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Reinsurance as capital optimization tool under Solvency II (English)

Abstract

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 substantial... See More +

Details

  • Gurenko, Eugene N.; Itigin, Alexander;
  • 2013/01/01
  • Policy Research Working Paper
  • WPS6306
  • 1
  • 1
  • Europe and Central Asia
  • Europe and Central Asia
  • 2013/01/01
  • Disclosed
  • Reinsurance as capital optimization tool under Solvency II
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