Methodological problems in solvency assessment of an insurance company
AbstractThe recent wide development and changes in insurance markets highlighted the necessity to map out the solvency analysis in a more complete framework. The approach we present in the paper comes up with an integrated analysis of the risk profile of an insurance business, taking into account the actual European directives about solvency assessment. The aim of the paper is to construct a methodology apt to incorporate properly the effect of the risk sources in calculating mathematical provisions related to a portfolio of insurance policies.
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Bibliographic InfoPaper provided by University Library of Munich, Germany in its series MPRA Paper with number 27980.
Date of creation: 2004
Date of revision:
Publication status: Published in Investment Management and Financial Innovations 2.1(2004): pp. 95-102
Life insurance; financial risk; demographic risk; capital adequacy; reserves; conditional random processes;
Find related papers by JEL classification:
- G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
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