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Why does the Solvency II SF include 25% correlation between longevity and lapse risk and zero correlation between mortality and lapse risk?...
I am trying to understand which one is more likely to be reduced first between reducing regular bonuses and reducing terminal bonuses eg after...
Hi The exam report says "Unit linked assets and unit liabilities are unaffected" by an increase in interest rates in the base position. a - Is...
If a with-profits fund becomes XSE in run-off, can it remain XSE and not pay BLAGAB tax for the rest of the fund's existence? I ask because for...
In assessing the model risk of the bank, the model solution says "50% of the assets are held at market value and are thus subject to fluctuation....
The question asks for calculation of regulatory capital. I understand the theory of VaR but find it tricky in use. In the question, investment...
