Scalars

Research Paper

Discussion of Scalars in Reference to the US Developed Aggregation Method for Calculating Group Capital for Internationally Active Insurance Groups

This report outlines the purpose of scalars in the context of AM and considers various technical approaches for determining scalars. These approaches are further analyzed based on criteria to assess…

Research Paper

The Probability of Default Model for Insurance Companies in the United States of America, Canada, and France.

In the fall of 2022, the Academy commissioned Prof. Jin-Chuan Duan and his team at the National University of Singapore’s Credit Research Initiative (NUS-CRI) to produce estimates of the probability…

Research Paper

Aggregating Regulatory Capital Requirements across Jurisdictions: Theoretical and Practical Considerations

Academy President-Elect Maryellen Coggins and Steve Jackson, assistant director for research (public policy), presented Sept. 13 at the Virtual Casualty Loss Reserve Seminar and Workshops (CLRS), on…

Scalars Project Update to NAIC G Committee

Steve Jackson, Academy Assistant Director for Research, shared an update on the Scalars Project to the National Association of Insurance Commissioners (NAIC) International Insurance Relations (G)…

Presentation

Presentation on Scalar Project Update to NAIC G Committee

Presentation by Steve Jackson on Scalars Project Update to the National Association of Insurance Commissioners (NAIC) International Insurance Relations (G) Committee.