Undertaking specific parameters under solvency II: reduction of capital requirement or not?-Reference-Cited by-同舟云学术

Undertaking specific parameters under solvency II: reduction of capital requirement or not?

Published:2016-10-26 Issue:2 Volume:6 Page:351-376
ISSN:2190-9733
Container-title:European Actuarial Journal
language:en
Short-container-title:Eur. Actuar. J.

Author:

Cerchiara Rocco Roberto,Demarco Valentina

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Link

http://link.springer.com/content/pdf/10.1007/s13385-016-0139-6.pdf

Reference21 articles.

1. AISAM-ACME (2007) Study on non-life long tail liabilities: reserve risk and risk margin assessment under Solvency II. http://www.amice-eu.org/Download.ashx?ID=12779 . Accessed 1 Feb 2016

2. Appert-Raullin Y, Devineau L, Pichevin H, Tann P (2013) One-year volatility of reserve risk in a multivariate framework. https://hal.archives-ouvertes.fr/hal-00848492v1 . Accessed 30 Oct 2015

3. Bulmer R (2011) Undertaking specific parameters. General Insurance Convention, Liverpool

4. CEIOPS (2010) Quantitative Impact Study 5—QIS5—Technical Specifications. Brussels. http://ec.europa.eu/internal_market/insurance/docs/solvency/qis5/201007/technical_specifications_en.pdf . Accessed 15 Jan 2016

5. CEIOPS (2010) CEIOPS’ advice for level 2 implementing measures on solvency II: undertaking specific parameters. https://eiopa.europa.eu/CEIOPS-Archive/Documents/Advices/CEIOPS-L2-Advice-Undertaking-specific-parameters.pdf . Accessed 25 Jan 2016

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