Report - December 2021
In 2021, ORX carried out a short study on cross-risk correlation in insurance firms.
The study was run in collaboration with the Insurance Analytics Working Group, and aimed to capture:
- The level of dependency firms estimate between risk modules for the purpose of calculating capital
- The granularity at which dependency is being estimated
The study was designed primarily for firms with a solvency capital requirement (SCR).
However, we also welcomed firms without this requirement to complete the survey with respect to another capital estimate.
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Research and Information Director, ORX