1.B/ Solvency measurements and asset-liability management

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Can a coherent risk measure be too subadditive?
  • Roger Laeven~Jan Dhaene~G. Darkiewicz~M.J. Goovaerts

    • Economic risk capital of guaranteed cash-flows under Fréchet-Markov return models
  • Werner Hürlimann

    • Model for calculation of liability value arising from life insurance
  • Pavel Finfrle

    • Level of prudence in claims provisions and capital adequacy of non-life insurance companies
  • Peter Mandl

    • Implementation of the Liability Adequacy Test in the Czech Republic
  • Jiri Fialka

    • Modèles de risque et solvabilité en assurance-vie
  • Perrine Kaltwasser~Pierre Le Moine

    • Evaluation du passif d’un régime de retraite au moyen de l’espérance conditionnelle unilatérale
  • Claude Pichet

    • Gestion Actif Passif et Solvabilité
  • Charles Descure~Cristiano Borean

    • Value at Risk en assurance : recherche d’une méthodologie à long terme
  • Marcin Fédor~Julien Morel

    • Valorisation du risque IARD et nouvelles normes comptables
  • Guillaume Gorge~Mathieu Gatumel

    • Les apports de l’intelligence artificielle dans l’allocation stratégique d’actifs sous contraintes stochastiques de solvabilité
  • Luca De Dominicis

    • Optimal investment strategies: A short survey of classical and recent results
  • Peter Holm Nielsen

    • Risk-averse Capital Market Line using Revised Option-Based Portfolio Insurance
  • Rachid Bouchaib

    • Risk based solvency norms and their validity
  • W.J. Willemse~H. Wolthuis

    • Aspects on calculating the Solvency Capital Requirement with the use of internal models
  • Raoul Berglund~Lasse Koskinen~Vesa Ronkainen

    • Insurer risk management in the presence of frictional costs
  • Yuriy Krvavych~Michael Sherris

    • The VaR of the mathematical provision: critical issues
  • Emilia Di Lorenzo~Rosa Cocozza ~Albina Orlando ~Marilena Sibillo

    • Towards a standard for market-consistent embedded value reporting
  • Paul Whitlock~Ben Pollard

    • A Numerical Study of Reserves and Risk Measures in Life Insurance
  • Mikkel Dahl

    • The cost of target capital in the valuation of life annuity business
  • Annamaria Olivieri~Ermanno Pitacco

    • Valuation and hedging of life insurance liabilities with systematic mortality risk
  • Mikkel Dahl~Thomas Moeller

    • Equivalencia Actuarial entre Planes de Vida Universal y Planes Tradicionales a Prima Nivelada
  • Eduardo Melinsky

    • An international comparison of life assurance solvency standards
  • David Hare

    • Asset-Liability Management for Pension Plans in Japan
  • Kenichi Ono~Yosuke Fujisawa~Tatsuya Yoshihara

    • Managing the Invisible: ALM, Solvency, and Franchise Value
  • Bill Panning

    • Dynamic Financial Analysis and Risk-Based Capital for a General Insurer
  • Nino Savelli~Laura Ballotta

    • Payout Phase for Fully-Funded Pension Schemes: An Alternative Approach to Risk Distribution
  • Luis Caro

    • Actuarial Aspects of Risk Management in German Life Assurance
  • Dr. Michael Pannenberg

    • Risk theory insight into the asset-liability and solvency adaptive management
  • Vsevolod Malinovskii

    • Computational cross evaluation of financial and demographic components in the actuarial framework
  • Francesco Bellini~Antonio Annibali

    • Profit sharing with the life insured and solvency
  • José Luis Pérez Torres

    • The Fair Value of Insurance Liabilities
  • Edward McEllin

    • Should annuities be guaranteed?
  • Michael Wadsworth

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