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  • Hélène Dufour

The Valuation of Assets and Liabilities of (Re)Insurance Undertakings Under Solvency II

"The objective of this paper is to discuss the underlying principles and assumptions of valuation under Solvency II and to analyse concepts such as the best estimate and the cost-of-capital risk margin, hedgeable and non-hedgeable risks, market value of risk, as well as economic capital and expected and unexpected losses."

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