Category Archives: Analytics

Impact of the Eurozone Debt Crisis on Insurer Solvency

measuring the effect of the eurozone debt crisis

The European sovereign crisis has brought insurer solvency and claims-paying ability back to the forefront of many minds. Continue reading →

Cat Amongst The Pigeons? New Guidelines for Catastrophe Modelling

Solvency II is not short of documentation, with the output of Brussels and Frankfurt being better measured in inches rather than pages. But it is often light on practical guidance. One area where guidance is certainly required relates to the … Continue reading →

Solvency II Reporting Requirements: Will Quants Welcome Querts?

While two key Solvency II consultation papers published in November finally clarify reporting requirements, they will significantly add to the workload of re/insurers’ quants who will have to complete up to 50 Quantitative Reporting Templates (QRTs). Continue reading →

Insurance: A Little Earning is a Dangerous Thing…

As Alexander Pope so nearly said, re/insurance company earnings are key to the firm’s valuation. Recent research from Citigroup provides more evidence that insurance firms with low earning volatility have higher stock multiples and better shareholder returns. Continue reading →