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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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Principais autores: Thomas Poufinas, Evangelia Siopi
Formato: Artigo
Idioma:Inglês
Publicado em: MDPI AG 2024-11-01
coleção:Risks
Assuntos:
insurance companies
solvency
solvency capital requirement
asset allocation
machine learning
random forest regression
Acesso em linha:https://www.mdpi.com/2227-9091/12/12/191
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