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Solvabilittsmessung bei Schaden-Unfall-Versicherungsunternehmen

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Springer Nature
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N/A
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GTIN
9783835001602
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Product Description

Die Vorschriften zur Eigenmittelausstattung von Versicherungsunternehmen werden zur Zeit berarbeitet (Solvency II). hnlich wie bei Basel II fr Banken wurden drei Sulen definiert: Sule I besteht aus den quantitativen Modellen und Methoden zur Berechnung der Solvenzanforderung von Versicherungsunternehmen, Sule II umfasst die Verfahren zur Prfung dieser Modelle durch die Aufsichtsbehrden und Sule III beinhaltet die Darstellung und Kommunikation der Ergebnisse. Peter Ott setzt sich mit den zentralen Fragestellungen zum Projekt Solvency II auseinander: " Welche Anforderungen mssen Modelle erfllen, durch die das gesamte Versicherungsgeschft abgebildet wird, um die Hhe der notwendigen Eigenmittel (konomisches Kapital) zu bestimmen? " Mit welchem Verfahren knnen die Adquanz der Modelle und die daraus resultierende Eigenkapitalausstattung geprft werden?.

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