Risk Profiles of Life Insurance Business: A Combined Approach

Quaderni del Dipartimento di Matematica Applicata Alle Scienze Economiche Statistiche ed Attuariali Dell'università Degli Studi di Trieste, No. 8, Vol. 2, pp. 95-102, 2004

14 Pages Posted: 10 Jan 2011

See all articles by Rosa Cocozza

Rosa Cocozza

University of Naples Federico II - Faculty of Economics

Emilia Di Lorenzo

University of Naples Federico II - Faculty of Economics

Date Written: 2004

Abstract

Solvency appraising is analyzed by means of an appropriate deductive methodology, pointing out the connection to the time dynamic of the business. This research line is framed into a combined approach to solvency measuring, full of suggestions from a regulatory perspective. The model is exemplified in the case of a temporary life annuity cohort.

Keywords: Life insurance, financial risk, insolvency risk, capital adequacy, financial regulation

JEL Classification: G22, G28, G13

Suggested Citation

Cocozza, Rosa and Di Lorenzo, Emilia, Risk Profiles of Life Insurance Business: A Combined Approach (2004). Quaderni del Dipartimento di Matematica Applicata Alle Scienze Economiche Statistiche ed Attuariali Dell'università Degli Studi di Trieste, No. 8, Vol. 2, pp. 95-102, 2004, Available at SSRN: https://ssrn.com/abstract=1737422

Rosa Cocozza (Contact Author)

University of Naples Federico II - Faculty of Economics ( email )

Via Cintia Monte S. Angelo
Napoli, 80126
Italy
+39/81675083 (Phone)

HOME PAGE: http://www.docenti.unina.it/rosa.cocozza

Emilia Di Lorenzo

University of Naples Federico II - Faculty of Economics ( email )

Via Cintia, Monte S. Angelo
Napoli, 80126
Italy

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