Barrie & hibbert
Arguments on artificial volatility dampeners must focus on fundamentals...
Original headline:
Debate on matching and counter-cyclical premiums must not remain linked to needs of specific countries if political consensus is to be reached
Original headline:
The least squares Monte Carlo method of stochastic modelling is fast being adopted by insurers due to its simplicity and accuracy
Original headline:
The financial crisis focused firms’ attention on the need for good governance – and this is set to be enshrined in the regulatory framework when Solvency II hits the statute books in 2013. Last month...
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Software survery 2011 results
Original headline:
ALGORITHMICS Economic Capital and Solvency II provides risk measurement, management and reporting and offers an overall view of capital for standard formula and internal model approaches under Solvency II. It is supported by Algo Risk for insurance, a...
Simplistic nature of Solvency II standard formula gives regulatory arbitrage...
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As the industry calls for less complexity in Solvency II, some are arguing the directive is already dangerously simplistic
Estimating and reducing lapse risk
Original headline:
The financial crisis highlighted the perils of lapse risk, as the strained economic conditions caused some usually docile life policyholders to surrender more easily than expected, while others remained passive. The academic literature isn’t short of...
Awards 2010: ESG provider: Barrie & Hibbert
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Consistency between financial and risk management is a vital concern to insurers globally in the run-up to Solvency II. Edinburgh-based actuarial consultancy Barrie & Hibbert offers a resolution to this by providing financial institutions with advanced...
Understanding the liquidity premium
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The liquidity premium has moved from theory to practical reality, first in the market-consistent embedded value metric and then the Solvency II directive. Barrie & Hibbert’s Craig Turnbull explains the theory behind the liquidity premium and how to...
QIS 5 makes its mark
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European insurers are gearing up to take part in Solvency II’s latest and final quantitative impact study. John Ferry assesses what the latest proposals suggest about the impact of the new regime
Insurance industry hits out at Ceiops’ equity risk methodology
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The methodology behind the Committee of European Insurance and Occupational Pensions Supervisors’ (Ceiops) recommendations for the equity risk capital charge in its final advice to the European Commission for the Solvency II implementation measures...
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