Zobrazeno 1 - 7
of 7
pro vyhledávání: '"Berdin, Elia"'
Autor:
Berdin, Elia, Gründl, Helmut
Publikováno v:
The Geneva Papers on Risk and Insurance. Issues and Practice, 2015 Jul 01. 40(3), 385-415.
Externí odkaz:
http://www.jstor.org/stable/24736589
Autor:
Berdin, Elia, Sottocornola, Matteo
During the last IAIS Global Seminar in June 2017, IAIS disclosed the agenda for a gradual shift in the systemic risk assessment methodology from the current Entity Based Approach (EBA) to a new Activity Based Approach(ABA). The EBA, which was develop
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::7aa9a4672b1db09ae03a9f7286c72d57
https://hdl.handle.net/10419/172006
https://hdl.handle.net/10419/172006
This paper investigates the effects of a rise in interest rate and lapse risk of endowment life insurance policies on the liquidity and solvency of life insurers. We model the book and market value balance sheet of an average German life insurer, sub
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::c4e71e92e73eec84f86d4d936c3845bc
https://hdl.handle.net/10419/167321
https://hdl.handle.net/10419/167321
In this paper, we develop an analytical framework for conducting forward-looking assessments of profitability and solvency of the main euro area insurance sectors. We model the balance sheet of an insurance company encompassing both life and non-life
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::c3e87952023f65a947edc008df833ddc
https://hdl.handle.net/10419/141823
https://hdl.handle.net/10419/141823
Autor:
Berdin, Elia, Sottocornolay, Matteo
This paper investigates systemic risk in the insurance industry. We first analyze the systemic contribution of the insurance industry vis-a-vis other industries by applying 3 measures, namely the linear Granger causality test, conditional value at ri
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::3d30e629917094db98f2082692fd939e
http://publikationen.ub.uni-frankfurt.de/files/39298/SSRN-id2701821.pdf
http://publikationen.ub.uni-frankfurt.de/files/39298/SSRN-id2701821.pdf
Autor:
Berdin, Elia, Grossman, Richard S., Gründl, Helmut, Herold, Wolfgang, Lambert, Frederic, Forrest, Bruce McLean, Molyneux, Philip, Moser, Claude, Nugée, John, Lake, Colt Spenser, Waterstraat, Silke, Wilson, Dylan, Wirth, Martin
The present SUERF Study includes a selection of papers based on the authors’ contributions to the Vienna conference, jointly organized by SUERF, the OeNB and the Austrian Society for Bank Research. In reply to the financial crisis, the Great Recess
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::e50a83c359e7e163a77de0261ddb4ca6
https://hdl.handle.net/10419/163515
https://hdl.handle.net/10419/163515
Autor:
Berdin, Elia, Gründl, Helmut
Low interest rates are becoming a threat to the stability of the life insurance industry, especially in countries such as Germany, where products with relatively high guaranteed returns sold in the past still represent a prominent share of the total
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______603::6a21920b015d9961173f9810e2226042
http://publikationen.ub.uni-frankfurt.de/frontdoor/index/index/docId/34777
http://publikationen.ub.uni-frankfurt.de/frontdoor/index/index/docId/34777