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q-fin.RM2018
Mortality data reliability in an internal model
Fabrice Balland, Alexandre Boumezoued, Laurent Devineau +2
In this paper, we discuss the impact of some mortality data anomalies on an internal model capturing longevity risk in the Solvency 2 framework. In particular, we are concerned wit…
q-fin.RM2012★ 7 cited
Solvency assessment within the ORSA framework: issues and quantitative methodologies
Julien Vedani, Laurent Devineau
The implementation of the Own Risk and Solvency Assessment is a critical issue raised by Pillar II of Solvency II framework. In particular the Overall Solvency Needs calculation le…