Browsing NHH Brage by Author "Bergem, Adrian"
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Solvency II and currency risk : an assessment of imposing solvency capital requirements from currency risk in Norway
Bergem, Adrian; Aune, Henrik Kvalvåg (Master thesis, 2015)We assess the new EU directive for insurance companies, Solvency II, with regards to solvency capital requirement (SCR) from currency risk and its implications on risk management for Norwegian life insurers. The SCR is ...