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Solvency capital requirement for German unit-linked insurance products

Author

Listed:
  • Kochanski, Michael

Abstract

Innovative Lebensversicherungsprodukte wie fondsgebundene Lebensversicherungen, Hybrid-Lebensversicherungen und Variable Annuities erfreuen sich rasch zunehmender Nachfrage und haben einen großen Anteil am Neugeschäft in Deutschland. Da traditionelle Versicherungsprodukte weiterhin den Großteil an den Beständen der Lebensversicherer ausmachen, konzentrierte sich die Diskussion über die Standardformel zur Berechnung des Solvenzkapitals bisher weitgehend auf ebendiese Produkte. Eine ausführliche Diskussion darüber, wie Solvenzkapital für innovative Lebensversicherungsprodukte im Rahmen der Standardformel berechnet werden kann, ist deshalb erforderlich.

Suggested Citation

  • Kochanski, Michael, 2010. "Solvency capital requirement for German unit-linked insurance products," German Risk and Insurance Review (GRIR), University of Cologne, Department of Risk Management and Insurance, vol. 6(2), pages 33-70.
  • Handle: RePEc:zbw:grirej:68727
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    File URL: https://www.econstor.eu/bitstream/10419/68727/1/729560821.pdf
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    References listed on IDEAS

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    Cited by:

    1. Fischer, Katharina & Schlütter, Sebastian, 2012. "Optimal investment strategies for insurance companies in the presence of standardised capital requirements," ICIR Working Paper Series 09/12, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).

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