top of page
  • Photo du rédacteurHélène Dufour

A cohort-based Partial Internal Model for demographic risk

The study proposes a method to assess #demographic #risk within the #solvencyii #regulations, using compact formulas to analyse #insurance portfolio inflows and outflows. It recommends a market-consistent valuation of liabilities for traditional and equity-linked policies. This includes evaluation of the Solvency #capitalrequirement of idiosyncratic and systematic risk, with a formula for the former and an algorithm for the latter.

0 vue0 commentaire

Posts récents

Voir tout


bottom of page