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Capital Allocation and RORAC Optimization under Solvency II Standard Formula

2022-02-04T10:42:48+02:00February 4th, 2022|Solvency II|

Directive 2009/138 / EC Solvency II requires insurance and reinsurance undertakings to evaluate the Solvency Capital Requirement or through the so-called “standard formula” or through partial or full internal models. Focusing on the standard formula, the formula proposed by the regulator allows for a reduction in the capital due to the diversification effect, according to the typical subadditivity property of risk measures.

Dynamic Policy Holder Behaviour Analysis: an Application of Sigmoid and Double Sigmoid Function

2022-02-16T13:00:27+02:00January 19th, 2022|News, Solvency II|

The term “policyholder behavior” refers to the decisions that policyholders (individuals, groups or organizations) make in selecting and using the benefits and guarantees implicit in life insurance products. It is clear that the future behavior of policyholders affects the price and risk management for most life insurance products: interrupting the payment of premiums and terminating […]

SCR Ratio of the Italian market as at June, 30 2021

2021-10-26T07:40:44+02:00October 26th, 2021|Bancassurance, Solvency II|

On October, 21st 2021 the Statistical Bulletin Year VIII – n. 12 – October 2021 reports the interim survey of Solvency II data (first half 2021) of Insurance Companies operating in Italy. At the close of the first half of 2021, the Solvency Capital Requirement ratio between own funds and SCR at the Italian market […]

Relations Banks – Insurance Companies

2021-09-26T21:30:29+02:00September 26th, 2021|Bancassurance, Solvency II|

The 18th “Quaderno” dedicated to the analysis of the relationships between Banks and Insurance Companies in Italy has been published on the IVASS website. From reading the document, the following emerges in a nutshell: a) Cooperation between banks and insurance companies has 30 years of history and is a significant phenomenon now: in Italy over […]

Solvency II Regulation: Revision Package

2021-09-26T19:21:38+02:00September 23rd, 2021|Regulatory, Risk, Solvency II|

Yesterday September 22, 2021 the European Commission adopted the long-awaited “revision package” of the Solvency II regulations. The overarching objective is to ensure that insurers and reinsurers continue to invest and support EU policy priorities, in particular to finance the post-Covid recovery, complete the Capital Markets Union and channelling the funds to implement the European […]

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