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Will Solvency II market risk requirements bite? The impact of Solvency II on insurers' asset allocation

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  • Höring, Dirk

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Suggested Citation

  • Höring, Dirk, 2012. "Will Solvency II market risk requirements bite? The impact of Solvency II on insurers' asset allocation," ICIR Working Paper Series 11/12, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
  • Handle: RePEc:zbw:icirwp:1112
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    References listed on IDEAS

    as
    1. Katja Hanewald & Thomas Post & Helmut Gründl, 2011. "Stochastic Mortality, Macroeconomic Risks and Life Insurer Solvency," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 36(3), pages 458-475, July.
    2. Kathy Petroni & Douglas Shackelford, 1996. "The Effect of Risk-Based Capital on Life Insurers' Investment Portfolios," Center for Financial Institutions Working Papers 96-21, Wharton School Center for Financial Institutions, University of Pennsylvania.
    3. Martin Eling & Nadine Gatzert & Hato Schmeiser, 2008. "The Swiss Solvency Test and its Market Implications," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 33(3), pages 418-439, July.
    4. Martin Eling, 2012. "What Do We Know About Market Discipline in Insurance?," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 15(2), pages 185-223, September.
    Full references (including those not matched with items on IDEAS)

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    Keywords

    Solvency II; Rating; Market Risk; Capital Requirements;

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