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.

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