Contents
- Introduction
- Critical Information required for Solvency II calculations
- One Year Risk Horizon
- Ultimate Year Risk Horizon
- Consistent estimates of prior accident year ultimates and Solvency II metrics on updating
- IFRS 4 Phase II
- Variation in estimates of prior accident year ultimates, conditional on the next calendar year
- How to use ICRFS-Plus™ to fulfil Solvency II requirements
- Further Reading
Further reading
Click here to view our flyer on Economic Capital. (Approx 1.5MB)
To view a demonstration video on Capital Management of all long tail liabilities click here.
Please view the online demonstration videos to appreciate the full capability of ICRFS-Plus™.
Glenn Meyers writes on Cost of Capital Risk Margins in: Cost of Capital Risk Margins with a One-Year Time Horizon. We note that Glenn revised his opinion as a result of discussions with Ben Zehnwirth.
More information on Solvency II can be found at:
