The Impact of Private Equity on a Life Insurer's Capital Charges Under Solvency II and the Swiss Solvency Test-Reference-Cited by-同舟云学术

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The Impact of Private Equity on a Life Insurer's Capital Charges Under Solvency II and the Swiss Solvency Test

Published:2013-02-14 Issue:1 Volume:81 Page:113-158
ISSN:0022-4367
Container-title:Journal of Risk and Insurance
language:en
Short-container-title:Journal of Risk and Insurance

Author:

Braun Alexander,Schmeiser Hato,Siegel Caroline

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1539-6975.2012.01500.x/fullpdf

Reference73 articles.

1. Private Equity;Anson,2002

2. Arias , L. M. Arouri P. Foulquier S. Gregoir 2010 On the Suitability of the Calibration of Private Equity Risk in the Solvency II Standard Formula http://www.edhec-risk.com

3. Coherent Measures of Risk;Artzner;Mathematical Finance,1999

4. Private Equity and Regulatory Capital;Bongaerts;Journal of Banking & Finance,2009

Cited by 14 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Can Insurance Mitigate Multiple Principal-Agent Problems in Private Equity?;2024

2. Op naar het eerste lustrum van Solvency II: een beschrijving van de uitkomsten;Maandblad voor Accountancy en Bedrijfseconomie;2021-09-02

3. Bibliography;Asset Allocation and Private Markets;2021-03

4. Valuation of real-estate losses via Monte Carlo simulation;Economic Research-Ekonomska Istraživanja;2020-01-01

5. Global consistent or market-oriented? A quantitative assessment of RBC standards, solvency II, and C-ROSS;Pacific-Basin Finance Journal;2019-10

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