The Solvency II review introduces a new “lambda” factor in the calculation of the risk margin, impacting existing duration-based simplifications.
In this technical paper, Act-unity presents a practical methodology to incorporate this new feature while preserving a duration-based framework. The approach remains consistent with EIOPA’s reference method and allows companies to limit changes to their existing models.
This is particularly relevant for Life and Health SLT portfolios.
Download the paper to learn more : RD2027_RiskMargin_KREIT_160326_EN.pdf
Author: Damien Kreit.
The Solvency II review introduces a new “lambda” factor in the calculation of the risk margin, impacting existing duration-based simplifications. Act-unity presents a practical methodology to incorporate this new feature while preserving a duration-based framework…
After an impressive career spanning Belgium and Luxembourg, Luc, one of the founders of Act-unity, is now stepping into a well-deserved retirement at the age of 67, the official retirement age in Belgium. 🎉
As we step into the new year, we extend our best wishes to all our clients, partners and professional contacts across Belgium, Luxembourg and France.