Κίνδυνος και κόστος μετοχικού κεφαλαίου σύμφωνα με την οδηγία Solvency II
Risk and cost of equity capital based on Solvency II
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Keywords
Κόστος κεφαλαίου ; Φερεγγυότητα ; Ανάλυση παλινδρόμησης ; Ασφαλιστικές εταιρείες ; Solvency IIAbstract
In this paper we introduce the concept of risk and cost of equity capital
assumed an insurance company based on Solvency II. In particular, we will
present the methods which are used to estimate the cost of capital in the
insurance industry, the legal framework Solvency II and the structure of
capital for insurance companies. Insurance companies can use the cost of
capital in order to estimate some assets such as the Solvency Capital
Requirement (SCR) and the Minimum Capital Requirement (MCR), which are
a part of the capital requirements that have to be paid by investors to ensure
the solvency of their company.
Postgraduate Studies Programme
Αναλογιστική Επιστήμη και Διοικητική ΚινδύνουDepartment
Σχολή Χρηματοοικονομικής και Στατιστικής. Τμήμα Στατιστικής και Ασφαλιστικής ΕπιστήμηςNumber of pages
95Language
GreekCollections
Except where otherwise noted, this item's license is described as
Attribution-NonCommercial-NoDerivatives 4.0 Διεθνές
Attribution-NonCommercial-NoDerivatives 4.0 Διεθνές