Add to ORKGKamal Armel & Frédéric Planchet (2020) Working Paper. ISFA - SAF Laboratory. University of Lyon Abstract. The "economic" valuation of liabilities under Solvency 2 corresponds to the best-estimate (discounted future cash flows) plus an adjustment to compensate for the immobilization of the solvency capital required for non-hedgeable risks. The valuation framework under IFRS 17 is similar, in that it proposes the valuation of liabilities as the sum of a best-estimate (discounted future c..
This article proposes a robust framework to evaluate the solvency capital requirement (SCR) of a par...
This is the third edition of this well-received textbook, presenting powerful methods for measuring ...
The best estimate of liabilities is important in the Solvency II framework. The best estimate of lia...
La valorisation « économique » des passifs au sens de la norme Solvabilité 2 correspond au best-esti...
We describe a framework for the valuation of insurance liabilities that relies on first principles i...
In the traditional actuarial life insurance mathematics, liabilities to beneficiaries (technical res...
The "economic" valuation of liabilities under Solvency 2 framework corresponds to the best estimate ...
The entry into force of the Solvency II regulatory regime is pushing insurance companies in engaging...
This research evaluates insurance liabilities and analyses their influence on insurer’s capital. The...
A rating system is a decision support tool for analysts, regulators and stakeholders in order to eva...
The aim of this paper is to assess the joint impact of demographic and financial risk on the market ...
This is the third edition of this well-received textbook, presenting powerful methods for measuring ...
The valuation of insurance liabilities has traditionally been dealt with by actuaries, who closely m...
Solvency assessing is a compelling issue for the insurance industry, also in light of the current in...
The Solvency II directive has introduced a specific so-called risk-neutral framework to valuate econ...
This article proposes a robust framework to evaluate the solvency capital requirement (SCR) of a par...
This is the third edition of this well-received textbook, presenting powerful methods for measuring ...
The best estimate of liabilities is important in the Solvency II framework. The best estimate of lia...
La valorisation « économique » des passifs au sens de la norme Solvabilité 2 correspond au best-esti...
We describe a framework for the valuation of insurance liabilities that relies on first principles i...
In the traditional actuarial life insurance mathematics, liabilities to beneficiaries (technical res...
The "economic" valuation of liabilities under Solvency 2 framework corresponds to the best estimate ...
The entry into force of the Solvency II regulatory regime is pushing insurance companies in engaging...
This research evaluates insurance liabilities and analyses their influence on insurer’s capital. The...
A rating system is a decision support tool for analysts, regulators and stakeholders in order to eva...
The aim of this paper is to assess the joint impact of demographic and financial risk on the market ...
This is the third edition of this well-received textbook, presenting powerful methods for measuring ...
The valuation of insurance liabilities has traditionally been dealt with by actuaries, who closely m...
Solvency assessing is a compelling issue for the insurance industry, also in light of the current in...
The Solvency II directive has introduced a specific so-called risk-neutral framework to valuate econ...
This article proposes a robust framework to evaluate the solvency capital requirement (SCR) of a par...
This is the third edition of this well-received textbook, presenting powerful methods for measuring ...
The best estimate of liabilities is important in the Solvency II framework. The best estimate of lia...