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Solvency II Shocks in Life Reinsurance
SSRN Electronic Journal, 2012In this paper I present simplifications on how Solvency II mortality and lapse shocks should be performed in life reinsurance. I present an individual and collective risk model approach to model mortality and lapse risks repsectively. I extract closed form solutions for best estimates and where possible for SCRs.
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Solvency II: solventnost v pojišťovnictví
2017This thesis is dedicated to Solvency II, a regulatory framework for insurance and reinsurance companies effective in European Union. Firstly, it explains the notion solvency and also describes the principles of the regulation itself. Another part is focused on the calculation of solvency capital requirement and minimal capital requirement, using ...
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Solvency II und Gruppenaufsicht
Zeitschrift für Unternehmens- und Gesellschaftsrecht, 2014Meinrad Dreher, Christoph Ballmaier
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On the cost of regulation under Solvency II
Life & Pensions, 2008This paper shows that insurers can meets solvency requirements without a great sacrifice to the expected return either of themselves or their policy-holders and thus that the regulation through Solvency II is not very “costly”
Pelsser, A., Bernard, C., Chen, A.
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Product pricing and solvency capital requirements for long-term care insurance
Scandinavian Actuarial Journal, 2017Adam W Shao +2 more
exaly
Chain End‐Functionalized Polymer Brushes with Switchable Fluorescence Response
Macromolecular Chemistry and Physics, 2019Sinem Tas +2 more
exaly