Reinsurance as Capital Optimization Tool under Solvency II

This paper compares solvency capital requirements under Solvency I and Solvency II for a sample mid-size insurance portfolio. According to the results of a study, changing the solvency capital regime from Solvency I to Solvency II will lead to a su...

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Bibliographic Details
Main Authors: Gurenko, Eugene N., Itigin, Alexander
Language:English
en_US
Published: World Bank, Washington, DC 2013
Subjects:
Online Access:http://documents.worldbank.org/curated/en/2013/01/17151391/reinsurance-capital-optimization-tool-under-solvency-ii
http://hdl.handle.net/10986/12188