Discretionary Decisions in Capital Requirements under Solvency II
#insurers have discretion to determine #solvencyii #capitalrequirements. We find that long-term guarantees measures substantially...
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Rechercher
11 juil. 2023
IFRS 17 Challenges for Reinsurance: Fitting a Square Peg in a Round Hole
"This article provides an insightful overview of the challenges encountered by the #insuranceindustry when applying the requirements of...
7 juil. 2023
A cohort-based Partial Internal Model for demographic risk
The study proposes a method to assess #demographic #risk within the #solvencyii #regulations, using compact formulas to analyse...
13 mars 2023
Incorporating Explicit General Inflation in the Estimation of the Non-Life Claims Reserve
"We consider two possible approaches to the problem of incorporating explicit general (i.e. economic) #inflation in the #non_life...
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