A Bridge between Local GAAP and Solvency II Frameworks to Quantify Capital Requirement for Demographic Risk

da Nino Savelli | Set 29, 2021 | ARTICOLI

G.P. Clemente, F. Della Corte, N.Savelli| Risks 2021, 9,175 | https://doi.org/10.3390/risks9100175 Abstract: The aim of this paper is to provide a stochastic model useful for assessing the capital requirement for demographic risk in a framework coherent with the...

Premium Risk Net of Reinsurance: From Short-term to Medium-term Assesment

da Nino Savelli | Lug 1, 2019 | ARTICOLI

A. Pallaria, N. Savelli | Risks, 2019, 7,72; DOI: 10.3390 | risks7030072 Abstract: Solvency II requirements introduced new issues for actuarial risk management in non-life insurance, challenging the market to have a consciousness of its own risk profile, and also...

A comparison of risk transfer strategies for a portfolio of life annuities based on an economic in-dex

da Paolo De Angelis | Gen 1, 2016 | ARTICOLI

Baione F., De Angelis P., Menzietti M., Tripodi A. Journal of Applied Statistics, 2016. DOI: 10.1080/02664763.2016.1238047; Print ISSN: 0266-4763; Online ISSN: 1360-0532

The Impact of Reinsurance Strategies on Capital Requirements for Premium Risk in Insurance

da Nino Savelli | Giu 3, 2015 | ARTICOLI

G.P. Clemente, N. Savelli, D. Zappa | Risks, 2015, 3, 164-182; DOI: 10.3390/risks3020164 | Abstract: New risk-based solvency requirements for insurance companies across European markets have been introduced by Solvency II and will come in force from 1 January 2016....

A Risk-Theory Model to Assess the Capital Requirement for Mortality and Longevity Risk

da Nino Savelli | Mar 7, 2014 | ARTICOLI

G.P. Clemente, N. Savelli | Journal of Interdisciplinary Mathematics | Vol. 16 (2013) , No. 6, pp. 397-429 | Taru Publications Abstract: There is considerable uncertainty regarding the future development of life expectancy that leads to significant change in many...

Un modello attuariale per il Rating delle Imprese di Assicurazione sulla vita

da Paolo De Angelis | Gen 1, 2008 | ARTICOLI, PUBBLICAZIONI

Baione F., De Angelis P.. Amenta P., Squillante M., Ventre V., “Il Trattamento del Rischio in Ambito Bancario ed Assicurativo”, Franco Angeli Editore, 2008, pp. 39 – 62. ISBN: 978-88-464-8382-9.