insurers

There are 0 repository under insurers topic.

• MBKraus / Solvency_II_Equity_Risk_Capital_Charge

  Python script for calculating the (type I) equity risk solvency capital charge ("SCR") under Solvency II

  solvency-iiequityequity-indexinsuranceinsurerseiopariskrisk-managementscryahoo-financeequitiessolvencycapital-charge
  Language:Python 7

• MBKraus / Solvency_II_Spread_Risk_Capital_Charge

  Python script for calculating the spread risk solvency capital charge ("SCR") for a bond portfolio under Solvency II (along the standard formula)

  solvency-iispreadriskbondfixed-incomespread-riskinsuranceinsurerscovered-bondscrcapital-chargesolvencyportfolio
  Language:Python 6