92: Solvency and Risk Based Capital: What Does the Research Show?

Actuarial Specialties: (N) (E)

Meeting the requirements of Solvency II will be a challenge to insurers worldwide. In the U.S., the Own Risk and Solvency Assessment, which is part of Solvency II, will be a new regulatory tool. The first paper explores alternative methodologies in order to describe claim-size and aggregate claim amount distributions in non-life insurance. The second paper explores a range of methods to calculate the Solvency Capital Requirement proposed in Solvency II's Quantitative Impact Study 5. The third paper reports on work done by the Casualty Actuarial Society's Risk Based Capital Working Parties.

Moderator: Yuji Morimoto
Thursday, April 3, 2014
8:30 a.m. - 10:00 a.m.