Liability management
Cash-rich insurers eye loan books of de-leveraging European banks
Original headline:
High-quality portfolios could provide attractive long-duration assets, say bankers
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Gaussian copula models are often used in the industry when single-asset information is quoted but little is known about their joint relation. These models may arise from correlated stochastic Brownian...
Original headline:
Low interest rates and market volatility are unsettling variable annuity providers in the US. Blake Evans-Pritchard reports on how they are coping in this challenging environment
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Market unrest prompts caution over commodities as diversifying asset...
Original headline:
Life insurers and pension funds have been using commodities as a portfolio diversifier for years. Blake Evans-Pritchard reports on how the asset class is evolving
The volatility challenge
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Extreme market volatility continues to make life hard for insurers. The eurozone rumbles on without any clear sign of resolution and the threats of a Greek default and wider contagion still loom ominously. As a result, insurers have been moving into risk...
Rolls-Royce longevity swap highlights growing cross-border appetite...
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US insurers' mortality exposure encourages diversification with UK longevity risks
Sovereign risk poses greatest threat to European insurers
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Eiopa stress test shows threat to insurers of low interest rates
Solvency II asset charges will not stop insurers funding banks
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Solvency II is expected to lead to changes in insurers’ investment strategies. Janko Gorter and Melle Bijlsma argue that the effects on the financial markets and the real economy may not be as significant as some have suggested
The road to US Solvency II equivalence will be a difficult one
Original headline:
The US Solvency Modernisation Initiative places the country in an encouraging position for Solvency II equivalence, but there are hurdles ahead. Thomas Whittaker reports
Alternative liability modelling techniques
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A recent study in the US by the Society of Actuaries and Ernst & Young has examined the effectiveness of a range of new liability modelling techniques. Clive Davidson reports on the results of the tests
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