Investigating parameter risk for Solvency II and ICAS

Technical papers

"The longevity shock to be applied is a (permanent) 25% decrease in mortality rates for each age."

Ceiops (2008) TS.XI.C.6

"Such parameters shall be calibrated on the basis of the internal data of the undertaking concerned, or of data which is directly relevant for the operations of that undertaking using standardised methods."

Article 104, Commission of the European Communities (2008)

"A firm should identify and justify key assumptions and document the sensitivity of the results to these

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