Actuarial papers on subjects related to Solvency II

Solvency II features regularly in plenaries and workshops at conferences and CPD events.  Click on the links below for papers related to these events.

Please note that the following documents relating to Solvency II are intended for guidance only and do not constitute legal advice or any form of recommendation or opinion of the Institute and Faculty of Actuaries.  As Solvency II is a rapidly changing environment, this content may quickly become out of date.  Readers should always check the date of the document before considering its contents and are strongly encouraged to check for the latest position, for example, using the FSA and EIOPA websites. You should obtain independent legal advice where necessary or where you are in doubt as to anything contained in this these documents.

  • IFoA Library Reading Lists

      Books and papers relating to Solvency II 2010-2012

      Credit crunch and financial crisis 2007-2012

  • Life

      Solvency II - Life Insurance

      Working Party Report

  • Health and Care

      Solvency II - Health Insurance

  • General Insurance

      Solvency II - General Insurance

Papers and Presentations from Giro 2012;

      Report from the Solovency II Technical Provision Working Party

      Embedding Solvency II into busines as usual for general insurance - papers

      Embedding Solvency II into busines as usual for general insurance - presentation

      What has Pillar III ever done for me? Reporting and Disclosure under Solvency II

      Optimal Pricing in Solvency II

Sessional Research Discussion Meeting March 2012; 

      What Solvency II firms can learn from the Swisss solvency experience 

       Papers and Presentations from Giro 2011;

      Undertaking Specific Parameters

      Role of the actuarial function under Solvency II

      Risk margins and Solvency II

      An optimal insurer in a post Solvency II world

      The impact of Solvency II on pricing practice

      Role of the actuarial function under Solvency II

      Solvency II and technical provisions

      The actuary's role in the ORSA

      The ORSA - lessons learned

      Lloyd's actuarial function

      Solvency II - plenary

      Practical issues in the Solvency II internal approval process for general insurance actuaries

      Papers and Presentations from Giro 2010;

      Solvency II and technical provisions - what you will be doing differently

      Pre-application reflections from the practitioner and the reviewer

      Risk margins and technical provisions

      Everything you always wanted to know about the Solvency II balance sheet but were afraid to ask

      The Actuary's role in ORSA

      Data in the context of Solvency II: an example

      Solvency II balance sheets in simulation-based capital models

      QIS5 current issues

      Solvency II and technical provisions: dealing with the risk margin 

      Discussion Paper May 2010;

      Measurement and modelling of dependencies in economic capital.  A discussion paper

      General Insurance Internal Models Working Group 2009;

      Actuarial aspects of internal models for Solvency II - draft paper

     Sessional Meeting Paper November 2009;

      Economic scenario generators and Solvency II  

      Sessional Meeting Paper October 2008;

      Modelling extreme market events