Adequated equity for insurance companies

Asked August 1, 2014, 11:15 AM EDT

Good Day.

Is there any theory or technique that can build a model related with technical adequated equity for insurance companies. According to Solvence II directions and Bassel 3 Agreement, insurance and other financial companies require to have enough solvence to respond to market and shareholders' needs.

I am researching theory related to build a model to decrease the correlation between subscription and assets risks to have a better adecuate equity value. I'm quite concerned about the lack of theory in this statistics and economics field. I hope to find some help regarding this topic.

Outside United States

1 Response

We do not have the expertise to answer this question. Best wishes.