3 citations · 3 across the 1 of their papers we have counts for
2 papers
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…
q-fin.RM2015
Capital allocation and risk appetite under Solvency II framework
Ivan Granito, Paolo De Angelis
The aim of this paper is to introduce a method for computing the allocated Solvency II Capital Requirement (SCR) of each Risk which the company is exposed to, taking in account for…