مدل ارزیابی مالی شرکت‏‌های بیمه در مدیریت ریسک خسارت‌‌های ادعا شده در شرایط عادی و بحرانی

References

Alsofiani, A. (2022). A review of the empirical literature on the determinants of insurers' financial performance. International Journal of Business and Globalisation, 30(3-4), 478-487.

Anggriheny, B. R. & Nababan, R. Y. (2022). Due to the Legal Failure to Pay by the Insurance of the Insurance Policy of the Insured. Lambung Mangkurat Law Journal, 7(1), 29-44.

Asadi, S., Albadvi, A. & Husseinzadeh Kashan, A. (2017). Determining capital requirement for market risk in the solvency assessment model of insurance companies. Iranian Journal of Insurance Research, 6(3), 199-210. doi: 10.22056/ijir.2017.03.05 (in Persian)

Bunni, N. G. & Bunni, L. B. (2022). Risk and insurance in construction. Routledge.

Cocozza, R., Di Lorenzo, E. & Sibillo, M. (2004). Methodological problems in solvency assessment of an insurance company. Investment Management and Financial Innovations, 2, 95-102. https://mpra.ub.uni-muenchen.de/id/eprint/27980.

Cox, D. R. (2006). Principles of statistical inference. Cambridge university press.

Deloitte. (2024). 2025 global insurance outlook. https://www.ey.com/content/dam/ey-unified-site/ey-com/en-gl/insights/insurance/documents/ey-gl-global-insurance-outlook-01-2025.pdf

Eggers, P. M. (2023). Damages for Late Payment of Insurance Claims. In Damages, Recoveries and Remedies in Shipping Law, 174-194. Informa Law from Routledge.

Embrechts, P., Klüppelberg, C. & Mikosch, T. (2013). Modelling extremal events: for insurance and finance (Vol. 33). Springer Science & Business Media.

Garayeta, A., De la Peña, J. I. & Trigo, E. (2022a). Towards a global solvency model in the insurance market: a qualitative analysis. Sustainability, 14(11), 6465.

Garayeta, A., De la Peña, J. I. & Trigo, E. (2022b). Exploratory Analysis of Solvency Regulations in the Three Main Latin American Insurance Markets. Revista Brasileira de Gestão de Negócios, 24, 516-532.

‎ Gharakhani, M. & Majedi, Z. (2013). Calculating risk coefficients in solvency of insurance companies using value at risk. Iranian Journal of Insurance Research, 2(4), 368-384. doi: 10.22056/ijir.2013.04.06 (in Persian)

Halbleib, R. & Pohlmeier, W. (2012). Improving the value at risk forecasts: Theory and evidence from the financial crisis. Journal of Economic Dynamics and Control, 36(8), 1212-1228. https://doi.org/10.1016/j.jedc.2011.10.005.

https://www.centinsur.ir/fa-IR/Portal/1/news/view/15628/5705/Staging

IAA (2004). A Global Framework for Insurer Solvency Assessment. Ottawa: IAA. http://www. actuaries. org/LIBRARY/Papers/Global_Framework_ Insurer_Solvency_Assessment-members. Pdf.

International Association of Insurance Supervisors (IAIS). (2009). Issues paper on group-wide solvency assessment and supervision. https://www.iais.org/uploads/2022/01/Issues_paper_on_group_wide_solvency_assessment_and_supervision.pdf.pdf

Johnson, N. L., Kotz, S. & Balakrishnan, N. (1995). Continuous univariate distributions, volume 2 (Vol. 289). John wiley & sons.

Kamau, A.M. (2023). Underwriting risk, firm size and financial performance of insurance firms in Kenya. Eastern Journal of Economics and Finance, 8(1).

Klugman, S. A., Panjer, H. H. & Willmot, G. E. (2012). Loss models: from data to decisions (Vol. 715). John Wiley & Sons.

Labini, S. S., D’Apolito, E. & Nyenno, I. (2024). Systemic Risk and the Insurance Sector: A Network Perspective. In Systemic Risk and Complex Networks in Modern Financial Systems, 211-228. Cham: Springer Nature Switzerland.

O’Donnell, R. (1987). Real and Nominal quantities. In The New Palgrave Dictionary of Economics, 1-3. Palgrave Macmillan, London.

Park, J. & Shin, M. (2022). An Approach for Variable Selection and Prediction Model for Estimating the Risk-Based Capital (RBC) Based on Machine Learning Algorithms. Risks, 10(1), 13. https://doi.org/10.3390/risks10010013

Safari, A. & Shahriar, B. (2012). Designing a Financial Supervision System for Iranian Insurance Companies Using Overseas Experiences. Research project, Tehran: Insurance Research. (in Persian)

Sasikumar, K. & Fernando, J. M. R. (2022). Risk Management and Firm Financial Performance: A Study on Listed Insurance Companies in Sri Lanka. 11^th Students' Research Symposium 2022.

Shahriar, B. & Saiadzadeh, A. (2016). Designing a Model for Running Enterprise Risk Management (ERM) in Insurance Companies. Research project, Tehran: Insurance Research. (in Persian)

Shahriar, B., Saiadzadeh, A. & Emdadi, F. (2016). Providing a Regulation Model on Calculation and Supervision of Insurance Companies Solvency (By-law 69 of the Supreme Insurance Council). Research project, Tehran: Insurance Research. (in Persian)

Tadikamalla, P. R. (1980). A look at the Burr and related distributions. International Statistical Review/Revue Internationale de Statistique, 337-344. https://doi.org/10.2307/1402945.

Voutilainen, R. (2022). Notes on Insurance Company Solvency. Journal of Insurance and Financial Management, 6(5), 30-43.

Wang, K. & Zhu, L. (2021). Solvency Evaluation Model of Insurance Company Based on Stochastic Differential Equation. Complexity, 1-12.https://doi.org/10.1155/2021/5594619.