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What drives insurers' demand for cat bond investments? : evidence from a pan-European survey

Braun, Alexander; Müller, Katja; Schmeiser, Hato - In: The Geneva papers on risk and insurance - issues and … 38 (2013) 3, pp. 580-611

Persistent link: https://www.econbiz.de/10009782426

Essays on insurance management : the theory of insurance fraud and empirical analyses of auditing strategies and cat bond investments

Müller, Katja - 2013

Einführung Ansichten zum Thema Versicherungsbetrug sind stark divergierender Natur. Nicht wenige sehen darin einen Kavaliersdelikt oder eine Gelegenheit, vergangene Prämienzahlungen zusätzlich zu kompensieren. Demgegenüber wird die Rücksichtslosigkeit von vielen verurteilt - insbesondere...

Persistent link: https://www.econbiz.de/10010202232

Portfolio optimization under Solvency II : implicit constraints imposed by the market risk standard formula

Braun, Alexander; Schmeiser, Hato; Schreiber, Florian - In: The journal of risk and insurance : the journal of the … 84 (2017) 1, pp. 177-207

Persistent link: https://www.econbiz.de/10011658204

Solvency II's market risk standard formula : how credible is the proclaimed ruin probability?

Braun, Alexander; Schmeiser, Hato; Schreiber, Florian - In: The journal of insurance issues : official journal of … 38 (2015) 1, pp. 1-30

Persistent link: https://www.econbiz.de/10011380743

Portfolio Optimization Under Solvency II : Implicit Constraints Imposed by the Market Risk Standard Formula

Braun, Alexander - 2013

We consider the issue of optimizing an insurance company's asset allocation in the context of portfolio theory when the firm needs to adhere to the market risk capital requirements of Solvency II. The discussion starts with a brief review of the standard formula and the introduction of a...

Persistent link: https://www.econbiz.de/10013079310