• Using least squares Monte Carlo proxy functions for internal model validation

    18 December 2013

    LSMC techniques are finding popularity in Solvency II economic capital calculations and multi-year projections of capital requirements. In this article, Christian Bettels explains how they can also apply to validation of internal models

  • Skandia selects Moody's RiskIntegrity

    20 November 2013

    Swedish life insurer to use software to aid Solvency II compliance

  • Technology Guide 2013-14: vendors react to Solvency II delays

    29 October 2013

    Both users and vendors of risk management systems have faced difficult decisions as a result of the further delay in Solvency II implementation. We look at the opportunities and problems created by this and issues such as: do faster systems have to be more complex, as well as more expensive, and will vendors offer more transparency into their models?

  • Efficient asset allocation with least squares Monte Carlo

    23 October 2013

    Traditional methods of allocating assets fall short in several key aspects. In this paper, Romain Lombardo and Alexis Bailly show how the LSMC approach can be used to optimise asset allocation for insurers in a Solvency II world

  • The technologies reshaping insurance

    18 October 2013

    The insurance industry doesn't often evoke science fiction. But recent technological advances have been so drastic they could have leapt from the pages of Isaac Asimov. Sarfraz Thind reports

  • How to develop multi-year capital projections for the ORSA

    29 August 2013

    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

  • Only a quarter of insurers ready to comply with Solvency II

    31 July 2013

    Moody's Analytics survey finds firms behind schedule on pillar 3 data reporting

  • Data governance is vital focus for industry

    15 May 2013

    London conference will address issues around data management and the demands of Solvency II

  • Gjensidige chooses RiskIntegrity

    20 December 2012

    Leading Norwegian insurer licenses Moody's Analytics' software