Blog

You cannot be half Solvency II compliant — by Markus Stricker — posted on 14.04.2011 23:30 — 0 comment(s)

More and more people are talking about the data issue. The danger is that we forget that we need good quality data and professional model implementation.

Users of PillarOne are asking for modelling and more — by Markus Meier — posted on 02.03.2011 05:00 — 0 comment(s)

PillarOne satisfies demand for more than modelling.

Internal model approval — by Markus Meier — posted on 03.02.2011 08:15 — 0 comment(s)

Using "External Models and Data" in an Internal Model raises some questions. "Risk Mangement meets Open Source" offers some answers.

Pillar V — by Markus Meier — posted on 16.12.2010 01:55 — 0 comment(s)

Is the UK regulator FSA introducing more pillars to the solvency regime? Why then did they skip Pillar IV?

Second day at GIRO — by Markus Stricker — posted on 14.10.2010 10:35 — 0 comment(s)

Local flavours of Solvency II, my programme picks

GIRO conference started — by Markus Stricker — posted on 13.10.2010 08:25 — 0 comment(s)

PillarOne is present

DADAccounting — by Markus Meier — posted on 21.09.2010 09:40 — 0 comment(s)

Accounting, love it or leave it, is an important part of our actuarial work. This covers not only Financial Accounting, but also Risk Management Disclosures, the complete MIS.

Impressions from the Community Event in St. Gallen — by Markus Stricker — posted on 12.09.2010 22:15 — 0 comment(s)

Attended by more than 50 people, interesting debates in a fabulous environment

Spreadsheets, end-user-computing and trouble — by Markus Stricker — posted on 08.09.2010 14:40 — 0 comment(s)

When it comes to risk management these are almost synonyms.

Documentation again — by Markus Meier — posted on 27.07.2010 06:45 — 0 comment(s)

Imagine you were being asked ten years ago to describe the work you perform today (such as copy-pasting data from one spread-sheet to another) in a couple of sentences, in such a way that would allow someone like a risk manager or an actuary to perform the task. You might have answered 'impossible'.

Actuarial wish list — by Markus Meier — posted on 21.06.2010 03:00 — 0 comment(s)

Meeting a group of chief actuaries last week, I asked them: What is your wish-list for an actuarial workbench.

Modelling reserve risk using the re-reserving approach — by Jörg Dittrich — posted on 31.05.2010 01:25 — 1 comment(s)

Modelling reserve risk using the re-reserving approach leads to results in line with the calendar risk period. Chain ladder re-reserving risk can be calculated using the Wüthrich (et. al.) method. Finally reinsurance contracts on reserves can be analysed.

CEIOPS highlights the need for proper data handling — by Markus Meier — posted on 14.05.2010 11:25 — 0 comment(s)

Insurance company data / singing from the same hymn sheet

Analyzing simulation results — by Markus Stricker — posted on 11.02.2010 11:55 — 0 comment(s)

Experience is required to properly analyze simulation results, but also IT support.

It matters where you save simulation results — by Markus Stricker — posted on 23.11.2009 11:15 — 0 comment(s)

Gain performance by exchanging the DB back-end.

PODRA Model: being simple and useful — by Jörg Dittrich — posted on 11.11.2009 02:45 — 0 comment(s)

We start risk assessment of insurance business by defining a model. Several issues influence our decision on the complexity of the model. The aim to cover the reality expands our model. In contradiction we would like to observe, originate and quantify implications and interactions, which gives us the intention to make it simpler and smarter. The PODRA model is one of the simplest models, being very useful for assessing insurance risks. Try it out.

Jumping out of the box? — by Thomas Schaffrath-Chanson — posted on 29.10.2009 00:45 — 3 comment(s)

Some sketches about the boxes you will find when thinking out of the box.

The one who shares wins — by Markus Stricker — posted on 27.05.2009 09:22 — 0 comment(s)

Slogan of the 14th international trend day. May 2009 in Hamburg, Germany

Germany and France significantly increase Open Source adoption — by Markus Stricker — posted on 22.05.2009 10:15 — 0 comment(s)

Forrester reports that Open Source, followed by Business Process Management and Unified Communications, are the current top IT priorities.

PillarOne.RiskAnalytics: Performance Reference Case — by Stefan Kunz — posted on 14.04.2009 22:05 — 0 comment(s)

A major goal for PillarOne.RiskAnalytics version 0.3 was to improve the performance.

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