Home » Solvency: Models, Assessment and Regulation by Arne Sandstrom
Solvency: Models, Assessment and Regulation Arne Sandstrom

Solvency: Models, Assessment and Regulation

Arne Sandstrom

Published January 10th 2010
ISBN : 9781280644979
ebook
433 pages
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 About the Book 

Presenting an overview of twelve different solvency systems, Solvency: Models, Assessment, and Regulation is one of the first comprehensive studies on the subject. It focuses on the EU Solvency II project, which is likely to have a significantMorePresenting an overview of twelve different solvency systems, Solvency: Models, Assessment, and Regulation is one of the first comprehensive studies on the subject. It focuses on the EU Solvency II project, which is likely to have a significant impact on new and revised solvency systems worldwide. The author describes the development of solvency from a historical perspective and discusses a basis for solvency modeling, the valuation of assets and liabilities, dependency, and a benchmark approach used to exemplify a standard solvency model. The book also covers insurance groups, financial conglomerates, and reinsurance. This is a valuable resource for actuaries, regulators, risk managers, and students.