Life Board would like to highlight a number of research papers by their working parties which have recently been published in the British Actuarial Journal.
These have included:
- Calibration of VaR models with overlapping data: a report by the Extreme Events Working Party members
- Evolution of economic scenario generators: a report by the Extreme Events Working Party members
- Recalculation of the Solvency II transitional measures on technical provisions: a report by TMTP Working Party members