Risk management of insurance company according to the requirements of SOLVENCYII

被引：0
|
作者：
Urbanikova, Marta [1 ]
机构：
[1] FPV UKF Nitra, Tr Andreja Hlinku 1, Nitra 94901, Slovakia
来源：
FINANCIAL MANAGEMENT OF FIRMS AND FINANCIAL INSTITUTIONS: 10TH INTERNATIONAL SCIENTIFIC CONFERENCE, PTS I-IV | 2015年
关键词：
Solvency II; Risk management; internal models; actuarial calculations;
D O I：
暂无
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
Insurance risk management is a complex process that provides a comprehensive view of the individual risks and their interactions affecting insurance company and its financial position. The article analyses the impact of Solvency II requirements for risk management of insurance company and calculation of the Solvency Capital Requirement. When calculating the Solvency Capital Requirement the insurance company can use the standard formula, or create its own model. Article also deals some of the production method of the internal models and their impact on actuarial calculations.
引用
收藏
页码：1364 / 1369
页数：6
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