Analysis of the non financial risks

  • Evaluation of the passivity and interactions with the assets portfolio (Asset Liability Management), with particular reference to life sector and to the Italian separate account
  • Technical-actuarial support in the calculation of QIS and Stress EIOPA Test for all the sectors of the insurance business (Life, Not-life and Health)
  • Implementation of statistic-actuarial models for the calculation of the Best Estimate (Life, Not-Life and Health)
  • Estimate of capital for the Not-Life Underwriting Risk requirement through the use of Standard Formula, Undertaking Specific Parameters internal model
  • Implementations of methodologies for the calculation of the requisite of capital for the Premium & Reserve Risk with partial internal model approach
  • Evaluations of Life Underwriting Risk, particularly on the Italian separate account
  • Use of statistic-actuarial methodologies for the aggregation of risks (Copula-based Models) for the calculation of the Capital Requirement
  • Allocation and reallocation of the Solvency Capital Requirement on the different lines of business in order to determine the profitability of every line of business