![]() ![]() Modeling first- and third-order behavior.The information-less prospective reserve.The paper deals with the following topics: These new techniques are discussed and described in the paper Cash flow techniques for asset-liability management issued in the Scandinavian Actuarial Journal, no. Motivated by Solvency II requirements, requiring the incorporation of policyholder behavior and portfolio performance into the liability modeling of a life insurance company, the Keylane actuary team proposes some new techniques to efficiently compute future values of the first-order reserve and the third-order cash flow under varying economic scenarios. ![]() Life and pension providers are subject to increasing regulations and face much higher capital and risk management requirements based on the European Solvency II directive as well as methodology and disclosure requirements from IFRS 17. ![]()
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