Solvency II και αντασφαλίσεις
Master Thesis
Author
Αρβανιτάκης, Νικόλαος
Date
2012-02-01View/ Open
Subject
Ασφαλιστικές εταιρείες -- Χρηματοοικονομική ανάλυση ; Ασφαλιστικές εταιρείες -- Ευρωπαϊκή Ένωση -- Δίκαιο και νομοθεσία ; Insurance -- Statistical methods ; ΑσφάλισηAbstract
Solvency II is the latest EU directive that will control the solvency capital requirements of
the insurance and reinsurance companies and will be applied to the market by 31st
October 2012. This directive will change the calculation of the insurance companies
capital requirements. A basic tool for risk mitigation for the insurance companies is
reinsurance. The object of this project is to present the results of the QIS studies, that
are relevant with the reinsurance strategy of an insurance company. The results of the
reinsurance effects on capital requirements, as well as the problems that may arise with
the new calculation methods of Solvency II and alternative methods for the improvement
of the calculation of the reinsurance effect will be presented.