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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...

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Uloženo v:
Hlavní autoři: Thomas Poufinas, Evangelia Siopi
Médium: Artigo
Jazyk:Inglês
Vydáno: MDPI AG 2024-11-01
Edice:Risks
Témata:
insurance companies
solvency
solvency capital requirement
asset allocation
machine learning
random forest regression
On-line přístup:https://www.mdpi.com/2227-9091/12/12/191
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