Media Theory and Practice of Insurance Liability Valuation

Theory and Practice of Insurance Liability Valuation

uploaded September 3, 2020 Views: 368 Comments: 0 Favorite: 3 CPD
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Economic valuation standards are widely used in the insurance industry and provide the basis for the Swiss Solvency Test, Solvency II, and IFRS 17. The application of these standards has given rise to many questions, such as whether the 6% cost of capital rate is too high or whether a matching adjustment is appropriate. To properly address these questions requires us to develop a more solid theoretical foundation for these valuation standards.

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Categories: AFIR / ERM / RISK
Content groups:  content2020, content2021

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