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Ryzyko zakladow ubezpieczen w swietle nowych wymogów kapitalowych Solvency II. (Risks of insurance companies in the light of solvency capital requirement Solvency II .)

Author

Listed:
  • Teresa Czerwiñska

    (Wydzial Zarzadzania, Uniwersytet Warszawski.)

Abstract

The aim of this work is to conduct the key aspects of a heated debate about effects and issues connected with implementing a new solution of risk management in insurance companies included in Solvency II. Risk profiles of the insurance companies are identified in the paper. The author analyzes effects of the new issues of risk management in Solvency II and points out the most important barriers. The main barriers include: methodological issues connected with calculation formula, the problems with making own assumptions in risk assessment more precise; as well as difficulties with data and IT.

Suggested Citation

  • Teresa Czerwiñska, 2013. "Ryzyko zakladow ubezpieczen w swietle nowych wymogów kapitalowych Solvency II. (Risks of insurance companies in the light of solvency capital requirement Solvency II .)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, vol. 11(42), pages 8-30.
    • Handle: RePEc:sgm:pzwzuw:v:11:i:42:y:2013:p:8-30
    as

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    File URL: http://pz.wz.uw.edu.pl/sites/default/files/artykuly/pz_2_2013_czerwinska.pdf
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    References listed on IDEAS

    as
    1. Tripp, Michael Howard & Bradley, H. L. & Devitt, R. & Orros, G. C. & Overton, G. L. & Pryor, L. M. & Shaw, R. A., 2004. "Quantifying Operational Risk in General Insurance Companies. Developed by a Giro Working Party," British Actuarial Journal, Cambridge University Press, vol. 10(5), pages 919-1012, December.
    Full references (including those not matched with items on IDEAS)

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    More about this item

    Keywords

    risk management; insurance company; solvency II;
    All these keywords.

    JEL classification:

    • G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies

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