Date: Friday, March 22

Session: 90

ASTIN  

Anders Hellemann Rolfsen curriculum , Erik Bølviken

Norway

Subject

Session


 
Paper
     Loss reserves and financial risk: The rich and the poor  
 

Presentation

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Summary

The effect of including financial risk in actuarial reserve calculation is investigated. It is demonstrated that the requirements are quite sensitive towards the investment profile.

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 Anders Hellemann Rolfsen

Curriculum

Member of the Norwegian Actuarial Society

Currently employed as a non-life actuary for SpareBank 1 General insurance company in Oslo, Norway.

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Subject

Session