Auflistung LIF-SAFE Working Papers nach Autor "Berdin, Elia"

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    • A Stochastic Forward-Looking Model to Assess the Profitability and Solvency of European Insurers 

      Berdin, Elia; Pancaro, Cosimo; Kok Sørensen, Christoffer (2016-11-01)
      In this paper, we develop an analytical framework for conducting forward-looking assessments of profitability and solvency of the main euro area insurance sectors. We model the balance sheet of an insurance company ...

    • Insurance Activities and Systemic Risk 

      Berdin, Elia; Sottocornola, Matteo (2015-12-01)
      This paper investigates systemic risk in the insurance industry. We first analyze the systemic contribution of the insurance industry vis-à-vis other industries by applying 3 measures, namely the linear Granger causality ...

    • The Effects of a Low Interest Rate Environment on Life Insurers 

      Berdin, Elia; Gründl, Helmut (2015-01-01)
      Low interest rates are becoming a threat to the stability of the life insurance industry, especially in countries such as Germany, where products with relatively high guaranteed returns sold in the past still represent a ...