The Effect of Non-Proportional Reinsurance: A Revision of Solvency II Standard Formula
Solvency II Standard Formula provides a methodology to recognise the risk-mitigating impact of excess of loss reinsurance treaties in premium risk modelling. We analyse the proposals of both Quantitative Impact Study 5 and Commission Delegated Regulation highlighting some inconsistencies. This paper...
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| Format: | Article |
| Language: | English |
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MDPI AG
2018-05-01
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| Series: | Risks |
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| Online Access: | http://www.mdpi.com/2227-9091/6/2/50 |