On the group level Swiss Solvency Test

zbMATH Open1333.62252MaRDI QIDQ2801414FDOQ2801414

Michael Kupper, Damir Filipović

Publication date: 7 April 2016

Published in: Mitteilungen. Schweizerische Aktuarvereinigung (SAV) (Search for Journal in Brave)

Full work available at URL: http://www.actuaries.ch/images/getFile?t=bulletin&f=dokument&id=12

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Corporate finance (dividends, real options, etc.) (91G50)

Cited In (3)

• Optimal risk-sharing across a network of insurance companies
• Optimal capital and risk allocations for law- and cash-invariant convex functions
• Intragroup transfers, intragroup diversification and their risk assessment

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