| ERM Resource |
|
Risk-Based Capital (RBC) Premium Risk Charges Improvements to Current Calibration Method |
Analyzing/Quantifying RisksAssess/Prioritizing RisksCapital RequirementsEconomic / Risk Based CapitalIntegrating Risks.premium riskPremium Riskreserve riskRisk Management Tools and TechniquesRisk-Based Capitalunderwriting risk |
| ERM Resource |
|
One-year reserve risk including a tail factor:closed formula and bootstrap approaches |
Bootstrap methodClaims Development ResultNon-life InsurancePrediction errorreserve riskReserving RiskRisk Management Tools and TechniquesSolvency IITail factor |
| ERM Resource |
|
The one-year non-life insurance risk |
Dynamic Financial AnalysisEconomic / Risk Based CapitalIFRS 4 phase IIInsurance RiskPremium Riskpremium riskreserve riskReserving RiskRisk Management Tools and Techniquesrisk marginSolvency IIstochastic reserving |