Yuriy Krvavych

Guy Carpenter

Managing Director

Tower Place

London, EC3R 5BU

United Kingdom

SCHOLARLY PAPERS

4

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837

SSRN CITATIONS
Rank 126,998

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Scholarly Papers (4)

1.

Binary Events Loading for Solvency II Technical Provisions: Practical Approximations

Number of pages: 34 Posted: 04 Nov 2015
Yuriy Krvavych
Guy Carpenter
Downloads 334 (93,273)

Abstract:

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Solvency II, Technical Provisions, Binary Events, Events Not In Data, Binary Events Loading, Probability Approximations, Numerical Methods

2.

Probability of Sufficiency of Solvency II Reserve Risk Margins: Practical Approximations

ASTIN Bulletin, Cambridge University Press, 2017, DOI: 10.1017/asb.2017.12., Earlier version of the paper was presented at ASTIN Colloquium, Sydney 2015.
Number of pages: 51 Posted: 10 Sep 2015 Last Revised: 13 May 2018
Eric Dal Moro and Yuriy Krvavych
SCOR Global P&C SE Reinsurance (Zurich Branch) and Guy Carpenter
Downloads 226 (140,596)

Abstract:

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IFRS 4 Phase II, IFRS confidence level of Solvency II risk margin, Cost of Capital approach, Probability of Sufficiency, practical approximation formulae

3.

Probability of Sufficiency of the Risk Margin for Life Companies Under IFRS 17

International Congress of Actuaries 2018, Berlin
Number of pages: 18 Posted: 21 Jun 2018 Last Revised: 14 Oct 2018
Credit Foncier de France, SCOR Global P&C SE Reinsurance (Zurich Branch), Guy Carpenter and Russian Guild of Actuaries
Downloads 205 (154,216)

Abstract:

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IFRS 17, Confidence Level, Cost of Capital, Probability of Sufficiency, Duration, Convexity, Interest Rate, Biometric Risk, Replicating Portfolio

4.

ENID Loading - We Finally Cracked it! (Presentation Slides)

Number of pages: 47 Posted: 30 Jul 2016
Jerome Kirk and Yuriy Krvavych
PricewaterhouseCoopers LLP, UK and Guy Carpenter
Downloads 72 (336,454)

Abstract:

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ENID, binary events, reserving