Insight
Life and Health Insurance M&A
We review the M&A worldwide for life and health insurers in 2021, and an outlook for 2022 and beyond.
The European Insurance and Occupational Pensions Authority (EIOPA) in 2019 published a study on market and credit risk modelling, observing that the equity risk shocks applied by the surveyed internal models are overall higher than those using the standard formula. In this paper, we conduct a review of the standard-formula shocks by providing a common basis of calibration for a one-year view, while also exploring a new approach that takes into account the long-term nature of the investments within insurance portfolios. Our approach for the estimation of the equity risk charge are based on the ideas of mean-reversion of the stock markets and multi-year holding of equity assets by insurance companies.
Insight
We review the M&A worldwide for life and health insurers in 2021, and an outlook for 2022 and beyond.
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