Investment Portfolio Allocation and Insurance Solvency: New Evidence from Insurance Groups in the Era of Solvency II

This study examines the effect of the investment portfolio structure on insurers’ solvency, as measured by the Solvency Capital Requirement ratio. An empirical sample of 88 EU-based insurance groups was analyzed to provide robust evidence of the portfolio’s impact on the Solvency Capital Requirement...

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Autors principals:	Thomas Poufinas, Evangelia Siopi
Format:	Artigo
Idioma:	Inglês
Publicat:	MDPI AG 2024-11-01
Col·lecció:	Risks
Matèries:	insurance companies solvency solvency capital requirement asset allocation machine learning random forest regression
Accés en línia:	https://www.mdpi.com/2227-9091/12/12/191
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