Results 81 to 90 of about 63,347 (333)
Modelling the fair value of annuities contracts: the impact of interest rate risk and mortality risk [PDF]
, 2006 The purpose of this paper is to analyze the problem of the fair valuation of annuities contracts. The market consistent valuation of these products requires a pricing framework which includes the two main sources of risk affecting the value of the ...
Ballotta, L., Esposito, G., Haberman, S.
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Advanced Biology, EarlyView.The glomerular filtration barrier (GFB) is the first step of blood filtration by the kidneys. The concerning increase of kidney diseases makes the development of new models essential. In this context, microphysiological glomerular filtration barriers focus on closely reproducing the physiological architecture of the in vivo GFB: podocytes, glomerular ...
Manon Miran +5 more
wiley +1 more source
Contabilidad y Negocios: Revista del Departamento Académico de Ciencias Administrativas, 2017 The new Solvency EU Directive II seeks to avoid repeating the uncertainty and destabilization situation produced in different sectors, especially in the financial, following a mispricing of assets.
Carmen Gloria Francisco Pérez +1 more
doaj
Solvency II Impact on the Romanian Insurance Industry [PDF]
Ovidius University Annals: Economic Sciences Series, 2019 The article provides a quantitative evaluation in which is investigated the impact of the Solvency II on the Romanian insurance industry after three years of the implementation of the new insurance regulatory framework.
Aurora Elena Dina (Manolache)
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PROPERTY RISK UNDER SOLVENCY II: EFFECTS OF DIFFERENT UNSMOOTHING TECHNIQUES
Technological and Economic Development of Economy, 2019 Solvency II imposes risk-based capital requirements on EU insurance companies. This paper evaluates the property risk standard model proposed. The calibration was performed from the IPD UK monthly index total returns for the period between December 1986 ...
Pablo Durán Santomil +3 more
doaj +1 more source
Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin. [PDF]
We consider the classical risk model and carry out a sensitivity and robustness analysis of finite-time ruin probabilities. We provide algorithms to compute the related influence functions.
Christian Mazza +2 more
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Advanced Biology, EarlyView.Infrared (IR) light evokes distinct calcium and water transport responses in astrocytes, depending on stimulation duration and protocol. This study uses widefield imaging and pharmacology to reveal differential engagement of astroglial signaling pathways.
Wilson R. Adams +7 more
wiley +1 more source
MathematicsThe Solvency II regulatory framework requires European insurance companies to guarantee their solvability and stability by retaining enough Own Funds to cover future unexpected losses at a given confidence level.
Jacopo Giacomelli, Luca Passalacqua
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Dependence Modeling, 2016 The purpose of this paper is twofold. First we consider a ruin theory approach along with risk measures in order to determine the solvency capital of long-term guarantees such as life insurances or pension products.
Devolder Pierre, Lebègue Adrien
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, 2006 This thesis focuses on Solvency II and the implications for life insurance. We first give an introduction to insurance and life insurance in general. Then we describe the balance sheet of a life insurance company. We also explain the need for a new framework as well as the participants behind it. Subsequently we focus on the solvency term.
Helland, Erik +1 more
openaire +1 more source