- Tytuł:
- Risk capital in unit-linked insurance policies
- Autorzy:
- Homa, Magdalena
- Powiązania:
- https://bibliotekanauki.pl/articles/584471.pdf
- Data publikacji:
- 2018
- Wydawca:
- Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
- Tematy:
-
unit-linked insurance
Solvency II
risk capital
Monte-Carlo - Opis:
- Unit-linked insurance policies (ULIP) are endowment policies with shares in selected investment funds held by financial institutions, which combine insurance coverage with investment. Therefore, the risk related to this type of insurance is analysed as: subject of insurance risk and financial risk which determine the value of ULIP. To secure its liquidity, the insurer should take this enhanced risk. Thus, the aim of this text is to determine the appropriate capital levels which should offset the additional risk to which the insurer is exposed to in order to ensure the financial security of the insured persons and protect the insurer’s solvency.
- Źródło:
-
Prace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu; 2018, 519; 99-108
1899-3192 - Pojawia się w:
- Prace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu
- Dostawca treści:
- Biblioteka Nauki
Artykuł