Results 31 to 40 of about 5,087,038 (341)
An optimal reinsurance simulation model for non-life insurance in the Solvency II framework
European Actuarial Journal, 2021 In this paper, we propose an approach to explore reinsurance optimization for a non-life multi-line insurer through a simulation model that combines alternative reinsurance treaties.
Alberto Zanotto, G. P. Clemente
semanticscholar +1 more source
SOLVENCY II: THE IMPLICATIONS OF ITS APPLICATION ON THE ROMANIAN INSURANCE MARKET
Studies and Scientific Researches: Economics Edition, 2014 Solvency II is a European directive whose purpose is to update the regulations concerning the insurance market. This is more than a set of rules on the solvency of insurance companies and is a comprehensive set of rules on the entire insurance market ...
Ioan Marius Ciotina
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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
Investment Activities of Polish Insurance Companies Before and After Solvency II
Foundations of Management, 2021 Insurance companies operate in a turbulent, constantly changing environment. The insurance market plays an important role in the economy. On the one hand, it is characterized by the dynamic development of services based on new technologies and ...
Daniel Szaniewski
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
doaj +3 more sources
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
doaj
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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