Insurance league: Italy vs. U.K.

Journal of Risk Finance

Volumn 4, Issue 4, 2003, Pages 47-54

  Consiglio, Andrea ^a   Saunders, David ^b   Zenios, Stavros ^c,d,e  

^a UNIVERSITY OF PALERMO   (Italy)

^b UNIVERSITY OF PITTSBURGH   (United States)

^c UNIVERSITY OF CYPRUS   (Cyprus)

^d HERMES European Center of Excellence on Computational Finance and Economics   (Cyprus)

^e UNIVERSITY OF PENNSYLVANIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33144465846     PISSN: 15265943     EISSN: 09657967     Source Type: Journal    
DOI: 10.1108/eb022973     Document Type: Article

References (9)

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2. Chadburn, R.G. “The Use of Capital, Bonus Policy and Investment Policy in the Control of Solvency for With-Profits Life Insurance Companies in the U.K." City University of London Actuarial Research Paper 95, 1997.
3. Consiglio, A., F. Cocco, and S.A. Zenios. “The Value of Integrative Risk Management for Insurance Products with Guarantees." The Journal of Risk Finance, Spring 2001, pp. 1-11.
4. Consiglio, A., D. Saunders, and SA. Zenios. “Asset and Liability Management Models for Insurance Products with Guarantees:The U.K. Case." Working paper, HERMES European Center of Excellence on Computational Finance and Economics, 2003.
5. Financial Services Authority. “A Description and Classification of With-Profits Policies." 2001. Available at http://www. fsa.gov.uk/pubs/other/with_profits.pdf.
6. Harker, P.T., and S.A. Zenios, eds. Performance of Financial Institutions:Efficiency, Innovation, Regulation. Cambridge, UK: Cambridge University Press, 2001.
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8. Shelley, M., M. Arnold, and P.D. Needleman. “A Review of Policyholders’ Reasonable Expectations." Report presented to the Institute of Actuaries, 2002. Available at: http://www. actuaries.org.uk/sessional/sm0202_report.html.
9. Smith, A. “Investment Strategy and Valuation of With-Profits Products." Working paper, 2001. Available at http://www. actuaries.org.uk/library/proceedings/investment/2000conf/ASmith2.pdf.