Ilze Zariņa Cīrule

Ilze Zariņa Cīrule
Riga Technical University | RTU · Faculty of Engineering Economics and Management (FEEM)

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8
Publications
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6
Citations

Publications

Publications (8)
Conference Paper
Full-text available
Putting aside adequate amount of capital and absorbing losses even during recession times are important for financial stability management and for shareholders. There are non-linear dependence and heavily skewed loss distributions in insurance. Copula as risk-aggregation measure is not yet widely used in the insurance sector. Therefore, we are goin...
Conference Paper
Full-text available
Purpose – solvency II framework regulates how much capital the European Union insurance companies must hold. The amount of necessary capital can be calculated using a standard formula or an internal model. On the basis of the review of other authors’ empirical research, the present paper aim at identifying factors that influence necessary capital a...
Conference Paper
Full-text available
Purpose of the article The aim is to investigate the impact of digital transformation on the insurance sector for claim management and claim reserves using the data from non-life insurance companies located in Baltic countries. The object is digitalisation measurement in claim management. The subject is non-life insurance companies in Baltic countr...
Article
Full-text available
In applications tail dependence is an important property of a copula. Bivariate tail dependence is investigated in many papers, but multivariate tail dependence has not been studied widely. We define multivariate upper and lower tail dependence coefficients as limits of the probability that values of one marginal will be large if at least one of ot...
Article
Full-text available
The study gives an overview of the Baltic non-life insurance market. The purpose of the research is to summarise stability statistics on solvency ratios, risk profiles and capital surplus, which was contained in Solvency and Financial Condition reports (SFCR) in 2016 published first time by non-life insurance companies in European Union and Baltic...

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