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Daykin, Bernstein, Coutts, Devitt, Hey, Reynolds & Smith.

The Solvency of a General Insurance Company...

Частичный перевод оригинального текста 1986 г.
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Содержание.
 
1. Введение.da1.htm
2. Остановить или продолжать?da2.htm
3. Расходы, учитываемые в момент осуществления.da3.htm
4. Имитационная модель.da4.htm
5. Обсуждение платежеспособности.da5.htm
6. Перрестрахование.
7. Выводы.
da6.htm
da7.htm
Приложение 1.dap1.htm
Приложение 2.dap2.htm
Приложение 3.dap3.htm
Приложение 4.dap4.htm
Приложение 5.dap5.htm
Приложение 6.dap6.htm
Ссылки.

Abbott W.M., Clarke T.G., Treen W.R. (1981) Some Financial aspects of a general insurance company. Journal of Institute of Actuaries 108, 119.

Beard R.E., Pentikainen T., Pesonen E. (1984) Risk Theory. Chapman and Hall, Londod.

Benjamin S. (1980) Solvency and Profitability in insurance. Transactions of the 21st International Congress of Actuaries 1, 33.

Buchanan R.A., Taylor G.C. (1986) The management of solvency, Presented to the International Conference of Insurance Solvency, Philadelphia, USA.

Coutts S.M., Devitt E.R.F. (1986) The assessment of financial strength of insurance companies -- a generalised cash flow model. Presented to the International Conference of Insurance Solvency, Philadelphia, USA.

Coutts S.M., Devitt E.R.F., Ross G.A.F. (1984) A probabilistic approach to assessing the financial srength of insurance company. Transactions of the 22nd Congress of Actuaries 3, 129.

Daykin C.D. (1984) the development of concepts of adequacy and solvency in non-life insurance in the EEC. Transactions of the 22nd Congress of Actuaries 3, 299.

Daykin C.D., Bernstein G.D. (1985) A simulation model to examine questions of solvency in the light af asset and run-off risks. Presented to ASTIN Colloquium in Biarritz, October 1985.

Daykin C.D., Devitt E.R., Khan M., McCaughan J.P. (1984) The solvency of general insurance companies. Journal of Institute of Actuaries 111, 279.

Kahane Y. (1979) Solidity, leverage and the regulation of insurance companies. The Geneva Papers on Risk and Insurance # 14.

Kahane Y., Biger N. (1977) Balance sheet optimisation in inflationary circumstances -- the case of non-life insurance companies. The Journal of Insurance Issues and Practices 1, # 2.

Pentikainen T., Rantala J. (1982) Solvency of Insurers and Equalization Reserves Helsinki.

Pentikainen T., Rantala J. (1986) Run-off risks as a part of claims fluctuation. ASTIN Bulletin 16, 113-147.

Ryan J.P. (1980) An application of model office techniques to solvency testing for a non-life office. Transactions of the 21st International Congress of Actuaries 1, 403

Ryan J.P. (1984) Application of simulation techniques to solvency testing for a non-life office. Transactions of the 21st International Congress of Actuaries 3, 269

Stewart C.M. (1971) The Assessement of solvency. Astin Bulletin 6, 79.

Wilkie A.D. (1984) Steps towards a comprehensive stochastic investment model. Occasional Actuarial Research Discussion Paper # 36, Institute of Actuaries.

Wilkie A.D. (1986) A stochastic investment model for actuarial use. Transactions of the Faculty of Actuaries 39, 341.

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