Eling, Martin; Gatzert, Nadine; Schmeiser, Hato - Institut für Versicherungswirtschaft <Sankt Gallen> - 2008
risk, underwriting
risk, and credit risk. As the insurance industry is one of the largest institutional
investors in … Insurance, 2004). Under the SST, mar-
ket, credit, and insurance risks are quantified by standardized factor models,
whereas … models
Credit risk
Market risk
Insurance risk
Scenario analysis
Aggregation method
Target capital SST report
Scenario …