A Risk and Capital Requirement Model for Life Insurance Portfolios
The capital requirements for insurance companies in the Solvency I framework are based on the premium and claim expenditure. This approach does not take the individual risk of the insurer into consideration and give policy holder little assur- ance. Therefore a framework called Solvency II is under...
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| Format: | Others |
| Language: | English |
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Umeå universitet, Institutionen för matematik och matematisk statistik
2008
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-51317 |