Some forms of risk regulation in Solvency II
Year of publication: |
December 2017
|
---|---|
Authors: | Cipra, Tomáš ; Hendrych, Radek |
Published in: |
Prague economic papers : a bimonthly journal of economic theory and policy. - Prague : Oeconomica Publ., ISSN 1210-0455, ZDB-ID 1112445-3. - Vol. 26.2017, 6, p. 722-743
|
Subject: | actuarial methods | counterparty default risk | reserve risk | risk regulation | Solvency II | technical provisions | underwriting risk | Risiko | Risk | Risikomodell | Risk model | Kreditrisiko | Credit risk | Risikomanagement | Risk management | Bankrisiko | Bank risk | Theorie | Theory | EU-Versicherungsrecht | European insurance law | Versicherung | Insurance | Basler Akkord | Basel Accord | Regulierung | Regulation | Bankenregulierung | Bank regulation | Versicherungsmathematik | Actuarial mathematics |
-
Should the insurance industry be banking on risk escalation for solvency II?
Bryce, Cormac, (2016)
-
Risk measures and capital requirements : a critique of the Solvency II approach
Floreani, Alberto, (2013)
-
Basis risk, procyclicality, and systemic risk in the Solvency II equity risk module
Eling, Martin, (2013)
- More ...
-
Econometric Model of the Czech Life Insurance Market
Hendrych, Radek, (2015)
-
Systemic risk in financial risk regulation
Cipra, Tomáš, (2017)
-
Recursive estimation of the exponentially weighted moving average model
Hendrych, Radek, (2019)
- More ...