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    题名: Use of Dynamic Financial Analysis and Financial Condition Reporting by United Kingdom General Insurers
    作者: 許永明
    Shiu, Yung-Ming;Moles, Peter
    贡献者: 風管系
    日期: 2006-03
    上传时间: 2015-01-22 16:13:08 (UTC+8)
    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.
    数据类型: article
    DOI 連結: http://dx.doi.org/10.1017/S1748499500000063
    DOI: 10.1017/S1748499500000063
    显示于类别:[風險管理與保險學系 ] 期刊論文

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