Expert papers

Analysis

Profit emergence under IFRS 17: The Variable Fee Approach

Steven Morrison continues his series on profit emergence under IFRS 17 by considering financial risk and its impact on contracts with participation features – with a focus on the differences between the VFA and general measurement model, and the impact of risk mitigation

Planning your IMAP programme

In part two of this feature, Ashish Kwatra and Jennifer (Kang) Khaleghy highlight key areas to consider when planning for internal model approval

How to get your Solvency II internal model approved

Ashish Kwatra and Jennifer (Kang) Khaleghy discuss the lessons learnt in applying for regulatory capital models and explain how to manage an effective model approval programme

Innovative risk modelling key to tackling emerging technology risks

The World Economic Forum has called for urgent innovation in risk modelling and said rapid global collaboration is crucial to dealing with the risks from new technology. David Walker reports

MA optimisation: the experience at LV=

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

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

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