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政大機構典藏 > 商學院 > 風險管理與保險學系 > 期刊論文 > Item 140.119/73111

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题名:	Empirical Evidence on the Use of Dynamic Solvency Testing and Financial Condition Reporting in the United Kingdome Life Insurance Industry
作者:	許永明 Shiu, Yung-Ming;Moles, Peter;Adams, Andrew;Chan, Chia-Chung
贡献者:	風管系
日期:	2006-09
上传时间:	2015-01-22 16:13:00 (UTC+8)
摘要:	To gain insight into the use of Dynamic Solvency Testing (DST) and Financial Condition Reporting (FCR), a questionnaire was distributed to Appointed Actuaries in United Kingdom life offices. The response rate of the main survey was 76%. An independent-samples t-test for non-respondent bias was conducted and the results suggest that the respondent sample is representative of the survey population. Results from the 62 firms responding revealed: (1) Scenario testing was the most commonly used DST techniques. (2) Most life offices regularly run less than ten scenarios in scenario testing. (3) Most life offices reported using a five-year forecast period in DST. (4) The two most commonly seen difficulties are: difficulties in communicating complex issues to non-specialists, and how to present extremely adverse scenarios without causing undue concern. (5) Nearly all life offices use FCR. (6) Guidance Note 2 is generally considered acceptable. (7) Compared with the results reported by previous studies, the use of DST techniques is now more common in life offices. (8) There is a significant difference in DST/FCR practices between with-profits and non-profit offices.
關聯:	Annals of Actuarial Science,1(2),359-392.
数据类型:	article
DOI 連結:	http://dx.doi.org/10.1017/S1748499500000208
DOI:	10.1017/S1748499500000208
显示于类别:	[風險管理與保險學系] 期刊論文

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