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Call for entries to InsuranceERM's Technology Guide
22 July 2014Deadline of 15 August
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Generali chooses B&H proxy generator
06 May 2014CRO endorses short setup time and accurate validation models
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Friends Life implements Moody's proxy generator
24 March 2014Will integrate Friends Life's with-profits business with its existing ALM systems
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Moody's Analytics claims credit modelling first
18 February 2014RiskFrontier 4.0 enables "bottom-up" consideration of credit and interest rate risk for the first time
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ERM basics: Proxy techniques enable risk-based decision making
08 January 2014Proxy techniques, such as least squares Monte Carlo, allow faster analysis of risks and for many insurers they have become essential tools for aiding decision making, as Brian Robinson explains
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Using least squares Monte Carlo proxy functions for internal model validation
18 December 2013LSMC 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
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Skandia selects Moody's RiskIntegrity
20 November 2013Swedish life insurer to use software to aid Solvency II compliance
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Technology Guide 2013-14: vendors react to Solvency II delays
29 October 2013Both 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?
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Efficient asset allocation with least squares Monte Carlo
23 October 2013Traditional 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
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The technologies reshaping insurance
18 October 2013The 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