Insurance Solutions
Capital management
To address the shortcomings of volatility control index product design for index-linked annuities, we introduce a forward-looking methodology anchored in option-implied risk.
We consider an insurer's $1 billion investment portfolio to show how the mechanics of prepayment behavior manifest under Virtual Manual (VM)-22.
As insurers boost their private credit allocations, we propose a method for projecting cash flows without bespoke modeling.
We explore the added value to insurers of incorporating a stochastic modelling approach for conducting multiyear solvency projections.
