Reinsurance as Capital Optimization Tool under Solvency II

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
Format: Policy Research Working Paper
Language:English
en_US
Published: World Bank, Washington, DC 2013
Subjects:
ACCOUNTS
ACTUARIES
AMOUNT OF RISK
BORROWING COSTS
CAPITAL MARKET
CAPITAL MARKETS
CAPITAL REQUIREMENT
CAPITAL REQUIREMENTS
CATASTROPHE BONDS
CATASTROPHES
COMMISSIONS
COST OF CAPITAL
COVERAGE
CREDIT DEFAULT
CREDIT QUALITY
CREDIT RATINGS
CREDIT RISK
CREDIT RISK EXPOSURE
DEBT
DEBT INSTRUMENTS
DEBTORS
DEFAULT PROBABILITIES
DEFAULT RISK
EARNED PREMIUM
EARTHQUAKE
EMERGING MARKET
EMERGING MARKETS
EXCESS OF LOSS REINSURANCE
EXCESS OF LOSS REINSURANCE CONTRACT
FINANCIAL INSTITUTIONS
FINANCIAL INSTRUMENT
FIRE
FLOOD
INSTRUMENT
INSURANCE CLAIMS
INSURANCE COMPANY
INSURANCE PREMIUM
INSURANCE RISK
INSURED EVENTS
INSURER
INTERNATIONAL BANK
LIABILITY
LIABILITY INSURANCE
LIFE INSURANCE CONTRACT
LIFE INSURANCE CONTRACTS
LOSS RATIO
MARKET BENCHMARKS
MARKET PRICE
MARKET REGULATOR
MARKET RISK
NATURAL CATASTROPHE
NATURAL CATASTROPHES
NON-LIFE INSURANCE
NONPROPORTIONAL REINSURANCE
ORIGINAL CONTRACTS
PENSIONS
POLICYHOLDERS
PORTFOLIO
PREMIUMS
PROFIT MARGIN
PROGRAMS
PROPORTIONAL REINSURANCE
QUOTA SHARE REINSURANCE
RATES
RECOVERABLES
REINSURANCE
REINSURANCE COMMISSION
REINSURANCE COMPANIES
REINSURANCE CONTRACT
REINSURANCE CONTRACTS
REINSURANCE MARKETS
REINSURANCE PREMIUMS
REINSURER
REINSURERS
RELIEF
RESERVE
RESERVES
RETURN
RISK = CAPITAL
RISK CAPITAL
RISK MANAGEMENT
RISK MITIGATION
RISK TAKING
RISK TRANSFER
SHAREHOLDERS
SOLVENCY
TERRORISM
UNDERWRITING
VALUE OF COLLATERAL
Online Access:http://documents.worldbank.org/curated/en/2013/01/17151391/reinsurance-capital-optimization-tool-under-solvency-ii
http://hdl.handle.net/10986/12188

Internet

http://documents.worldbank.org/curated/en/2013/01/17151391/reinsurance-capital-optimization-tool-under-solvency-ii
http://hdl.handle.net/10986/12188

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