New model shows insurers may hold too much capital
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Longevity risk has been overestimated, says RMS
13 July 2010
Published in: Longevity - mortality
Companies: RMS
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Highlights
- Munich Re posts profit despite €4.5bn of cat losses
- Using least squares Monte Carlo for Solvency II proxy modelling
- FSA responds to SII delay rumours
- French insurers shy away from internal models
- Aviva sells life firms to MetLife
- Actuarial technology advisory firm set up
- Final SII standards and guidelines planned for September
- Marine insurers struggle to model more extreme risks
- Barnier denies Solvency II delay
- Recognise importance of tax in pillar 1
- One step closer to the new world of regulatory reporting
- Four-fifths of insurers in Bermuda use more than one cat model
- Insurers embrace curve-fitting for SCR calculations
- Sweden's insurers struggle to get ready for Solvency II
- AIR publishes simple cat model tests
- Solvency II and IORP directives need to be aligned
- Eiopa paper shows drawbacks of "one-size-fits-all" approach
- Underwriting discipline "central challenge" for 2012
- Moody's buys Barrie & Hibbert
- Applying complexity science to risk appetite and emerging risk
Copyright © Field Gibson Media Ltd 2012