Working Papers and Recent Articles

Solvency II Reporting – Fondsindustrie stark unter Druck

Classifying Solvency Capital Requirement Contribution of Collective Investments under Solvency II

Convertible Bond Pricing

Fulfilling Investment Objectives under Minimal Solvency II Capital Charges

The Effect of Transactions on Capital Charges under the Swiss Solvency Test

Implementing the SST Standard Market Model

The Standard Market Model of the Swiss Solvency Test: an Analytical Solution

Convertible bonds fulfill their defensive role

Die Vorzüge von Wandelanleihen unter Solvency II und dem Swiss Solvency Test

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