reinsurance.bib

% This file was created with JabRef 2.5.
% Encoding: Cp1252

@MISC{07:CEAGrpSolv2,
  author = {CEA},
  title = {Solvency~II Briefing~Note~2: The Insurance Groups and Solvency~II},
  howpublished = {\url{http://www.cea.eu/uploads/DocumentsLibrary/documents/1202314207_solvency-ii-briefing-note-2-the-insurance-groups-and-solvency-ii.pdf}},
  month = {May},
  year = {2007},
  abstract = {This paper focuses on the areas of particular relevance for insurance
	groups and on how the industry�s proposed approach and objectives
	for Solvency~II address them.},
  owner = {bgi},
  timestamp = {2010.06.09},
  url = {http://www.cea.eu/uploads/DocumentsLibrary/documents/1202314207_solvency-ii-briefing-note-2-the-insurance-groups-and-solvency-ii.pdf}
}

@BOOK{FCAS01,
  title = {Foundations of Casualty Actuarial Science},
  publisher = {Casualty Actuarial Society},
  year = {2001},
  author = {Stephen P. {D'Arcy} and Robert J. Finger and Charlse C. Hewitt and
	Charles L. McClenahan and Gary S. Patrik and Matthew Rodermund and
	Margaret Wilkinson Tiller and Gary G. Venter and Ronald F. Wiser},
  edition = {4th},
  isbn = {0962476226, 9780962476228},
  owner = {bgi},
  timestamp = {2010.06.02},
  url = {http://www.casact.org/pubs/index.cfm?fa=castext}
}

@BOOK{Delbaen06,
  title = {The Mathematics of Arbitrage},
  publisher = {Springer},
  year = {2006},
  author = {Freddy Delbaen and Walter Schachermayer},
  series = {Springer Finance},
  isbn = {3-540-21992-7, 978-3-540-21992-7},
  lccn = {2005937005},
  mathsubs = {M13062;M27004;M12066},
  owner = {bgi},
  timestamp = {2010.02.16}
}

@BOOK{Dempster2002,
  title = {Risk management: value at risk and beyond},
  publisher = {Cambridge University Press},
  year = {2002},
  author = {Michael Alan Howarth Dempster},
  isbn = {0521781809, 9780521781800},
  owner = {Ben},
  timestamp = {2010-06-04}
}

@MISC{09:MunichRePodra,
  author = {J{\"o}rg Dittrich and Ali Majidi and Norbert Kuschel and Laurent
	Berthaut},
  title = {{PillarOne Dynamic Reinsurance Analysis (PODRA)}: The easy way},
  howpublished = {\url{http://www.munichre.com/publications/302-06030_en.pdf}},
  month = {February},
  year = {2009},
  key = {PODRA2009},
  keywords = {PODRA},
  owner = {bgi},
  timestamp = {2010.06.03},
  url = {http://www.munichre.com/publications/302-06030_en.pdf}
}

@MISC{09:MunichReRating,
  author = {Kathleen Ehrlich and Margarita {von Tautphoeus}},
  title = {{Solvency~II} and reinsurance: How important is a reinsurer's rating?},
  howpublished = {\url{http://www.munichre.com/publications/302-06232_en.pdf}},
  month = {November},
  year = {2009},
  owner = {bgi},
  timestamp = {2010.06.03},
  url = {http://www.munichre.com/publications/302-06232_en.pdf}
}

@MISC{09:MunichReRating_de,
  author = {Kathleen Ehrlich and Margarita {von Tautphoeus}},
  title = {{Solvency~II} und R{\"u}ckversicherung: Welche Rolle spielt das Rating
	eines R{\"u}ckversicherungspartners?},
  howpublished = {\url{http://www.munichre.com/publications/302-06231_de.pdf}},
  month = {November},
  year = {2009},
  owner = {bgi},
  timestamp = {2010.06.03},
  url = {http://www.munichre.com/publications/302-06231_de.pdf}
}

@MISC{08:FinMaCircular29,
  author = {FINMA},
  title = {{Circular~2008/29: Internal business transactions -- insurance groups}},
  howpublished = {\url{http://www.finma.ch/e/regulierung/Documents/finma-rs-2008-29-e.pdf}},
  month = {20 November},
  year = {2008},
  abstract = {Describes the minimum reporting requirements regarding internal business
	transactions in insurance groups and insurance conglomerates.},
  key = {FINMA0829},
  keywords = {SST},
  owner = {bgi},
  timestamp = {2010.06.03},
  url = {http://www.finma.ch/e/regulierung/Documents/finma-rs-2008-29-e.pdf}
}

@MISC{08:FinMaCircular44,
  author = {FINMA},
  title = {{Circular~2008/44~SST: Swiss Solvency Test (SST)}},
  howpublished = {\url{http://www.finma.ch/e/regulierung/Documents/finma-rs-2008-44-e.pdf}},
  month = {28 November},
  year = {2008},
  abstract = {Pursuant to the Insurance Supervision Act (ISA;~SR~961.01) and the
	Insurance Supervision Ordinance (ISO;~SR~961.11), both of which entered
	into force on 1~January~2006, the solvency of insurance companies
	is to be assessed applying the Swiss Solvency Text (SST), taking
	transition periods into account. Capital adequacy is to be assessed
	in accordance with Solvency~I at the same time. This Circular sets
	out the rules of the ISA in general, and those of the ISO pertaining
	to the SST in particular.},
  key = {SST2008},
  keywords = {SST},
  owner = {bgi},
  timestamp = {2010.06.03},
  url = {http://www.finma.ch/e/regulierung/Documents/finma-rs-2008-44-e.pdf}
}

@MISC{08:FinMaCircular44_de,
  author = {FINMA},
  title = {{Rundschreiben~2008/44~SST: Schweizer Solvenztest (SST)}},
  howpublished = {\url{http://www.finma.ch/d/finma/publikationen/Documents/finma-rs-2009-sammlung-d.pdf}},
  month = {28 November},
  year = {2008},
  abstract = {Gem{\"a}ss Versicherungsaufsichtsgesetz (VAG;~SR~961.01) sowie der
	Aufsichtsverordnung (AVO;~SR~961.11), welche beide am 1.~Januar~2006
	in Kraft getreten sind, ist die Solvabilit{\"a}t von Versicherungsunternehmen
	unter Ber�cksichtigung von {\"U}bergangsfristen nach dem Schweizer
	Solvenztest (SST) zu beurteilen. Gleichzeitig wird die Kapitalausstattung
	auch nach Solvabilit{\"a}t I beurteilt. Das vorliegende Rundschreiben
	beinhaltet Konkretisierungen der Regeln des VAG und insbesondere
	der AVO zum SST.},
  key = {SST2008_de},
  keywords = {SST},
  owner = {bgi},
  pages = {728--773},
  timestamp = {2010.06.03},
  url = {http://www.finma.ch/d/finma/publikationen/Documents/finma-rs-2009-sammlung-d.pdf}
}

@BOOK{Gentle09,
  title = {Computational statistics},
  publisher = {Springer},
  year = {2009},
  author = {James E. Gentle},
  owner = {bgi},
  timestamp = {2010.02.05}
}

@BOOK{Gerathewohl1980,
  title = {Reinsurance principles and Practice},
  publisher = {Verlag Versicherungswirtschaft},
  year = {1980},
  author = {K.~Gerathewohl},
  address = {Karlsruhe},
  owner = {Ben},
  timestamp = {2010-06-04}
}

@MISC{GroovyClosures,
  author = {{groovy.codehaus.org}},
  title = {Groovy -- Closures},
  howpublished = {\url{http://groovy.codehaus.org/Closures}},
  note = {See also the \href{http://groovy.codehaus.org/Closures+-+Formal+Definition}{Formal}
	and \href{http://groovy.codehaus.org/Closures+-+Informal+Guide}{Informal}
	Guide pages.},
  keywords = {groovy, closure, closures, code block, iteration, object},
  owner = {bgi},
  timestamp = {2010.06.10},
  url = {http://groovy.codehaus.org/Closures}
}

@BOOK{GroovyIA07,
  title = {Groovy in Action},
  publisher = {Manning Publications Co.},
  year = {2007},
  author = {Dierk Koenig and Andrew Glover and Paul King and Guillaume Laforge
	and Jon Skeet},
  address = {Greenwich, CT, USA},
  abstract = {Groovy, the brand-new language for the Java platform, brings to Java
	many of the features that have made Ruby popular. Groovy in Action
	is a comprehensive guide to Groovy programming, introducing Java
	developers to the new dynamic features that Groovy provides. To bring
	you Groovy in Action, Manning again went to the source by working
	with a team of expert authors including both members and the manager
	of the Groovy Project team. The result is the true definitive guide
	to the new Groovy language. Groovy in Action introduces Groovy by
	example, presenting lots of reusable code while explaining the underlying
	concepts. Java developers new to Groovy find a smooth transition
	into the dynamic programming world. Groovy experts gain a solid reference
	that challenges them to explore Groovy deeply and creatively.},
  file = {Manning Product Page:http\://www.manning.com/koenig/:URL;Amazon.de Search inside:http\://www.amazon.de/gp/reader/1932394842/:URL;Google.de Books:http\://books.google.de/books?isbn=978-1-932394-84-9:URL;Related Web Site:http\://groovy.codehaus.org/:URL},
  isbn = {1-932394-84-2,978-1-932394-84-9},
  owner = {bgi},
  timestamp = {2010.06.11}
}

@BOOK{Liebwein2009,
  title = {Klassische und moderne formen der R{\"u}ckversicherung},
  publisher = {Verlag Versicherungswirtschaft},
  year = {2009},
  author = {P.~Liebwein},
  address = {Karlsruhe},
  owner = {Ben},
  timestamp = {2010-06-04}
}

@BOOK{Mack02,
  title = {Schadenversicherungsmathematik},
  publisher = {Verlag Versicherungswirtschaft},
  year = {2002},
  author = {Thomas Mack},
  series = {Deutsche Gesellschaft f{\"u}r Versicherungsmathematik, Schriftenreihe
	Angewandte Versicherungsmathematik},
  address = {Karlsruhe},
  edition = {2nd},
  owner = {bgi},
  timestamp = {2010.06.02}
}

@MISC{09:PillarOneDep,
  author = {Ali Majidi and Martin Melchior},
  title = {Modelling dependency in {PillarOne.RiskAnalytics}},
  howpublished = {\url{http://www.pillarone.org/collaboration/events/conference-2009-04/presentations/090402-P1-Conference-Track-AM-MM.pdf/view}},
  year = {2009},
  address = {PillarOne Conference, Brussels},
  owner = {bgi},
  timestamp = {2010.06.07},
  url = {http://www.pillarone.org/collaboration/events/conference-2009-04/presentations/090402-P1-Conference-Track-AM-MM.pdf/view}
}

@BOOK{McNeil05,
  title = {Quantitative Risk Management},
  publisher = {Princeton University Press},
  year = {2005},
  author = {Alexander J. McNeil and R{\"u}diger Frey and Paul Embrechts},
  isbn = {0-691-12255-5},
  owner = {bgi},
  remark = {This book reflects the peak in collective interest in copulas. Embrechts
	has said that he would no longer dedicate so much spacee to compulas.},
  timestamp = {2010.01.29}
}

@BOOK{Nelson2006,
  title = {An introduction to copulas},
  publisher = {Springer},
  year = {2006},
  author = {Roger B. Nelson},
  series = {Springer Series in Statistics},
  edition = {2nd},
  owner = {Ben},
  timestamp = {2010-06-04}
}

@ARTICLE{08:Sehrbrock,
  author = {Sehrbrock, David},
  title = {Gruppenaufsicht unter {Solvency~II}},
  journal = {Zeitschrift f\"{u}r die gesamte Versicherungswissenschaft},
  year = {2008},
  volume = {97, Supplement 1},
  pages = {27--36},
  abstract = {Zusammenfassung\ \ Im Entwurf der Solvency~II Rahmenrichtlinie wird
	auch die Aufsicht \"{u}ber Versicherungsgruppen grundlegend umgestaltet.
	Das neue Konzept etabliert eine eigenst\"{a}ndige Gruppenaufsichtsbeh\"{o}rde
	(sog. ``Group Supervisor''), auf den die derzeitigen gruppenaufsichtsrechtlichen
	Zust\"{a}ndigkeiten der nationalen Solo-Aufsichtsbeh\"{o}rden konzentriert
	werden. Als Gruppenaufsichtsbeh\"{o}rde fungiert regelm\"{a}{\ss}ig
	diejenige nationale Aufsichtsbeh\"{o}rde, welche das letzte (also
	auf h\"{o}chster Ebene) beteiligte Versicherungs- oder R\"{u}ckversicherungsunternehmen
	zugelassen hat. Doch die Kompetenzverlagerung geschieht nicht konsequent
	genug\ � neben der Aufsicht \"{u}ber die gesamte Gruppe im EU-Raum
	durch die Gruppenaufsichtsbeh\"{o}rde besteht f\"{u}r die Mitgliedsstaaten
	das Wahlrecht, ihren Aufsichtsbeh\"{o}rden die zus\"{a}tzliche Beaufsichtigung
	nationaler Teilgruppen und mitgliedsstaaten\"{u}bergreifender Teilgruppen
	zu gestatten. Zentrale Bestimmungen sind die Regelungen zur Ermittlung
	der Solvabilit\"{a}t der Gruppe, die entweder nach dem Standardmodell
	oder einem von der Gruppenaufsichtsbeh\"{o}rde zu genehmigenden internen
	Modell berechnet werden kann. Erfreulicherweise k\"{o}nnen hier auch
	Diversifikationseffekte ber\"{u}cksichtigt werden, allerdings -�
	unerfreulicherweise -� nur bei Zugrundelegung des konsolidierten
	Abschlusses. Die Gruppe bekommt ferner die M\"{o}glichkeit, ein Unterst\"{u}tzungssystem
	(sog. ``Group Support'') zu etablieren. Gruppenangeh\"{o}rige Unternehmen
	k\"{o}nnen in diesem Rahmen einen Teil der Solo-Solvabilit\"{a}tsanforderung
	durch eine Unterst\"{u}tzungszusage des Unternehmens an der Gruppenspitze
	abdecken. Obwohl die Gruppenaufsichtsbeh\"{o}rde in den Bereichen
	Gruppensolvabilit\"{a}t und Group Support die wesentlichen Entscheidungen
	trifft, haben die nationalen Solo-Aufsichtsbeh\"{o}rden eine Reihe
	von Kompetenzen, die bewirken, dass das Ziel der ``Aufsicht aus einer
	Hand'' nicht vollkommen erreicht wird. Trotz einiger Defizite stellt
	die Modernisierung der Gruppenaufsicht aber eine erhebliche Verbesserung
	des rechtlichen Rahmens f\"{u}r Unternehmen und Aufsicht dar.},
  citeulike-article-id = {3635355},
  citeulike-linkout-0 = {http://dx.doi.org/10.1007/s12297-008-0031-9},
  citeulike-linkout-1 = {http://www.springerlink.com/content/y7l322051641w794},
  doi = {10.1007/s12297-008-0031-9},
  owner = {bgi},
  posted-at = {2008-11-21 05:36:51},
  timestamp = {2010.06.09},
  url = {http://dx.doi.org/10.1007/s12297-008-0031-9}
}

@MISC{07:CEANoteSolv2Groups,
title = {The Insurance Groups and Solvency II},
publisher= {CEA, Insurers of Europe},
volume = {Briefing Note 2}, 
year = {2007},
url = l{http://www.cea.eu/uploads/DocumentsLibrary/documents/1202314207_solvency-ii-briefing-note-2-the-insurance-groups-and-solvency-ii.pdf},
}

@BOOK{SwissRe05,
  title = {Reinsurance Matters. A manual of the non-life branches},
  publisher = {Swiss Reinsurance Company},
  year = {2005},
  author = {Heinz Stettler and Fritz Eugster and Michael Kuhn and {numerous specialists}},
  edition = {2nd},
  month = {December},
  owner = {bgi},
  publisherordernumber = {1503110_04_en},
  timestamp = {2010.06.02},
  url = {http://www.swissre.com/publications/}
}

@MISC{06:FSAdiscussionPaper,
  author = {HM Treasury},
  title = {Supervising insurance groups under {Solvency~II}: a discussion paper},
  howpublished = {\url{http://www.abi.org.uk/Solvency_II/15588.pdf}},
  month = {November},
  year = {2006},
  isbn = {1-84532-205-3},
  owner = {bgi},
  timestamp = {2010.06.09},
  url = {http://www.abi.org.uk/Solvency_II/15588.pdf}
}

@comment{jabref-meta: selector_journal:}

@comment{jabref-meta: selector_author:}

@comment{jabref-meta: selector_keywords:}

@comment{jabref-meta: selector_publisher:}