Reflecting the author's wealth of experience in this field, Handbook of Solvency for Actuaries and Risk Managers: Theory and Practice focuses on the valuation of assets and liabilities, the calculation of capital requirement, and the calculation of the standard formula for the European Solvency II p[...]
Presents a summary and review of solvency. Following an introduction to the concept, this book provides a historical review of solvency. It explores the basis for solvency modeling, and discusses groups and internal modeling as it relates to EU Solvency II.[...]