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Report on the possible impact of the likely Solvency II QIS5 standard formula on the European life market
Recurso electrónico / electronic resource
Section: Electronic documents
Title: Report on the possible impact of the likely Solvency II QIS5 standard formula on the European life market / Dominic Clark, Scott MitchellAuthor: Clark, Dominic ‌
Publication: Seattle : Milliman, 2010Series: (Milliman Research Report)Notes: Sumario: Introduction -- Overview of the analysis -- Some key developments in the draft QIS5 technical specification: interest rate structure; interest rate risk; property risk; spread risk; correlations; SCR operational risk; eligible own funds -- Highlights of the analysis: CWE markets (France, Ireland, Italy, UK) -- Highlights of the analysis: CEE markets (Poland, Romania, Slovakia) -- ConclusionMateria / lugar / evento: Seguro de vida ‌Solvencia II ‌QIS5 ‌Supervisión de seguros ‌Unión Europea ‌Otros autores: Mitchell, Scott ‌
Milliman ‌
Secondary series: Milliman Research Report ‌Other categories: 222
Rights: In Copyright (InC)