Special Issue "Capital Requirement Evaluation under Solvency II framework"
A special issue of Risks (ISSN 2227-9091).
Deadline for manuscript submissions: 31 July 2019
The regulatory Solvency II framework recently came in force in order to improve the solvency of the insurance sector and, by extension, underpin the stability of the broader financial system. As well-known, a risk-based system has been developed defining the criteria for computing the capital requirement by using either a standard formula or an internal model. Also diversification and risk-mitigation effects are taken into account. In this framework, actuarial literature and practitioners are focusing on both the assessment of capital requirement for different sources of risk and the valuation of asset and liabilities.
Moving from these considerations, this Special Issue aims to compile high quality papers that offer a discussion of the state-of-the-art or introduce new theoretical or practical developments in this field. We welcome papers related, but not limited to, the following topics:
- Quantification of capital requirement for Life or Non-Life Underwriting Risk
- Extensions of Solvency II Standard formula.
- Assessing diversification
- Modelling risk-mitigation effects
- Capital allocation
- Valuation of technical liabilities in a Solvency II framework
Dr. Gian Paolo Clemente
Manuscript Submission Information
Manuscripts should be submitted online at www.mdpi.com by registering and logging in to this website. Once you are registered, click here to go to the submission form. Manuscripts can be submitted until the deadline. All papers will be peer-reviewed. Accepted papers will be published continuously in the journal (as soon as accepted) and will be listed together on the special issue website. Research articles, review articles as well as short communications are invited. For planned papers, a title and short abstract (about 100 words) can be sent to the Editorial Office for announcement on this website.
Submitted manuscripts should not have been published previously, nor be under consideration for publication elsewhere (except conference proceedings papers). All manuscripts are thoroughly refereed through a single-blind peer-review process. A guide for authors and other relevant information for submission of manuscripts is available on the Instructions for Authors page. Risks is an international peer-reviewed open access quarterly journal published by MDPI.
Please visit the Instructions for Authors page before submitting a manuscript. The Article Processing Charge (APC) for publication in this open access journal is 350 CHF (Swiss Francs). Submitted papers should be well formatted and use good English. Authors may use MDPI's English editing service prior to publication or during author revisions.
- Capital Requirement
- Solvency II
- Best Estimate and Risk Margin