Expertise Publication

Solvency II – The Standard Formula and non-life reinsurance

Under Solvency II, insurers have a choice of which methods they use to assess risk and capital. While some insurers will opt for the Standard Formula as the basis for an economic view of their business, they should be aware of its limitations. This report shows how the Standard Formula deals with non-proportional reinsurance and suggests how it might be improved.

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