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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

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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

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Australian regulators to collect data on life insurance claims

Better claims data is needed to improve public trust, say regulators

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Reinsurers raise ERM game

Sector is well-equipped to weather strong headwinds, S&P says

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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

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Solvency II standard formula benchmarking "quite onerous"

Milliman comments on PRA's internal model drift ratio proposal

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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

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Cyber security draft model law "impossible to support"

NAIC and industry remain keen to "occupy the field" ahead of Federal legislation

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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

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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