Handbook of Solvency for Actuaries and Risk Managers: Theory and Practice

Solvency Introduction
Solvency
A Historical Review
Managing Risks and the Enterprise
A Summary of the Development of Enterprise Risk Management and Solvency
Elements of Solvency Assessment Systems

Valuation, Investments, and Capital
Total Balance Sheet Approach
Asset Valuation
Liability Valuation
Other Valuation Issues
Investments and Own Funds
Accounting Valuation

Modeling and Measuring
Developing a Model
Dependence
Risk Measures
Capital Requirement: Modeling and Measuring
Risks and Subrisks
Market Risk
Credit Risk
Operational Risk
Liquidity Risk
Underwriting/Insurance Risk

The European Solvency II General Ideas, Valuation, and Investment: Final Advice
European Solvency II: General Ideas
European Solvency II: Asset Valuation
European Solvency II Project: Liability Valuation
European Solvency II Project: Eligible Own Funds and Investments

The European Solvency II Standard Formula: Final Advice
Solvency II: The Standard Formula Framework
Solvency II Standard Formula: Market Risk
Solvency II Standard Formula: Credit Risk
Solvency II Standard Formula: Operational Risk
Solvency II Standard Formula: Liquidity Risk
Solvency II Standard Formula: Nonlife Underwriting Risk
Solvency II Standard Formula: Life Underwriting Risk
Solvency II Standard Formula: Health Underwriting Risk
Solvency II Standard Formula: Minimum Capital Requirement

Backgrounds and Calibrations
Some Statistical Clarifications
Approximations for Skewness
List of Different Papers That Has Been Published by CEIOPS
European Solvency II Project
European Solvency II: General Ideas
European Solvency II: Asset Valuation
European Solvency II: Liability Valuation
European Solvency II: The Standard Formula Framework
European Solvency II Standard Formula: Market Risk
European Solvency II Standard Formula: Credit Risk
European Solvency II Standard Formula: Operational Risk
European Solvency II Standard Formula: Liquidity Risk
European Solvency II Standard Formula: Nonlife Underwriting Risk
European Solvency II Standard Formula: Life Underwriting Risk
European Solvency II Standard Formula: Health Underwriting Risk
European Solvency II Standard Formula: Minimum Capital Requirement

References

Index