The paper deals with the liability valuation of the insured loan in compliance of the fair value
requirements for the financial assets and liabilities, as mapped out by the international …

New solvency requirements are coming into the insurance business management, in
particular through Pillar 2 of Solvency 2. The guidelines lead towards an increasing …

Various models of economic growth, addressing the growth trends of country's economy,
production, population and other structural objects are focused on the mathematical …

Aim of the research-to examine the possibilities of adaptation of economic logistic analysis
assessing the solvency of insurance companies under the Solvency II provisions. In the first …

This report is concerned with a random growth process with random stopping time. Such a
process is widely used in the general setting of survival analysis where the stopping time is …

The paper focuses on the financial variable for the provision evaluation and analyses the
sensitivity of the fair valuation to interest rate parameters. In a determinist scenario the …

Il primo passo nel processo di costruzione di un modello consiste nel caratterizzare
l'ambiente nel quale si intende operare. Le tre ipotesi fondamentali sul funzionamento del …

The paper concerns the case of the insured loan based on an amortization schedule at
variable interest rates. Basing on the cash flow structure, the aim is to evaluate the …

The paper concerns the case of the insured loan based on an amortization schedule at
variable interest rates, hooked at opportune rate indexes. Using the cash flow structure as a …

The solvency valuation of a deferred life annuity portfolio is considered supposing a
stochastic scenario both for interest rate and mortality. The problem is studied basing the …