Matches in SemOpenAlex for { <https://semopenalex.org/work/W2748220097> ?p ?o ?g. }
Showing items 1 to 82 of
82
with 100 items per page.
- W2748220097 abstract "Abstract Depending on the current risk exposure of an insurance company, the impact of buying an additional unit of a fund on an insurer’s overall Solvency II capital charges, i.e., the Solvency Capital Requirement (SCR), will differ. We call this impact the fund’s SCR contribution and show in which boundaries it lies if only the fund’s aggregate sub-SCR figures are known but not the risk exposures of the insurance company buying the fund. The upper bound of this range, the worst-case SCR contribution, can be used as a conservative measure to assess funds’ Solvency II risk contributions or to assign them to different Solvency II risk categories. We believe that providing funds’ worst-case SCR contributions can be useful information to insurance companies when screening from a broad investment universe." @default.
- W2748220097 created "2017-08-31" @default.
- W2748220097 creator A5005980124 @default.
- W2748220097 creator A5012512341 @default.
- W2748220097 creator A5029149403 @default.
- W2748220097 creator A5071594848 @default.
- W2748220097 date "2017-09-01" @default.
- W2748220097 modified "2023-09-27" @default.
- W2748220097 title "Solvency II reporting: How to interpret funds’ aggregate solvency capital requirement figures" @default.
- W2748220097 cites W1490359746 @default.
- W2748220097 cites W1979224037 @default.
- W2748220097 cites W2016182207 @default.
- W2748220097 cites W2104243596 @default.
- W2748220097 cites W2137525503 @default.
- W2748220097 cites W2142872093 @default.
- W2748220097 cites W2167616692 @default.
- W2748220097 cites W2573273725 @default.
- W2748220097 cites W3121136586 @default.
- W2748220097 cites W83562894 @default.
- W2748220097 doi "https://doi.org/10.1016/j.insmatheco.2017.08.003" @default.
- W2748220097 hasPublicationYear "2017" @default.
- W2748220097 type Work @default.
- W2748220097 sameAs 2748220097 @default.
- W2748220097 citedByCount "0" @default.
- W2748220097 crossrefType "journal-article" @default.
- W2748220097 hasAuthorship W2748220097A5005980124 @default.
- W2748220097 hasAuthorship W2748220097A5012512341 @default.
- W2748220097 hasAuthorship W2748220097A5029149403 @default.
- W2748220097 hasAuthorship W2748220097A5071594848 @default.
- W2748220097 hasConcept C10138342 @default.
- W2748220097 hasConcept C144133560 @default.
- W2748220097 hasConcept C162118730 @default.
- W2748220097 hasConcept C162324750 @default.
- W2748220097 hasConcept C166957645 @default.
- W2748220097 hasConcept C175444787 @default.
- W2748220097 hasConcept C183582576 @default.
- W2748220097 hasConcept C2778215004 @default.
- W2748220097 hasConcept C2864544 @default.
- W2748220097 hasConcept C29122968 @default.
- W2748220097 hasConcept C83646750 @default.
- W2748220097 hasConcept C91419387 @default.
- W2748220097 hasConcept C95457728 @default.
- W2748220097 hasConceptScore W2748220097C10138342 @default.
- W2748220097 hasConceptScore W2748220097C144133560 @default.
- W2748220097 hasConceptScore W2748220097C162118730 @default.
- W2748220097 hasConceptScore W2748220097C162324750 @default.
- W2748220097 hasConceptScore W2748220097C166957645 @default.
- W2748220097 hasConceptScore W2748220097C175444787 @default.
- W2748220097 hasConceptScore W2748220097C183582576 @default.
- W2748220097 hasConceptScore W2748220097C2778215004 @default.
- W2748220097 hasConceptScore W2748220097C2864544 @default.
- W2748220097 hasConceptScore W2748220097C29122968 @default.
- W2748220097 hasConceptScore W2748220097C83646750 @default.
- W2748220097 hasConceptScore W2748220097C91419387 @default.
- W2748220097 hasConceptScore W2748220097C95457728 @default.
- W2748220097 hasLocation W27482200971 @default.
- W2748220097 hasOpenAccess W2748220097 @default.
- W2748220097 hasPrimaryLocation W27482200971 @default.
- W2748220097 hasRelatedWork W13131581 @default.
- W2748220097 hasRelatedWork W1430159845 @default.
- W2748220097 hasRelatedWork W1608253423 @default.
- W2748220097 hasRelatedWork W1972040348 @default.
- W2748220097 hasRelatedWork W2028835076 @default.
- W2748220097 hasRelatedWork W2137525503 @default.
- W2748220097 hasRelatedWork W2167616692 @default.
- W2748220097 hasRelatedWork W2263169302 @default.
- W2748220097 hasRelatedWork W2393036523 @default.
- W2748220097 hasRelatedWork W2477767551 @default.
- W2748220097 hasRelatedWork W2593578227 @default.
- W2748220097 hasRelatedWork W2748602171 @default.
- W2748220097 hasRelatedWork W2754440771 @default.
- W2748220097 hasRelatedWork W2901979876 @default.
- W2748220097 hasRelatedWork W2908002108 @default.
- W2748220097 hasRelatedWork W2920355796 @default.
- W2748220097 hasRelatedWork W2927970582 @default.
- W2748220097 hasRelatedWork W3094432496 @default.
- W2748220097 hasRelatedWork W3212434739 @default.
- W2748220097 hasRelatedWork W82527913 @default.
- W2748220097 isParatext "false" @default.
- W2748220097 isRetracted "false" @default.
- W2748220097 magId "2748220097" @default.
- W2748220097 workType "article" @default.