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    題名: 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
    貢獻者: 風管系
    日期: 2006-09
    上傳時間: 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.
    資料類型: article
    DOI 連結: http://dx.doi.org/10.1017/S1748499500000208
    DOI: 10.1017/S1748499500000208
    顯示於類別:[風險管理與保險學系] 期刊論文

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