Browsing by Author "Koskela, Laura"

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  • Ronkainen, Vesa; Koskinen, Lasse; Koskela, Laura (2008)
    In the EU the supervision of the insurance industry is expected to step into the new Solvency II framework within some years. The new framework will mean a fundamental update for both valuation and solvency requirements. Instead of just offering a standard formula for calculating the solvency capital requirement, in Solvency II insurance companies will be encouraged to develop internal models that are expected to be able to assess numerous effects which would not be easily quantified using the “one fits all” standard approach. However, to develop an internal model that will satisfy the approval criteria is a major project, during which the model builders and implementers will be faced with serious challenges.
  • Koskela, Laura; Ronkainen, Vesa; Puustelli, Anne (2008)
    Vakuutusvalvonta. Reports 1
    Raportissa tutustumme eräisiin yleisiin stokastisiin osake- ja korkomalleihin päähuomion ollessa pitkäntähtäimen simulaatioissa, jotka ovat tyypillistä mm. henki- ja eläkevakuuttamiselle. Pohdimme käytännön mallintamisen eri vaiheita Solvenssi II -projektin sisäisten mallien näkökulmasta.