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Milliman insurance presentation, Warsaw: Solvency II valuation metrics, Quantitative aspects of SFCRs

ByMarcin Krzykowski, and Ed Morgan
20 June 2018

Across Europe, Solvency II is changing the way we view risk and return. In the slides below, Ed Morgan presented an innovative methodology for guiding management decisions based on Solvency II valuation metrics for life and non-life insurers. He also explained its application in areas that include product pricing, asset management and reinsurance.

In the second session, Marcin Krzykowski provided insight on the quantitative aspects of SFCRs from the Polish and European insurance markets. The SFCRs provide valuable new insights into the risk profile and capital position of the insurance industry. He also illustrated the application of Solvency II valuation metrics for typical risk profiles seen in the Polish market.


About the Author(s)

Ed Morgan

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