Results 41 to 50 of about 5,087,038 (341)
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
core +1 more source
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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Solvency II approach to the risk management in commercial insurance companies
Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 2010 In the year 2001, the European Comission started to revise the legislation Solvency I and to implement a new approach called Solvency II. The regulation called Solvency II is based on regulation considering management of risks of commercial insurance ...
Eva Vávrová
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Generating VaR scenarios with product beta distributions [PDF]
, 2018 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
Decisions in Economics and FinanceThis study addresses the assessment of capital requirements in life insurance for idiosyncratic demographic risks arising from mortality and longevity in compliance with the Solvency II framework.
G. P. Clemente +2 more
semanticscholar +1 more source
Solvency II, or how to sweep the downside risk under the carpet [PDF]
Insurance, Mathematics & Economics, 2017 Under Solvency II the computation of capital requirements is based on value at risk (V@R). V@R is a quantile-based risk measure and neglects extreme risks in the tail. V@R belongs to the family of distortion risk measures.
Stefan Weber
semanticscholar +1 more source
Analiza wypłacalności zakładów ubezpieczeń w Solvency II na przykładzie wybranych ubezpieczycieli
Ruch Prawniczy, Ekonomiczny i Socjologiczny, 2018 Wypłacalność jest jednym z kluczowych czynników funkcjonowania każdego przedsiębiorstwa, w tym w szczególności zakładów ubezpieczeń. Z uwagi na charakter prowadzonej działalności kwestia wypłacalności ubezpieczycieli jest od dawna szczegółowo ...
Piotr Manikowski, Rafał Matuła
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Solvency I and Solvency II in Insurance Business [PDF]
Český finanční a účetní časopis, 2006 Zaklady projektu Solventnost II už byly položeny. Struktura je budovana na třech piliřich, obsahově srovnatelnými s Basel II. Přesto se vsak některými detaily mohou od sebe lisit. Těmito třemi piliři budou financni zdroje, řidici kontroly a tržni disciplina. Jeden z konceptu, který zcela jistě bude pro pojisťovny nový, bude orientace na kapital.
openaire +1 more source
A Solvency II Partial Internal Model Considering Reinsurance and Counterparty Default Risk
Journal of Risk and Financial ManagementEstimating the expected capital and its variability is a crucial objective for a non-life insurance company, which enables the firm to develop effective management strategies. Many studies have been devoted to this topic, with simulative approaches being
Matteo Crisafulli
semanticscholar +1 more source