-
2
-
-
16244423037
-
Fair value of liabilities: The financial economics perspective
-
Babbel, D., Gold, J. and Merrill, C.L. (2002) 'Fair value of liabilities: The financial economics perspective', North American Actuarial Journal 6(1): 12-27.
-
(2002)
North American Actuarial Journal
, vol.6
, Issue.1
, pp. 12-27
-
-
Babbel, D.1
Gold, J.2
Merrill, C.L.3
-
4
-
-
85015692260
-
Pricing of options and corporate liabilities
-
Black, F. and Scholes, M. (1973) 'Pricing of options and corporate liabilities', Journal of Political Economy 81(3): 637-654.
-
(1973)
Journal of Political Economy
, vol.81
, Issue.3
, pp. 637-654
-
-
Black, F.1
Scholes, M.2
-
7
-
-
23844449600
-
The pricing of contingent claims in discrete time models
-
Brennan, M. (1979) 'The pricing of contingent claims in discrete time models', Journal of Finance 34(1): 53-68.
-
(1979)
Journal of Finance
, vol.34
, Issue.1
, pp. 53-68
-
-
Brennan, M.1
-
8
-
-
0039670371
-
Solvency measurement for property-liability risk-based capital applications
-
Butsic, R.P. (1994) 'Solvency measurement for property-liability risk-based capital applications', Journal of Risk and Insurance 61(4): 656-690.
-
(1994)
Journal of Risk and Insurance
, vol.61
, Issue.4
, pp. 656-690
-
-
Butsic, R.P.1
-
9
-
-
79953662989
-
-
CEIOPS, Groupe Consultatif Actuariel Européen Oxford UK: CEIOPS Groupe Consultatif Actuariel Européen
-
CEIOPS, Groupe Consultatif Actuariel Européen (2006) Solvency II: Risk Margin Comparison, Oxford, UK: CEIOPS, Groupe Consultatif Actuariel Européen.
-
(2006)
Solvency II: Risk Margin Comparison
-
-
-
11
-
-
79953670242
-
Final CEIOPS advice for level 2 implementing measures on solvency ii: Technical provisions-pages 86 d
-
CEIOPS DOC 36/09, October 2009
-
CEIOPS (2009) 'Final CEIOPS' Advice for Level 2 Implementing Measures on Solvency II: Technical Provisions-Pages 86 (d). Calculation of the Risk Margin', www.ceiops.eu, DOC 36/09, October 2009.
-
(2009)
Calculation of the Risk Margin
-
-
-
12
-
-
79953662990
-
Chief financial Officer forum
-
October 2009
-
Chief Financial Officer Forum (2009) 'Market Consistent Embedded Value Principles', from www .cfoforum.eu, October 2009.
-
(2009)
Market Consistent Embedded Value Principles
-
-
-
13
-
-
79953657718
-
Chief risk officer forum a market cost of capital approach to market value margins-discussion paper
-
17 March 2006
-
Chief Risk Officer Forum (2006) A Market Cost of Capital Approach to Market Value Margins-Discussion Paper, The Chief Risk Officer Forum, 17 March 2006.
-
(2006)
Chief Risk Officer Forum
-
-
-
14
-
-
79953664877
-
Chief risk officer forum market value of liabilities for insurance firms
-
July 2008rffrt Chief Risk Officer Forum 2008) Market Value of Liabilities for Insurance Firms. Implementing Elements for Solvency II, The Chief Risk Officer Forum, July 2008.
-
Chief risk officer forum market value of liabilities for insurance firms Implementing Elements for Solvency II The Chief Risk Officer Forum 2008 July 2008rffrt Chief Risk Officer Forum 2008) Market Value of Liabilities for Insurance Firms. Implementing Elements for Solvency II, The Chief Risk Officer Forum, July 2008.
-
(2008)
Implementing Elements for Solvency II The Chief Risk Officer Forum
-
-
-
15
-
-
79953671607
-
Commission of the european communities
-
internal market/insurance July 2010
-
Commission of the European Communities (2010) 'Technical Specifications for QIS 5', Draft, from http://ec.europa.eu/internal-market/insurance, July 2010.
-
(2010)
Technical Specifications for QIS 5 Draft from
-
-
-
16
-
-
0001428114
-
Statistical and financial models of insurance pricing and the insurance firm
-
Cummins, J.D. (1991) 'Statistical and financial models of insurance pricing and the insurance firm', Journal of Risk and Insurance 58(2): 261-302.
-
(1991)
Journal of Risk and Insurance
, vol.58
, Issue.2
, pp. 261-302
-
-
Cummins, J.D.1
-
17
-
-
25444467697
-
Estimating the cost of equity capital for property-liability insurers
-
DOI 10.1111/j.1539-6975.2005.00132.x
-
Cummins, J.D. and Phillips, R.D. (2005) 'Estimating the cost of equity capital for property-liability insurers', Journal of Risk and Insurance 72(3): 441-478. (Pubitemid 41360297)
-
(2005)
Journal of Risk and Insurance
, vol.72
, Issue.3
, pp. 441-478
-
-
Cummins, J.D.1
Phillips, R.D.2
-
18
-
-
84886903970
-
The risk premium project RPP phase I and II report
-
30 June 2000
-
Cummins, J.D., Phillips, R.D., Butsic, R.P. and Derrig, R.A. (2000) The risk premium project (RPP), phase I and II report, Casualty Actuarial Society, Committee on Theory of Risk, 30 June 2000.
-
(2000)
Casualty Actuarial Society Committee on Theory of Risk
-
-
Cummins, J.D.1
Phillips, R.D.2
Butsic, R.P.3
Derrig, R.A.4
-
21
-
-
0001470966
-
Price regulation in property-liability insurance: A contingent-claims approach
-
Doherty, N.A. and Garven, J.R. (1986) 'Price regulation in property-liability insurance: A contingent-claims approach', Journal of Finance 41(5): 1031-1050.
-
(1986)
Journal of Finance
, vol.41
, Issue.5
, pp. 1031-1050
-
-
Doherty, N.A.1
Garven, J.R.2
-
24
-
-
79953655972
-
Ernst & Young market value margins for insurance liabilities in financial reporting and solvency applications
-
from 1 November 2007
-
Ernst & Young (2007) 'Market value margins for insurance liabilities in financial reporting and Solvency applications', Insurance and Actuarial Advisory Services, from http://www.gnaie.net/research.htm, 1 November 2007.
-
(2007)
Insurance and Actuarial Advisory Services
-
-
-
26
-
-
42949165922
-
IFRS and solvency II: Global exposure and interaction-the work of the IAIS
-
Flamée M. 2008 IFRS and solvency II: Global exposure and interaction-the work of the IAIS Geneva Papers on Risk and Insurance-Issues and Practice 33(1) 54-59
-
(2008)
Geneva Papers on Risk and Insurance-Issues and Practice
, vol.33
, Issue.1
, pp. 54-59
-
-
Flamée, M.1
-
27
-
-
34249060936
-
Risk management capital budgeting and capital structure policy for insurers and reinsurers
-
Froot, K.A. (2007) 'Risk management, capital budgeting, and capital structure policy for insurers and reinsurers', Journal of Risk & Insurance 74(2): 273-299.
-
(2007)
Journal of Risk & Insurance 74
, vol.2
, pp. 273-299
-
-
Froot, K.A.1
-
28
-
-
37649010837
-
On the price of intermediated risks: Theory and application to catastrophe reinsurance
-
Froot, K.A. and O'connel, P. (2008) 'On the price of intermediated risks: Theory and application to catastrophe reinsurance', Journal of Banking & Finance 32: 69-85.
-
(2008)
Journal of Banking & Finance
, vol.32
, pp. 69-85
-
-
Froot, K.A.1
O'connel, P.2
-
29
-
-
79953667330
-
Assessment of target capital for general insurance firms
-
Hitchcox, A.N., Hinder, I.A., Kaufman, A.M., Maynard, T.J., Smith, A.D. and White, M.G. (2007) 'Assessment of target capital for general insurance firms', British Actuarial Journal 13(1): 81-168.
-
(2007)
British Actuarial Journal
, vol.13
, Issue.1
, pp. 81-168
-
-
Hitchcox, A.N.1
Hinder, I.A.2
Kaufman, A.M.3
Maynard, T.J.4
Smith, A.D.5
White, M.G.6
-
30
-
-
58149528557
-
TheUnited States RBC standards, Solvency II and the Swiss Solvency test: A comparative assessment
-
Holzmüller I.The United States RBC standards, Solvency II and the Swiss Solvency test: A comparative assessment', The Geneva Papers on Risk and Insurance-Issues and Practice 2009 34(1) 56-77.
-
(2009)
Geneva Papers on Risk and Insurance-Issues and Practice
, vol.34
, Issue.1
, pp. 56-77
-
-
Holzmüller, I.1
-
31
-
-
41849108184
-
-
International Accounting Standards Board Part I and Part II from May 2007
-
International Accounting Standards Board (2007) 'Preliminary Views on Insurance Contracts. Discussion Paper, Part I and Part II', from www.ifrs.org, May 2007.
-
(2007)
Preliminary Views on Insurance Contracts Discussion Paper
-
-
-
32
-
-
79953647198
-
-
International Accounting Standards Board July 2010
-
International Accounting Standards Board (2010) 'Exposure Draft 8/2010. Insurance Contracts', www.ifrs.org, July 2010.
-
(2010)
Exposure Draft 8/2010 Insurance Contracts
-
-
-
33
-
-
44649197264
-
Theory of the firm: Managerial behaviour agency costs and ownership structure
-
Jensen, M. and Meckling, W. (1976) 'Theory of the firm: Managerial behaviour, agency costs and ownership structure', Journal of Financial Economics 3(4): 305-360.
-
(1976)
Journal of Financial Economics
, vol.3
, Issue.4
, pp. 305-360
-
-
Jensen, M.1
Meckling, W.2
-
34
-
-
65249162148
-
International diversity in measuring the fair value of life insurance contracts
-
Klumpes, P.J.M., O'Brien, C. and Reibel, A. (2009) 'International diversity in measuring the fair value of life insurance contracts', The Geneva Papers on Risk and Insurance-Issues and Practice 34(2): 197-227.
-
(2009)
The Geneva Papers on Risk and Insurance-Issues and Practice
, vol.34
, Issue.2
, pp. 197-227
-
-
Klumpes, P.J.M.1
O'Brien, C.2
Reibel, A.3
-
35
-
-
84977359121
-
The value of an option to exchange one asset for another
-
Margrabe, W. (1978) 'The value of an option to exchange one asset for another', Journal of Finance 33(1): 177-186.
-
(1978)
Journal of Finance
, vol.33
, Issue.1
, pp. 177-186
-
-
Margrabe, W.1
-
36
-
-
0001738730
-
An intertemporal capital asset pricing model
-
Merton, R.C. (1973) 'An intertemporal capital asset pricing model', Econometrica 41(5): 867-887.
-
(1973)
Econometrica
, vol.41
, Issue.5
, pp. 867-887
-
-
Merton, R.C.1
-
37
-
-
0000808665
-
On the pricing of corporate debt: The risk structure of interest rates
-
Merton, R.C. (1974) 'On the pricing of corporate debt: The risk structure of interest rates', Journal of Finance 29(2): 449-470.
-
(1974)
Journal of Finance
, vol.29
, Issue.2
, pp. 449-470
-
-
Merton, R.C.1
-
39
-
-
0000294096
-
Cost of capital corporation finance and the theory of investment
-
Modigliani, F. and Miller, M.H. (1958) 'The cost of capital, corporation finance and the theory of investment', American Economic Review 48(3): 261-297.
-
(1958)
American Economic Review
, vol.48
, Issue.3
, pp. 261-297
-
-
Modigliani, F.1
Miller, M.H.2
-
40
-
-
0010734259
-
Capital allocation for insurance companies
-
Myers, S.C. and Read, J.A. (2001) 'Capital allocation for insurance companies', Journal of Risk and Insurance 68(4): 545-580. (Pubitemid 33701337)
-
(2001)
Journal of Risk and Insurance
, vol.68
, Issue.4
, pp. 545-580
-
-
Myers, S.C.1
Read Jr., J.A.2
-
42
-
-
79953671169
-
-
London UK: Staple Inn Actuarial Society
-
Ng, H. and Varnell, E. (2003) Frictional Costs, London, UK: Staple Inn Actuarial Society.
-
(2003)
Frictional Costs
-
-
Ng, H.1
Varnell, E.2
-
43
-
-
34548863098
-
Current developments in embedded value reporting
-
O'Keeffe, P.J., Desai, A.J., Foroughi, K., Hibbett, G.J., Maxwell, A.F., Sharp, A.C., Taverner, N., Ward, M.B. and Willis, F.J.P. (2005) 'Current developments in embedded value reporting', British Actuarial Journal 11(3): 407-496.
-
(2005)
British Actuarial Journal
, vol.11
, Issue.3
, pp. 407-496
-
-
O'Keeffe, P.J.1
Desai, A.J.2
Foroughi, K.3
Hibbett, G.J.4
Maxwell, A.F.5
Sharp, A.C.6
Taverner, N.7
Ward, M.B.8
Willis, F.J.P.9
-
44
-
-
0040226156
-
Financial pricing of insurance in the multiple-line insurance company
-
Phillips, R.D., Cummins, J.D. and Allen, F. (1998) 'Financial pricing of insurance in the multiple-line insurance company', Journal of Risk and Insurance 65(4): 597-636. (Pubitemid 128462130)
-
(1998)
Journal of Risk and Insurance
, vol.65
, Issue.4
, pp. 597-636
-
-
Phillips, R.D.1
Cummins, J.D.2
Allen, F.3
-
48
-
-
0001610872
-
Financial risk management by insurers: An analysis of the process
-
Santomero, A.M. and Babbel, D. (1997) 'Financial risk management by insurers: An analysis of the process', Journal of Risk and Insurance 64(2): 231-270. (Pubitemid 127458992)
-
(1997)
Journal of Risk and Insurance
, vol.64
, Issue.2
, pp. 231-270
-
-
Santomero, A.M.1
Babbel, D.F.2
-
49
-
-
79953644692
-
Insurers cost of capital and economic value creation: Principles and practical implications
-
Scotti, V. (2005) 'Insurers' cost of capital and economic value creation: Principles and practical implications', Sigma, Swiss Re publications, 3-2005.
-
(2005)
Sigma Swiss Re publications
, pp. 3-2005
-
-
Scotti, V.1
-
50
-
-
33644676234
-
Solvency, capital allocation, and fair rate of return in insurance
-
DOI 10.1111/j.1365-2966.2006.00166.x
-
Sherris, M. (2006) 'Solvency, capital allocation, and fair rate of return in insurance', Journal of Risk andInsurance 73(1): 71-96. (Pubitemid 43334059)
-
(2006)
Journal of Risk and Insurance
, vol.73
, Issue.1
, pp. 71-96
-
-
Sherris, M.1
-
51
-
-
0002526028
-
The relation between capital structure interest rate sensitivity and market value in the property-liability insurance industry
-
Staking, K. and Babbel, D. (1995) 'The relation between capital structure, interest rate sensitivity, and market value in the property-liability insurance industry', Journal of Risk and Insurance 62(4): 690-718.
-
(1995)
Journal of Risk and Insurance
, vol.62
, Issue.4
, pp. 690-718
-
-
Staking, K.1
Babbel, D.2
-
52
-
-
30744452943
-
-
Swiss Federal Office of Private Insurance November 2004
-
Swiss Federal Office of Private Insurance (2004) White Paper of the Swiss Solvency Test, November 2004.
-
(2004)
White Paper of the Swiss Solvency Test
-
-
|