A ring-fenced fund (RFF) is a part of an insurer whose assets can only cover certain liabilities. How the notional SCR works and how own funds are restricted.
A stochastic reserving model for incurred triangles with negative increments, and a parametric bootstrap that runs 100,000 simulations in a third of a second.
With ring-fenced funds the SCR is the sum of a notional SCR per fund and one for the remaining part. The Article 217 rule, legal basis and scenario selection.
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