Solvency II non-life underwriting factors

Guy Carpenter pulls together Solvency II factors from the QIS5 draft. There’s nothing terribly new here, as the draft was released in mid-April, but Guy Carpenter pulls together the history of premium and reserve factors in a nice table. As GC notes, QIS5 factors are higher than the previous QIS but lower than CEIOPS’ final advice:

There’s also a new risk factor, lapse risk – but it doesn’t appear likely to play too large a role in p/c company models.

Advertisements
Tagged ,

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

%d bloggers like this: