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...
29 juil. 2022
The Valuation of Assets and Liabilities of (Re)Insurance Undertakings Under Solvency II
"The objective of this paper is to discuss the underlying principles and assumptions of valuation under Solvency II and to analyse...
16 mai 2022
Inconsistent Capital Regulation
"Using variation across insurers within the same country, and across countries for the same insurance group, we show that market risk...
24 févr. 2022
Vine Copula Modelling Dependence Among Cyber Risks: A Dangerous Regulatory Paradox
" In quantifying the solvency capital requirement gradient for cyber risk measurement according to Solvency II, a dangerous paradox...
15 févr. 2022
Insurers’ Investments before and After the Covid-19 Outbreak
"This paper examines the impact of the pandemic outbreak on Italian insurers’ investment decisions between 2017 and 2020." LIRE
5 janv. 2022
Regulation risk: the case of Solvency II
"Financial regulation will be sustainable for long horizons and uncertain risks if it removes the principle of continuity from its...
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