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Expert papers


My 'A' is not like yours

Fitch and AM Best are wrangling over the equivalency of their IFS rating scale. Hugo Coelho investigates what sets them apart and the implications for insurers buying reinsurance protection

Optimising hypothecation in matching adjustment portfolios

Creating the best possible matching adjustment portfolio involves many aspects. James Sharpe explains the difference that optimal hypothecation can make

Valuation issues persist for PPOs

Periodical payment orders may be an established part of the UK motor insurance claims landscape but methods for reserving for them are still uncertain, as Rob Treen explains

Not so much the 'own' risk and solvency assessment

From the size of the stresses to the maximum number of pages of the report, European regulators are becoming prescriptive about how insurers should go about developing ORSAs in preparation for Solvency II. Hugo Coelho reports

Quantifying the diversification benefit

The diversification benefit is a crucial factor in internal models, but how do you pin down dependencies in the absence of hard data? Justin Skinner and Russell Ward share their experiences

Data is the key to Solvency II USPs

The use of undertaking specific parameters can significantly reduce Solvency II capital requirements, so long as insurers can produce high quality data, say Dale Lee and Claire Briggs

External white papers

Free expert paper - Modeling: a librarian matter... and much more!

Author: Aurélien Couloumy

Date: 18/03/2016

Free expert paper - Pricing challenges in a continuously changing market

Author: Michaël Noack, Ming Roest

Date: 24/12/2015

Free expert paper - Internal models aggregation in solvency capital calculation

Author: Aitor Milner, CEO, ADDACTIS Ibérica; Julio Arranz, Senior consultant, ADDACTIS Ibérica

Date: 07/09/2015

Free expert paper - Getting the most out of hard-drives

Author: Olivier Sannier, Software Architecture Manager

Date: 08/06/2015

Free expert paper - Aggregation Criteria in risks' modeling service

Author: Aurélien Couloumy, Head of Models support and review within ADDACTIS Modeling

Date: 13/05/2015