How to develop multi-year capital projections for the ORSA

Published in: Capital Models, Regulation, Solvency II, Expert papers

Companies: Moody's Analytics, NAIC, B&H

Solvency II firms have a lot to do to develop their modelling capabilities into a multi-period capital projections. This is why Craig Turnbull and Andy Frepp recommend insurers invest in statistically robust multi-period capital proxy functions such as least-squares Monte Carlo

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