Object

Title: Modele wewnętrzne jako alternatywna forma wyznaczania kapitału wypłacalności zakładów ubezpieczeń - klasyfikacja modeli

Creator:

Kurek, Robert

Description:

Prace Naukowe Akademii Ekonomicznej we Wrocławiu; 2007; nr 1176, s. 215-224

Abstrakt:

The principles of Solvency II facilitate the application of internal models in order to define the actual demand for guarantee capital by insurance institutions. The article presents the concept of their application and the theoretical (academic) classification of these models which may be used by insurance institutions for both their own needs as well as the needs of supervisory authorities. The characterized classification criteria cover as follows: the entity developing the model, considered time span, model's complexity, the complexity of organization structure in an insurance group, model's advancement stage, the timing of model analysis, modeling instruments, the level of included risks specification, correlation between risks included in the model as well as the way of an overall risk aggregation. The presented classification was developed based on the analysis of models' practical application by some insurance companies (which apply models for their own needs) but also theoretical solutions, therefore it may be of assistance for both insurance institutions as such (which have not been applying them yet) and supervisory authorities (which are in the process of getting ready for their approval). (original abstract)

Publisher:

Wydawnictwo Akademii Ekonomicznej im. Oskara Langego we Wrocławiu

Place of publication:

Wrocław

Date:

2007

Resource Type:

artykuł

Resource Identifier:

oai:dbc.wroc.pl:134044

Language:

pol

Relation:

Prace Naukowe Akademii Ekonomicznej im. Oskara Langego we Wrocławiu; 2007; nr 1176 ; Inwestycje finansowe i ubezpieczenia – tendencje światowe a polski rynek

Rights:

Wszystkie prawa zastrzeżone (Copyright)

Access Rights:

Dla wszystkich w zakresie dozwolonego użytku

Location:

Uniwersytet Ekonomiczny we Wrocławiu

Coverage:

Projekt dofinansowany ze środków budżetu państwa, przyznanych przez Ministra Nauki w ramach Programu Społeczna odpowiedzialność nauki II. Tytuł projektu: Nauka dla Społeczeństwa: Prace Naukowe AEW w otwartym dostępie (2005-2008)

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