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Economic capital approaches and solvency of UK annuity portfolios

Economic capital approaches and solvency of UK annuity portfolios This abstract describes a study that presents a hypothetical example of a UK term annuity ﬁrm and studies its solvency over the ...
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Description: This abstract describes a study that presents a hypothetical example of a UK term annuity ﬁrm and studies its solvency over the period 1985-2010 under various economic capital calculation approaches.
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- Authors: Mayukh Gayen
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Annuities

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Economic capital approaches and solvency of UK annuity portfolios