The evolution of the volatility adjustment measure under solvency 2.
Romano, Elena (A.A. 2018/2019) The evolution of the volatility adjustment measure under solvency 2. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Francesco Cerri, pp. 107. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
Overview of the insurance industry. Solvency II: the new prudential discipline. Solvency II reviews. What will happen next? Analysis of the volatility adjustment. Testing the VA application through an Italian case simulation.
References
Bibliografia e sitografia: pp. 86-91.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree program in Corporate Finance, English language (LM-77) |
| Chair: | Risk management |
| Thesis Supervisor: | Cerri, Francesco |
| Thesis Co-Supervisor: | Gubitosi, Luigi |
| Academic Year: | 2018/2019 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 13 Feb 2020 11:23 |
| Last Modified: | 13 Feb 2020 11:23 |
| URI: | https://tesi.luiss.it/id/eprint/25768 |
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