The new Solvency II Directive and the upcoming IFRS 17 regime bring significant changes
to current reporting of insurance entities, and particularly in relation to valuation of insurance …

As cyber events have virtually no geographical limitations and can result in economic losses
on a global scale, the assessment of return periods for such economic losses is currently …

… Notwithstanding the quarterly volatility of such an equivalent confidence level, this article
uses approximation techniques similar to those used in Dal Moro and Krvavych (2017) for …

In the industry, generally, reserving actuaries use a mix of reserving methods to derive their
best estimates. On the basis of the best estimate, Solvency 2 requires the use of a one-year …

… ERIC DAL MORO … Following the result in Dal Moro (2012), we assume that … Such
elements have been evaluated in Dal Moro (2013). On a number of examples, it is shown that …

Despite being key elements of the profit/deficit valuation of an insurance transaction in most
economic frameworks, Frictional Capital Costs (FCC) have constantly been used with …

Among the many changes and revolutions that the (re) insurance industry will face in the next
few years, introduction of the new standard IFRS 4 phase 2 is one that will certainly impact …

The Bornhuetter-Ferguson method belongs to the most popular method used to project non-life
paid or incurred triangles. For this method, T. Mack (2008) developed a stochastic model …

… Eric Dal Moro, Fellow of the French Actuarial Association … Following a first introduction of
skewness estimation of non-life reserve risk distribution (see Dal Moro 2012), this article …

Since the 90’s, there have been major achievements related to the quantification of the variance
of the non-life reserves resulting from the application of different actuarial methods such …