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Title: Impact of Value-at-Risk Regulation on the Insurance and Reinsurance Markets.

Event details of Insurance seminar: Carole Bernard (University of Waterloo)
Date 17 December 2007
Time 11:00 -12:00
Location Roeterseilandcampus - building E

Title: Impact of Value-at-Risk Regulation on the Insurance and Reinsurance Markets.

Abstract: In recent years, the insurance market has been subject to significant changes. In Europe, the regulation system (with the project Solvency II ) is about to change. The project Solvency II is likely to involve the Value-at-Risk and extends the ideas of Basel II to the insurance market. Changing regulations can have a significant impact on the decisions and the risk management of insurance companies. Our aim is to develop a theoretical model to understand the possible implications of implementing Value-at-Risk requirements on the insurance and reinsurance markets. To achieve this goal, we study the optimal risk sharing and explain how it is modified in the presence of regulators.

The seminar will take place in E-building, see below for the address.

Roeterseilandcampus - building E

Roetersstraat 11
1018 WB Amsterdam

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