Auflistung LIF-SAFE Working Papers nach Autor "Kok Sørensen, Christoffer"
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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 ...