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https://ah.lib.nccu.edu.tw/handle/140.119/73115
題名: | Use of Dynamic Financial Analysis and Financial Condition Reporting by United Kingdom General Insurers | 作者: | 許永明 Shiu, Yung-Ming;Moles, Peter |
貢獻者: | 風管系 | 日期: | 三月-2006 | 上傳時間: | 22-一月-2015 | 摘要: | This paper presents the findings of a survey of the current Dynamic Financial Analysis (DFA)/Financial Condition Report (FCR) practices in the United Kingdom general insurance industry. 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. The survey results revealed: (1) that the use of DFA techniques in the industry was limited; (2) that scenario testing was the most frequently used technique; (3) that the most common DFA application was the evaluation of reinsurance programmes; (4) that less than ten scenarios were run regularly; (5) that inflation was the most frequently modelled economic variable; (6) that the capability of asset modelling of general insurers was restricted; (7) that the most common method of liability modelling was to use all in force policies in aggregate; (8) that the most common projection periods in DFA and business planning were three years; (9) that the main reason for not using DFA techniques and producing FCR was lack of need; and (10) that views on whether a Guidance Note on FCR specifically for general insurers should be introduced differed. | 關聯: | Annals of Actuarial Science,1(1),79-101. | 資料類型: | article | DOI: | http://dx.doi.org/10.1017/S1748499500000063 |
Appears in Collections: | 期刊論文 |
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