Covid-19 will only worsen a trend in life expectancy that was already well underway
In this paper, the author revisits optimal reinsurance problems by minimizing the adjusted value of the liability of an insurer, which encompasses a risk margin. The risk margin is determined by expectile.
The capital impacts of Covid-19 mean increased Solvency II monitoring and reporting challenges for insurers. This is occurring against a backdrop of continued regulatory change. Faced with the evolving challenges of Solvency II, Refinitiv highlights why…
Forecasters are poles apart on climate-driven catastrophes; insurers fear worse ahead
As uncertainty abounds on the impact climate change may have on the industry, financial services firms must best equip themselves for potential regulatory and socioeconomic changes to ensure they maximise the opportunities of embracing new best practices…
Property and casualty capital requirement pushes overall SCR to €14.7 billion
Reinsurer clips US, UK, Italy holdings
Lawyers say political tensions may have killed off chance of reform, following PRA U-turn
Market risk SCR averages 37% across six large insurers
PRA to approve local cut to risk margin but implementation may be postponed until after March 2019
Firms such as RGA are covering surrender risk, offering to replicate matching adjustment
Risk Awards 2018: From rock stars to robots – how reinsurer is trying to keep up with longevity demand
Risk Awards 2018: From reinsurance contracts to deal-contingent hedges, Japanese firm proves brains can triumph over brawn
UK financials show steady post-Brexit decline in credit quality
Loss data becoming more granular and diverse, but critics highlight pricing inconsistencies among underwriters
Benefits of mutual recognition may encourage Trump administration to keep Obama’s last act
Sponsored Q&A: Buy-Side Awards 2016 | Prudential Financial Inc
Innovative reinsurance products helped solve insurers’ fixed indexed annuity hedging needs
The valuation of contingent convertible catastrophe debt under simple solvency and liquidity covenants
This paper studies a new write-off debt instrument (called CoCoCAT bond) whose writeoff is triggered by solvency and event-driven covenants.
Team crafts innovative wind contracts to manage generators’ unique risks
Research on equity release mortgage risk diversification with financial innovation: reinsurance usage
This paper examines the risk diversification of ERMs via the reinsurance strategy.
L&G predicts record volumes, but Aegon and UK's Prudential say risk-margin costs too high