heterogeneous insurance portfolio under Solvency II, taking into account the complex interrelation between minimum interest … guarantees, reserving requirements, and profit sharing. The lapse risk module of the Solvency II standard formula requires the … Solvency II) and discuss consequences of policyholder options on the calculation of Going Concern Reserve and Surplus Funds. To …

This paper examines the consequences for a life annuity insurance company if the Solvency II Solvency Capital …

The main aim of this chapter is to examine the first years of the implementation of Solvency II capital requirements … driven by the standard formula. The analysis covers the Polish life insurance market. Since the introduction of Solvency II … implementation of Solvency II). It will do so by drawing upon real data provided by insurance companies in the solvency and financial …

market. Individuals prefer contributions and benefits to depend on the evolution of aggregate mortality rates rather than …