A change of paradigm for the insurance industry
M Dacorogna - Annals of Actuarial Science, 2018 - cambridge.org
In this paper, we review changes in the insurance industry due to new risk-based
regulations such as Solvency 2 and Swiss Solvency Test. The move from corporate …
regulations such as Solvency 2 and Swiss Solvency Test. The move from corporate …
Solvency capital estimation, reserving cycle and ultimate risk
A Ferriero - Insurance: Mathematics and Economics, 2016 - Elsevier
In this paper we propose a stochastic model for the evolution of the reserves for a non-life
insurance run-off portfolio that captures the dynamic of the reserving cycle, which consists in …
insurance run-off portfolio that captures the dynamic of the reserving cycle, which consists in …
Approaches and techniques to validate internal model results
MM Dacorogna - Available at SSRN 2983837, 2017 - papers.ssrn.com
The development of risk model for managing portfolio of financial institutions and insurance
companies require both from the regulatory and management points of view a strong …
companies require both from the regulatory and management points of view a strong …
Un changement de paradigme pour l'assurance
M Dacorogna - Revue d'économie financière, 2015 - cairn.info
Dans cet article, nous passons en revue les changements induits dans l'industrie de
l'assurance par l'avènement des nouvelles réglementations basées sur le risque comme …
l'assurance par l'avènement des nouvelles réglementations basées sur le risque comme …