Results 21 to 30 of about 63,347 (333)
Machine Learning-Based Elastic Cloud Resource Provisioning in the Solvency II Framework [PDF]
The Solvency II Directive (Directive 2009/138/EC) is a European Directive issued in November 2009 and effective from January 2016, which has been enacted by the European Union to regulate the insurance and reinsurance sector through the discipline of ...
Casarano, Giuseppe+5 more
core +2 more sources
Solvency II bij verzekeraars: een analyse van jaarrekeningen [PDF]
In dit artikel wordt op basis van jaarverslagen onderzocht in hoeverre verzekeraars klaar zijn voor Solvency II, het nieuwe wettelijke toezichtskader voor verzekeraars.
R. R. Doff
doaj +3 more sources
Applying lessons learnt from deficiencies in the basel accords to Solvency II
Solvency II is the new European Union (EU) legislation that will review the capital adequacy regime for the insurance industry. Considerable progress has been made in the banking sector with the implementation of the Basel Accords (Basel).
Johann Jacobs, Gary van Vuuren
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Solvency II and the Work of CEIOPS [PDF]
This paper by the Committee of European Insurance and Occupational Pensions Supervisors' (CEIOPS) Chair gives an overview of the main current features of the Solvency II project and CEIOPS work on it, at the time of writing (September 2007). After a brief summary of reasons, drivers and objectives for the proposed new regime, some of the details are ...
openaire +3 more sources
This work aims to present the solvency system currently in the insurance sector in Algeria, more precisely the Solvency I Directive. To identify the shortcomings and limitations of the prudential regulation and finally, to offer recommendations ...
Yacine Mohamed DAHMANI, Ouali ARKOUB
doaj
Fire Risk Sub-Module Assessment under Solvency II. Calculating the Highest Risk Exposure
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+2 more
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Calculation of solvency capital requirements for non-life underwriting risk using generalized linear models [PDF]
The paper presents various GLM models using individual rating factors to calculate the solvency capital requirements for non-life underwriting risk in insurance.
Andrade-Silva+10 more
core +1 more source
Generating VaR scenarios with product beta distributions [PDF]
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 +2 more sources
Approaches to Formation of Technical Reserves of Insurance Organizations: Domestic Realities and International Requirements [PDF]
he aim of the article is to study approaches to formation of insurance reserves by insurance companies in Ukraine and the world. The essence and peculiarities of the formation of reserves by insurance organizations in Ukraine are investigated.
Prykaziuk Natalia V.+1 more
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Wycena aktywów i pasywów zakładów ubezpieczeń a wymogi wypłacalności
This article presents the main differences in the valuation of insurance companies in terms of accounting and reporting for solvency purposes. However, it is worth mentioning that the solutions in the measurement of assets and liabilities for solvency ...
Ewa Spigarska
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