real-world challenge: constructing a quantum internal model for a medium-sized insurance company.
M. Amjad
semanticscholar   +1 more source

Enterprise risk management and Solvency II: the system of governance and the Own Risk and Solvency Assessment

, 2020
The purpose of this paper is to analyze how enterprise risk management (ERM), the system of governance and the Own Risk and Solvency Assessment (ORSA) have been boosted with the entry of Solvency II.,For this analysis, the authors have undertaken a ...
Pablo Durán Santomil, L. O. González
semanticscholar   +1 more source

Time Consistent Solvency Capital Requirement Under Solvency II.

SSRN Electronic Journal, 2020
In this paper, we analyse the current dynamic definitions of the Solvency Capital Requirement (SCR) and we propose a new dynamic and time consistent formulation of the SCR, that is compliant with the Solvency II directive. In case of a single liability cash-flow at maturity, Devolder and Lebegue (2017) analyse the time-consistent dynamic formulation of
openaire   +1 more source

FUNDAMENTAL DEFINITION OF THE SOLVENCY CAPITAL REQUIREMENT IN SOLVENCY II

ASTIN Bulletin, 2014
AbstractIt is essential for insurance regulation to have a clear picture of the risk measures that are used. We compare different mathematical interpretations of the Solvency Capital Requirement (SCR) definition from Solvency II that can be found in the literature.
Christiansen, Marcus C., Niemeyer, Andreas   +1 more
openaire   +2 more sources

Solvency II

In the recent past, many insurance companies dealt with problems with respect to whether they would be able to handle successfully the risks dealt by them. Moreover, a variety of new investment and insurance products has been developed during the last years resulting at the development of the risks’ management to a substantial extent.
openaire   +2 more sources

Solvency II and sovereign credit risk: Additional empirical evidence and some thoughts about implications for regulators and lawmakers

, 2020
Techniques of time series analysis are used to examine 30 year government bond yields in Germany, France, Italy and Spain. The empirical evidence reported here seems to imply that fixed income markets have reacted to the recent economic and financial ...
Tobias Basse
semanticscholar   +1 more source

Gruppenaufsicht unter Solvency II

Zeitschrift für die gesamte Versicherungswissenschaft, 2008
Im Entwurf der Solvency II Rahmenrichtlinie wird auch die Aufsicht uber Versicherungsgruppen grundlegend umgestaltet. Das neue Konzept etabliert eine eigenstandige Gruppenaufsichtsbehorde (sog. „Group Supervisor“), auf den die derzeitigen gruppenaufsichtsrechtlichen Zustandigkeiten der nationalen Solo-Aufsichtsbehorden konzentriert werden.
openaire   +1 more source