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  1. i-actuary posted a new thread.

    forwards (derivative) and S2

    Hi all, in case a life insurer has a long position in a forward contract to sell a bond in 1 year. what are the scr charges within SF...

    Forum: SA2

    Oct 27, 2021 at 10:09 PM
  2. CapitalActuary replied to the thread Reserve concept.

    I'll paste an answer I've made before about assets, liabilities and capital. This might help clear some things up for you. It's a...

    Oct 27, 2021 at 9:28 PM
  3. CapitalActuary replied to the thread Reserve concept.

    Let's say I raise £10m from investors, who have all bought shares, to start an insurance company. Now I have a balance sheet with £10m...

    Oct 27, 2021 at 9:20 PM
  4. CapitalActuary liked Ian Senator's post in the thread Why non-life insurance is of short term and life insurance is of long term ?.

    I think you can probably think through this one yourself Duc. So two questions for you: 1) would you buy 20-year long car insurance?...

    Oct 27, 2021 at 9:07 PM
  5. Arush replied to the thread Reserve concept.

    I understand. I was coming from a view (probably not very realistic) when an insurance company starts operations and has no business in...

    Oct 27, 2021 at 1:33 PM
  6. Arush liked Lindsay Smitherman's post in the thread Reserve concept.

    If a reserve is negative, it just means that the total of reserves across all business is lower than would otherwise be the case, and so...

    Oct 27, 2021 at 1:29 PM
  7. Arush liked Lindsay Smitherman's post in the thread Reserve concept.

    Here's a very simple example. We can determine the capital requirement for Risk A now (time t=0); let's say it is 100. We need to...

    Oct 27, 2021 at 1:29 PM
  8. Arush replied to the thread Contract Boundaries for Solvency II and IFRS 17.

    Very helpful discussion. It seems there are differences in the recognition but are there differences in the contract boundaries between...

    Oct 27, 2021 at 1:28 PM
  9. Ian Senator replied to the thread Why non-life insurance is of short term and life insurance is of long term ?.

    Well, there are loads of other reasons, far too many to go through here. There are implications for pricing, reserving, competition,...

    Oct 25, 2021 at 8:39 PM
  10. Duc Thinh Vu replied to the thread Why non-life insurance is of short term and life insurance is of long term ?.

    Hi, thank you very much for your help. However, i think it is reasonable to ask for a 5-year car insurance or a 20-year health...

    Oct 25, 2021 at 8:16 PM
  11. Ian Senator replied to the thread Why non-life insurance is of short term and life insurance is of long term ?.

    I think you can probably think through this one yourself Duc. So two questions for you: 1) would you buy 20-year long car insurance?...

    Oct 25, 2021 at 6:40 PM
  12. mavvj replied to the thread Associateship.

    Yes, I think so

    Oct 25, 2021 at 1:21 PM
  13. Lindsay Smitherman replied to the thread new business contribution in Analysis of change in EV.

    It is the opportunity (or 'frictional') cost of having this capital locked in.

    Oct 25, 2021 at 9:29 AM
  14. Lindsay Smitherman replied to the thread new business contribution in Analysis of change in EV.

    We are considering here the new business contribution component of the change in EV, ie the contribution to the period end EV from new...

    Oct 25, 2021 at 9:27 AM
  15. Lindsay Smitherman replied to the thread new business contribution in Analysis of change in EV.

    Yes - I agree with you. For a non-Solvency II traditional EV the immediate NB impact on EV is the extra VIF plus the net asset impact,...

    Oct 25, 2021 at 9:24 AM
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