MA optimisation: the experience at LV=

Published in: Risk management, Capital management, Solvency II, Investment risk - strategy, UK, Rest of Europe, Expert papers

Companies: LV=, Google, Sharpe Actuarial

The matching adjustment (MA) is a vital element of the Solvency II package to annuity underwriters, but making the most of it is challenging. In this article, James Sharpe, developer of optimisation tool OptiMA, and Ed Rayson of insurer LV=, describe how MA benefits have been improved in practice

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