used to arrive at the one-year view? Please explain if "Other" was chosen. Please provide a brief explanation of the method used. (How is the emergence pattern computed? On what is the emergence pattern applied?) and the reason this modelling approach was chosen. Computations of volatilities Entries in the drop-down list: Closed-formula approach (e.g. Mack) If an ultimate view Simulation-based approach (e.g. is modelled first, variants) “bootstrap” QUALRESR0701 what Internal benchmark (e.g. parameters from methodology is an internal LoBs are used on another Odd column used to model it? internal LoB) Please provide a External benchmark (e.g. parameters from brief description of an external source are used on an internal the approach and LoB) explain if "Other" Other was chosen. Reinsurance To our knowledge the reinsurance effects in How do you take reserve risk are usually modelled in a much less into account the granular way than in premium risk (e.g. QUALRESR0901 risk mitigation net ratio). effects of Please describe your approach in the free-text reinsurance for cell. this internal LoB? 3.3 Prem risk - Int LoBs General comments: This template should be filled in after the template QUAL Prem risk - Int LoBs” as “3.1 the internal LoB selection of the later will populate the former. With respect to these internal LoBs, the questions below concerning premium risk should be answered.
used to arrive at the one-year view? Please explain if "Other" was chosen. Please provide a brief explanation of the method used. (How is the emergence pattern computed? On what is the emergence pattern applied?) and the reason this modelling approach was chosen. QUALRESR0701 Odd column Computations of volatilities If an ultimate view is modelled first, what methodology is used to model it? Please provide a brief description of the approach and explain if "Other" was chosen. Entries in the drop-down list: Closed-formula approach (e.g. Mack) Simulation-based approach (e.g. “bootstrap” variants) Internal benchmark (e.g. parameters from an internal LoBs are used on another internal LoB) External benchmark (e.g. parameters from an external source are used on an internal LoB) Other QUALRESR0901 Reinsurance How do you take into account the risk mitigation effects of reinsurance for this internal LoB? To our knowledge the reinsurance effects in reserve risk are usually modelled in a much less granular way than in premium risk (e.g. ratio). Please describe your approach in the free-text cell. 3.3 Prem risk - Int LoBs General comments: This template should be filled in after the template “3.1 QUAL Prem risk - Int LoBs” as the internal LoB selection of the later will populate the former. With respect to these internal LoBs, the questions below concerning premium risk should be answered. net
Instructions%20(LOG%20file).docx