A Critical Analysis of the Solvency II Proposals

Author:

Doff René

Publisher

Springer Science and Business Media LLC

Subject

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

Reference31 articles.

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

2. Ashby, S., Sharma, P. and McDonnell, W. (2003) Lessons about risk: Analysing the causal chain of insurance company failure, Working Paper, Financial Services Authority, London.

3. Barth, M.M. (2000) ‘A comparison of risk-based capital standards under the expected policyholder deficit and the probability of ruin approaches’, Journal of Risk and Insurance 67: 397–414.

4. Basel Committee on Banking Supervision (2004) International Convergence of Capital Measurement and Capital Standards: A Revised Framework, Bank for International Settlements, Basel (June).

5. Butsic, R.P. (1994) ‘Solvency measurement for property liability risk based capital applications’, Journal of Risk and Insurance 61: 656–690.

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