Overview

This paper was written as a master thesis in cooperation with KPMG DTG, Munich. The first chapter of the paper gives an overview of the future design of the Solvency II regulation and of the methodology underlying modern risk models. In the second chapter two standard models from national insurance supervisors of Germany and Switzerland (GDV and SST models, respectively) are analyzed. Based on the research into basic modelling methodology and on the overview of the national standard models, the main challenges that the implementation of a standard or an internal model under Solvency II will pose for the insurance companies will be discussed. The focus of the analysis lies on the preparatory measures and business requirements for IT imple mentation of an internal solvency model in an insurance company.

Full Product Details

Author:   Artem Rusalovskiy
Publisher:   VDM Verlag Dr. Muller Aktiengesellschaft & Co. KG
Imprint:   VDM Verlag Dr. Muller Aktiengesellschaft & Co. KG
Dimensions:   Width: 15.20cm , Height: 0.70cm , Length: 22.90cm
Weight:   0.205kg
ISBN:  

9783639102635

ISBN 10:   3639102630
Pages:   132
Publication Date:   19 November 2008
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   In Print  
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