نتایج جستجو برای: Solvency

تعداد نتایج: 1342  

2009
Kathleen Ehrlich Rolf Stölting

be geared to modern requirements. Unlike the present solvency regime, Solvency II is designed to reflect a prospective and risk-oriented economic view. It will be based on a total balance sheet approach and harmonised with accounting rules and regulations. Assets and liabilities will consistently be recognised at market values. In principle, IFRS provisions can be used as a basis for valuing th...

2017
Torsten Kleinow Antoon Pelsser

We consider the utility maximization problem for an investor who faces a solvency or risk constraint in addition to a budget constraint. The investor wishes to maximize her expected utility from terminal wealth subject to a bound on her expected solvency at maturity. We measure solvency using a solvency function applied to the terminal wealth. The motivation for our analysis is an optimal inves...

پایان نامه :0 1394

the aim of this thesis is an approach for assessing insurer’s solvency for iranian insurance companies. we use of economic data with both time series and cross-sectional variation, thus by using the panel data model will survey the insurer solvency.

Journal: :Health & social care in the community 2015
Heidi Gilroy Lene Symes Judith McFarlane

The aim of this concept analysis is to define economic solvency in the context of violence against women. Poverty, or lack of resources, is often discussed as a risk factor for intimate partner violence. The concept of economic solvency, which may be a protective factor for women, is less often discussed and not well defined. Databases searched for the analysis included EBSCOhost, CINAHL, PubMe...

2002
Antero Ranne

Many statutory solvency requirements, e.g. the system prescribed by the EU, do not take into account the distribution of the investments. In practice, however, an adequate solvency margin of an insurance company depends strongly on the investment portfolio. This paper describes how the sufficient level of the solvency margin can be estimated. In this, only the margin depending on the company’s ...

2011
Sandra Eriksson Barman Oskar Ålund

The insurance industry needs to be regulated to protect policyholders. This is the main objective of the Solvency II directive – the new insurance regulations for the European Economic Area. In short, it requires insurance companies to act responsibly with the money they have been entrusted with. It is estimated that implementing Solvency II will cost 2-3 billion Euro. It has the potential to c...

2008
Shuji Tanaka

Solvency margin standards for Insurers were introduced to Japan for application from the end of fiscal 1996, referring to the Risk-based capital system already used in the United States, etc. However, during the financial crisis period, 1997-2000, 7 life insurance companies became bankrupt in spite of the their sufficient level of solvency margin ratios, the critisism has been growing that the ...

2010
Michael Kochanski

Innovative life insurance products such as unit-linked life insurance, hybrid life insurance, and variable annuities are rapidly gaining popularity and becoming a major part of new business in Germany. However, since traditional life insurance products still dominate the portfolios of life insurance companies, discussions about the standard formula for determining the solvency capital requireme...

2009
Damir Filipović Robert Kremslehner Alexander Muermann

Risk shifting is a well-known agency problem in corporate finance which also exists between policyholders and shareholders of insurance companies. Shareholders engage in excessive risk taking at the expense of policyholders who, in turn, are less willing to pay for insurance coverage. Solvency regulation addresses this incentive problem by restricting the set of investment strategies and premiu...

2008
Noam Berger Nevin Kapur Leonard J. Schulman Vijay V. Vazirani

We study the decision theory of a maximally risk-averse investor — one whose objective, in the face of stochastic uncertainties, is to minimize the probability of ever going broke. With a view to developing the mathematical basics of such a theory, we start with a very simple model and obtain the following results: a characterization of best play by investors; an explanation of why poor and ric...

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