Solvency
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Recommendations
- Topical modelling issues in Solvency II
- scientific article; zbMATH DE number 6971097
- Financial modeling, actuarial valuation and solvency in insurance
- Solvency supervision based on a total balance sheet approach
- Solvency capital estimation, reserving cycle and ultimate risk
- On models of default risk.
- Regulatory capital modeling for credit risk
Cited in
(25)- Measuring market and credit risk under Solvency II: evaluation of the standard technique versus internal models for stock and bond markets
- Impact of insurance for operational risk: is it worthwhile to insure or be insured for severe losses?
- Solvency requirement for long term guarantee: risk measure versus probability of ruin
- Construction of an economic balance sheet and solvency capital requirement calculation in Solvency 2
- Equitable solvent controls in a multi-period game model of risk
- Collective risk model: Poisson-Lindley and exponential distributions for Bayes premium and operational risk
- Handbook of solvency for actuaries and risk managers. Theory and practice.
- Accounting year effects modeling in the stochastic chain ladder reserving method
- Implementing loss distribution approach for operational risk
- Solvency II – towards a new insurance supervisory system in the EU
- Valuation portfolio in non-life insurance
- Topical modelling issues in Solvency II
- Solvency II: stability problems with the SCR aggregation formula
- Tools of construction of internal models for insurances and banks
- Stochastic Mortality: The Impact on Target Capital
- Financial modeling, actuarial valuation and solvency in insurance
- On the independence between risk profiles in the compound collective risk actuarial model
- From ruin theory to solvency in non-life insurance
- scientific article; zbMATH DE number 6971097 (Why is no real title available?)
- Capital requirements for cyber risk and cyber risk insurance: an analysis of Solvency II, the U.S. Risk-Based Capital Standards, and the Swiss Solvency Test
- Fundamental definition of the solvency capital requirement in Solvency II
- Portfolio optimization under solvency constraints: a dynamical approach
- Minimum standards for investment performance: a new perspective on non-life insurer solvency
- The standard formula of Solvency II: a critical discussion
- Prediction error in the chain ladder method
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