Impact of the Solvency II framework on the equity holdings in the insurance sector

Scientific project

  • Long term investment asset allocation study, following up the research program: Long term Asset Allocation.
  • Econometric approach including long term equities return and the regulatory cost of capital in the Solvency II prudential rules.

 

For more information, click below:

Report “Impact of the Solvency II framework on the equity holdings in the insurance sector”

Scientific officers

François Dezorme
François Dezorme
See CV
Julien Pénasse
Julien Pénasse
See CV

Partenaires économiques