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Displaying 1-8 of 8 results for Scott Mitchell


Quantifying and managing extreme mortality risk of life insurers

WEB PAGE ARTICLE | INCLUDES .PDF | Dale Hagstrom, Chris Lewis, Scott Mitchell and Steven Schreiber | May 9, 2013

An overview of the risk assessment and mitigation options available for extreme mortality events.

Challenges and opportunities arising from the European Commission Guidelines on Gender Directive

WEB PAGE ARTICLE | INCLUDES .PDF | Andrew Kay, Scott Mitchell, Jim Murphy and Manuel Tschupp | May 25, 2012

A summary of important implications arising from the Gender Directive and related opportunities and actions.

Cluster modelling: a practical and robust approach for achieving high improvements in model run-times for SST and Solvency II

WEB PAGE ARTICLE | INCLUDES .PDF | Nick Kinrade, Scott Mitchell and Zeljko Strkalj | February 20, 2012

Cluster modelling has proved to be a highly effective technique in achieving significant reductions in SST and Solvency II model run-times for life insurers.

Allowing for illiquidity and other market stress impacts in the valuation of insurance liabilities

WEB PAGE ARTICLE | INCLUDES .PDF | Dominic Clark and Scott Mitchell | January 10, 2012

Why it’s important to consider some form of mechanism to allow for illiquidity during periods of market stress.

Practical challenges and possible solutions for life insurers relating to the Delta-Gamma approach under the Swiss Solvency Test

WEB PAGE ARTICLE | INCLUDES .PDF | Nick Kinrade, Michael Leitschkis, Scott Mitchell and Zeljko Strkalj | January 5, 2012

The implementation of the Delta-Gamma approach is particularly challenging for Swiss-based life insurers.

Review and validation of the standard formula implementation under Solvency II and the Swiss Solvency Test

WEB PAGE ARTICLE | INCLUDES .PDF | Dominic Clark and Scott Mitchell | December 6, 2011

Full implementation of the standard formula under both Solvency II and SST is far from trivial and requires review and validation.

Discussion of the IFRS exposure draft for insurance contracts

WEB PAGE ARTICLE | INCLUDES .PDF | William Hines, Nick Kinrade, Scott Mitchell and Henny Verheugen | September 9, 2010

The new standard for insurance contracts now in development will have significant implications for businesses and insurers.

Report on the possible impact of the likely Solvency II QIS5 Standard Formula on the European life market

WEB PAGE ARTICLE | INCLUDES .PDF | Dominic Clark and Scott Mitchell | June 1, 2010

How will the new technical specification affect solvency positions in Europe's life insurance market?