3 citations · 3 across the 2 of their papers we have counts for
2 papers
q-fin.RM2020
A Risk Based approach for the Solvency Capital requirement for Health Plans
Fabio Baione, Davide Biancalana, Paolo De Angelis
The study deals with the assessment of risk measures for Health Plans in order to assess the Solvency Capital Requirement. For the estimation of the individual health care expendit…
q-fin.RM2018★ 3 cited
On a capital allocation principle coherent with the Solvency 2 standard formula
Fabio Baione, Paolo De Angelis, Ivan Granito
Solvency II Directive 2009/138/EC requires an insurance and reinsurance undertakings assessment of a Solvency Capital Requirement by means of the so-called "Standard Formula" or by…