used to arrive at the one-year view? Please explain if "Other" was chosen. Please provide a brief explanation of the method used. (How is the emergence pattern computed? On what is the emergence pattern applied?) and the reason this modelling approach was chosen. QUALRESR0701 Odd column Computations of volatilities If an ultimate view is modelled first, what methodology is used to model it? Please provide a brief description of the approach and explain if "Other" was chosen. Entries in the drop-down list: Closed-formula approach (e.g. Mack) Simulation-based approach (e.g. “bootstrap” variants) Internal benchmark (e.g. parameters from an internal LoBs are used on another internal LoB) External benchmark (e.g. parameters from an external source are used on an internal LoB) Other QUALRESR0901 Reinsurance How do you take into account the risk mitigation effects of reinsurance for this internal LoB? To our knowledge the reinsurance effects in reserve risk are usually modelled in a much less granular way than in premium risk (e.g. ratio). Please describe your approach in the free-text cell. 3.3 Prem risk - Int LoBs General comments: This template should be filled in after the template “3.1 QUAL Prem risk - Int LoBs” as the internal LoB selection of the later will populate the former. With respect to these internal LoBs, the questions below concerning premium risk should be answered. net
RESRG301 Odd or even column Gross reserve risk data One-year or Ultimate Effects of parameter uncertainty (if applicable and available) Standard deviation of reserve risk without parameter uncertainty See general comments on time horizons. Figure to be provided on a best-effort basis. Please give results without parameter uncertainty. If the results had to be acquired via approximations, please describe them in the comments template. If not available, please let the cell empty. RESRG302 Odd or even column Gross reserve risk data One-year or Ultimate Effects of parameter uncertainty (if applicable and available) 99.5% percentile of reserve risk without parameter uncertainty See general comments on time horizons. Figure to be provided on a best-effort basis. Please give results without parameter uncertainty. If the results had to be acquired via approximations, please describe them in the comments template. If not available, please let the cell empty. RESRG303 Odd or even column reserve risk data One-year or Ultimate Effects of parameter uncertainty (if applicable and available) SCR of reserve risk without parameter uncertainty See general comments on time horizons. Figure to be provided on a best-effort basis. Please give results without parameter uncertainty. If the results had to be acquired via approximations, please describe them in the comments template. If not available, please let the cell empty. RESRN101 Odd column Net reserve risk data Claims provisions derived from the Claims provisions as of the reference date and derived from the internal Give this value before any adjustment (e.g. scaling for consistency reasons).
IM before any Solvency 2 balance sheet reconciliation adjustments In case there is no difference to the standard formula claim provisions, please explain the rationale and approach. RESRN102 Odd column Net reserve risk data BE of claims provisions Best Estimate as of the reference date. RESRN201 to 206 Odd or even column Net reserve risk data One-year or Ultimate 0.1%, 0.5%, 5%, 95%, 99.5%, 99.9% percentiles of reserve risk See general comments on time horizons. RESRN207 Odd or even column Net reserve risk data One-year or Ultimate Mean of reserve risk See general comments on time horizons. Figure to be provided on a best-effort basis only if readily available. RESRN208 Odd or even column Net reserve risk data One-year or Ultimate Standard deviation of reserve risk See general comments on time horizons. Figure to be provided on a best-effort basis only if readily available. RESRN209 Odd or even column Net reserve risk data One-year or Ultimate SCR of reserve risk See general comments on time horizons. Figure to be provided on a best-effort basis only if readily available.