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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...

Ausführliche Beschreibung

Gespeichert in:
Hauptverfasser: Thomas Poufinas, Evangelia Siopi
Format: Artigo
Sprache:Inglês
Veröffentlicht: MDPI AG 2024-11-01
Schriftenreihe:Risks
Schlagworte:
insurance companies
solvency
solvency capital requirement
asset allocation
machine learning
random forest regression
Online-Zugang:https://www.mdpi.com/2227-9091/12/12/191
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