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Risk measures and capital requirements : a critique of the Solvency II approach

Floreani, Alberto - In: The Geneva papers on risk and insurance - issues and … 38 (2013) 2, pp. 189-212

Persistent link: https://www.econbiz.de/10009752627

Fundamental definition of the solvency capital requirement in solvency II

Christiansen, Marcus C.; Niemeyer, Andreas - In: Astin bulletin : the journal of the International … 44 (2014) 3, pp. 501-533

Persistent link: https://www.econbiz.de/10010407962

The impact of time discretization on solvency measurement

Schmeiser, Hato; Luca, Daliana - In: Journal of risk finance : the convergence of financial … 18 (2017) 1, pp. 2-20

Persistent link: https://www.econbiz.de/10011653690

Adverse impact of capital regulatory reform and policy remedy : theory and evidence

Jia, Ruo; Wu, Zenan; Zhao, Yulong - In: The European journal of finance 31 (2025) 3, pp. 348-381

Persistent link: https://www.econbiz.de/10015325197

Insurers' investment in infrastructure : overview and treatment under Solvency II

Gatzert, Nadine; Kosub, Thomas - In: The Geneva papers on risk and insurance - issues and … 39 (2014) 2, pp. 351-372

Persistent link: https://www.econbiz.de/10010354100

Scenario-based capital requirements for the interest rate risk of insurance companies

Schlütter, Sebastian - 2017

The Solvency II standard formula measures interest rate risk based on two stress scenarios which are supposed to reflect the 1-in-200 year event over a 12-month time horizon. The calibration of these scenarios appears much too optimistic when comparing them against historical yield curve...

Persistent link: https://www.econbiz.de/10011651136

Proportionality in the application of insurance solvency requirements

Löfvendahl, Gunilla; Yong, Jeffery - 2018

Persistent link: https://www.econbiz.de/10012201791

Equity solvency capital requirements : what institutional regulation can learn from private investor regulation

Swinkels, Laurens; Blitz, David; Hallerbach, Winfried G.; … - In: The Geneva papers on risk and insurance - issues and … 43 (2018) 4, pp. 633-652

Persistent link: https://www.econbiz.de/10012256515

Discretionary decisions in capital requirements under Solvency II

Grochola, Nicolaus; Schlütter, Sebastian - 2023 - This version: June 2023

when controlling for the portion of life insurance in technical provisions. Similarly, the matching adjustment is linked to … substantially deviate from a market-oriented, risk-based view on insurance companies' risk situation. …

Persistent link: https://www.econbiz.de/10014287830

On the cost-of-capital rate under incomplete market valuation

Albrecher, Hansjörg; Eisele, Karl-Theodor; Steffensen, … - In: The journal of risk & insurance 89 (2022) 4, pp. 1139-1158

Persistent link: https://www.econbiz.de/10013465899