Actuarial Valuation of Life Insurance Liabilities – Data Requirements
4 mins read As part of the our new series on life insurance you have already seen extracts of Challenges in Life Insurance
4 mins read As part of the our new series on life insurance you have already seen extracts of Challenges in Life Insurance
5 mins read Danish is a recent hire in our risk management practice. Some of you know him as the author of our
5 mins read As part of your preparation for your final attempt you have been looking for anything that can provide the extra edge for your MFE / 3F attempt. While the material below was not prepared keeping the SOA curriculum in mind it takes a hands on excel based approach in illustrating the many concepts covered in the MFE / 3F exams. Our hope is that this extra bit will clear the final muddle about that elusive concept that you had been struggling with. The links below covers interest rate models (CIR and BDT), Binomial Trees, Black Scholes Model, Pricing Derivative securities, differentiating between N(d1) and N(d2), exotic product and options, investment and portfolio management concepts
4 mins read Solvency II Solvency II is an EU legislation that sets out the capital requirement rules for direct life and non-life
2 mins read Pre-requisite to this post: Review of International Accounting Standard (IAS) 19- Employee Benefits [1] In order to illustrate the IAS
2 mins read In the previous post we looked at the IAS 19 Disclosure relating to the reconciliation of present value of defined