Results 31 to 40 of about 4,684,020 (381)
The aporetic financialisation of insurance liabilities: Reserving under Solvency II
Finance and Society, 2021 The valuation of insurance liabilities has traditionally been dealt with by actuaries, who closely monitored underlying illiquid features, assumed a long-term perspective, and exercised their own subjective, expert judgment.
Charalampos Fytros
semanticscholar +1 more source
Generating unfavourable VaR scenarios under Solvency II with patchwork copulas
Dependence Modeling, 2021 The central idea of the paper is to present a general simple patchwork construction principle for multivariate copulas that create unfavourable VaR (i.e. Value at Risk) scenarios while maintaining given marginal distributions.
Dietmar Pfeifer, O. Ragulina
semanticscholar +1 more source
Solvency II bij verzekeraars: een analyse van jaarrekeningen [PDF]
MAB, 2009 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
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Applying lessons learnt from deficiencies in the basel accords to Solvency II
Journal of Economic and Financial Sciences, 2013 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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North American Actuarial Journal, 2020 Cyber risk is becoming more significant for insurance companies in both underwriting and operational risk terms, but the characteristics of cyber risk are still not yet well understood.
M. Eling, Werner Schnell
semanticscholar +1 more source
المجلة الدولية للأداء الاقتصادي, 2023 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
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Calculation of solvency capital requirements for non-life underwriting risk using generalized linear models [PDF]
, 2017 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
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Agricultural insurance under the Solvency II Directive [PDF]
Ekonomika Poljoprivrede (1979), 2014 Solvency II Directive represents a new framework of unique solvency regulation of insurance and reinsurance companies in the European Union. Although it has not yet been implemented in national legislations, it can be concluded, based on the directive ...
Njegomir Vladimir +2 more
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Approaches to Formation of Technical Reserves of Insurance Organizations: Domestic Realities and International Requirements [PDF]
Problemi Ekonomiki, 2017 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
Problemy Zarządzania, 2013 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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