Best economic scenario generation software: Barrie & Hibbert
The extrapolation conundrum
State of the art
Arguments on artificial volatility dampeners must focus on fundamentals if political consensus is to be reached, warns Skinner
The Monte Carlo method
Meeting the challenge
Software survey 2011 results
As the industry calls for less complexity in Solvency II, some are arguing the directive is already dangerously simplistic
The persistency problem
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...
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
Market dislocation at the end of 2008 prompted calls from many in the insurance industry for the addition of a liquidity premium to the MCEV discount rate. Barrie & Hibbert’s Craig Turnbull and Delme Pritchard examine whether its inclusion is really...
The Chinese insurance sector has experienced an unprecedented level of growth in recent years, but as the premium inflows pile up, is their risk management approach adequate? Aaron Woolner reports
Diversification let the industry down in the last two years, as alternative asset classes moved in tandem with equity and fixed income. With its estimation so volatile, and its theoretical validity tarnished, correlation’s role in risk management is...
Hoping to gain a competitive edge, leading life companies are demanding more control of their capital calculations, but can their ESG suppliers keep up with the demand?
Edinburgh-based financial risk management consultants, Barrie and Hibbert, has appointed Colin Wilson as a senior consultant.