Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 6 of 6 for “"Solvency II"”.
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Brexit and the European Insurance Market - An empirical Analysis of the Impact on the Structure of the European Insurance Market, Stock Market Reactions and the Solvency II Supervisory Regime. Market, Stock Market Reactions and the Solvency II Supervisory
… the loss of the European Passport, the European Solvency II supervisory regime, as well as on stock prices of insurance companies based in the EU and UK, but so far there is no holistic view on this topic. The dissertation aims to bring together the fragmentary information on Brexit implications …
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Risk management and solvency: mathematical methods in theory and practice
… gives a survey of the development status of the Solvency II process and compares several European standard models. Specific attention is given to the risk based German standard model developed by the GDV (German Insurance Association) and the BaFin (Federal Financial Supervisory Authority). The …
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On the use of micro models for claims reversing based on aggregate data
… this results in strict regulations, such as the Solvency II Directive, which has monitored the EU insurance sector since early 2016. The largest item on general insurers’ balance sheets is often liabilities, which consist of future costs for reported claims that have not yet been settled, as well …
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In-sample forecasting: structured models and reserving
… The liabilities determine the insurers solvency and also its pricing and investment strategy. The new EU directive, Solvency II, which came into effect in the beginning of 2016, states that those liabilities should be estimated with ‘realistic assumption’ using ‘relevant actuarial and …
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Coping with uncertainty : aporia and play in actuarial and financial practices
… actuarial “other”. The third paper focuses on Solvency II, the new regulatory framework for EU insurers since 2016. By taking a close look at the quantitative and qualitative requirements of the new framework, the paper claims that the regulatory text and its accompanying algorithm can never be …