Results 21 to 30 of about 5,087,038 (341)
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
Maximum Market Price of Longevity Risk under Solvency Regimes: The Case of Solvency II. [PDF]
, 2016 Longevity risk constitutes an important risk factor for life insurance companies, and it can be managed through longevity-linked securities. The market of longevity-linked securities is at present far from being complete and does not allow finding a ...
Helena Leino-Kilpi (3471101) +5 more
core +7 more sources
SPREMNOST BOSNE I HERCEGOVINE NA UVOĐENJE EVROPSKE DIREKTIVE SOLVENCY II
Годишњак Правног факултета у Бањалуци, 2023 Evropska unija uvela je Solvency II - Direktivu 2009/138/EZ Evropskog parlamenta i savjeta o osnivanju i obavljanju djelatnosti osiguranja i reosiguranja (u daljem tekstu: Solvency II), kako bi osigurala finansijsku stabilnost osiguravajuiih društava ...
Емина Имамовић
doaj +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
On the Diversification Effect in Solvency II for Extremely Dependent Risks
Risks, 2023 In this article, we investigate the validity of diversification effect under extreme-value copulas, when the marginal risks of the portfolio are identically distributed, which can be any one having a finite endpoint or belonging to one of the three ...
Yongzhao Chen +4 more
semanticscholar +1 more source
The Quality of Reserve Risk Calculation Models under Solvency II and IFRS 17
Risks, 2022 We analyse four stochastic claims reserving methods in terms of their capability to estimate reserve risk and how successful they are at predicting distributions and VaRs of claim developments in particular.
N. M. Arató, László Martinek
semanticscholar +1 more source
Diversification and Solvency II: the capital effect of portfolio swaps on non-life insurers
The Geneva Papers on Risk and Insurance - Issues and Practice, 2022 Diversification plays a pivotal role under the risk-based capital regime of Solvency II. The new rules reward large and well-diversified insurance companies with relatively low capital requirements compared to those of small and specialised nature.
Barry Sheehan +4 more
semanticscholar +1 more source
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 +2 more
doaj +1 more source
Multi-Period Loan Interest Rate Nash Model with Basel II Solvency Constraint
Известия Иркутского государственного университета: Серия "Математика", 2022 This paper introduces multi–period loan interest rate Nash game models in the banking sector under regulatory solvency constraints. By taking solvency constraint as Basel II and modelling economic condition as AR(1) process, we obtain results regarding ...
Kh. Enkhbayar, G. Battulga, S. Batbileg
doaj +1 more source
Machine Learning-Based Elastic Cloud Resource Provisioning in the Solvency II Framework [PDF]
, 2016 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