Media Capital Allocation and How Maths from the 1700s Can Help Us Out

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Capital Allocation and How Maths from the 1700s Can Help Us Out

uploaded December 1, 2021 Views: 126 Comments: 0 Favorite: 0 CPD
Actuarial Society of South Africa Actuarial Society of South Africa
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Description:

Demonstration of the Euler capital allocation method and how it can be used to allocate capital at a product level for both Life Insurance and Non-Life insurance products. This can be used for IFRS17 risk margins, LACDT calculations and embedded value work.

Euler capital allocation is an economically rational method that allocates capital without having to make any scaling factors or fudges.

The talk will focus on the application of technical papers already published by other authors in the UK and Continental Europe.

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Categories: ASTIN / NON-LIFE, AFIR / ERM / RISK, LIFE
Content groups:  content2021

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