SOLVABILITÄT II
Management moderner Vorschriften und Auflagen
This white paper proposes two alternative and complementary views to the EIOPA’s final technical set of advice on the mortality and longevity shock calibration: a prospective approach in the spirit of one-year calculations and a retrospective analysis based on historical data from corrected mortality tables.
This paper provides a brief introduction to proxy modelling and contributes to the current debate around validation via a discussion of a number of the tests that might be contemplated and an illustration of a potential “validation dashboard.”
Discover the impact of next-generation dynamic benchmarking tools for more reliable loss distributions.
This white paper considers proposed approaches for assessing the liquidity of insurance liabilities and insights useful to firms in the process of implementing IFRS 17.
