Solvency II – towards a new insurance supervisory system in the EU

DOI10.1080/03461230410000574zbMath1141.91527OpenAlexW1989464644MaRDI QIDQ3440873

Vesa Ronkainen, Ulf Linder

Publication date: 29 May 2007

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461230410000574

zbMATH Keywords

Solvency IIcapital requirementsrisk-based capitaltechnical provisionsolvency marginsinsurance supervision

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (5)

Ruin probabilities for Bayesian exchangeable claims processes ⋮ Robust Eligible Own Funds and Value at Risk Under Solvency II System ⋮ Impact of insurance for operational risk: is it worthwhile to insure or be insured for severe losses? ⋮ Topical modelling issues in Solvency II ⋮ Solvency supervision based on a total balance sheet approach

Cites Work

• The concept of comonotonicity in actuarial science and finance: theory.
• The concept of comonotonicity in actuarial science and finance: applications.
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