approaches focus on classical investors and do not account for specific aspects of insurance companies. In this paper, we … consider the stock selection problem of life insurance companies. In addition to stock risk, our model set-up includes other … insurance solvency regulation, such as Solvency II, we measure risk using the solvency ratio, i.e. the ratio of the insurer …

-life insurance risk to the bivariate chain ladder model as introduced by Braun in 2004. In this model, we assume two correlated loss …

approaches focus on classical investors and do not account for specific aspects of insurance companies. In this paper, we … consider the stock selection problem of life insurance companies. In addition to stock risk, our model set-up includes other … insurance solvency regulation, such as Solvency II, we measure risk using the solvency ratio, i. e. the ratio of the insurer …

Capital Requirement ratio. An empirical sample of 88 EU-based insurance groups was analyzed to provide robust evidence of the … allocation, the life and non-life insurance market concentration, and unit-linked and index-linked products, via the employment …

financial industry -- 7. Insurance and reinsurance risks -- 8. Solvency problem for an insurance company : discrete and …

This study examines the geographical spillover of the state-level average homeowners insurance cost for 48 US … found a significant positive spillover of average homeowners insurance cost as indicated by a large spatial autoregressive … average homeowners insurance cost. We conduct several robustness tests and show that the baseline results are robust if …

Multiple Risks including Reinsurance. 5. Excess of Loss for Two Risks. 6. Managing Portfolios of Insurable Risks. 7. Simulating …