Stochastic Modelling – Boon or Bane for Insurance Industry Capital Regulation?

Author:

Bäte Oliver,von Plato Philipp,Thallinger Günther

Publisher

Springer Science and Business Media LLC

Subject

Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting

Reference69 articles.

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2. American Academy of Actuaries (2002) Comparison of the NAIC Life, P&C and Health RBC Formulas, Joint RBC Task Force Report, February 2002, available at: www.actuary.org/pdf/finreport/jrbc-12feb02.pdf .

3. Ang, A. and Bekaert, G. (1999) International asset allocation with time-varying correlations, NBER working paper, 7056.

4. Artzner, P., Delbaen, F., Eber, J.M. and Heath, D. (1999) ‘Coherent measures of risk’, Mathematical Finance 9: 203–228.

5. Benston, G. (1998) Regulating financial markets: a critique and some proposals, Hobart paper 135, published by the Institute of Economic Affairs, London.

Cited by 2 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. Risk Management and the Global Banking Crisis: Lessons for Insurance Solvency Regulation;The Geneva Papers on Risk and Insurance - Issues and Practice;2011-07

2. Insurance Regulation and the Global Financial Crisis: A Problem of Low Probability Events;The Geneva Papers on Risk and Insurance - Issues and Practice;2010-01

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