More Insurance Research & Insights

Solvency II is a transformative regulation for the European insurance industry, as it harmonizes the regulatory regime across all 28 member states of the EU and forces insurers to better manage the risks they face while also better protecting...
On-Demand Webinar
As the US population ages and private pensions dwindle, insurance retirement products like annuities have become popular. One annuity product in particular – Fixed Indexed Annuities (FIA) – has seen strong sales growth in recent years, just as...
On-Demand Webinar
Real World Algorithmic Exposure: An Innovative New Approach for Nested Simulations
The computation of counterparty credit exposures such as Potential Future Exposure (PFE), as well as Economic Capital calculations by insurance firms, require risk-neutral (RN) pricing at future time horizons along real world (RW) scenarios. The...
On-Demand Webinar
As the prolonged negative interest rate environment persists, negative rates continue to be a critically important issue in global finance—impacting some of the most basic calculations and procedures used by the financial community...
Info Graphic

In this video blog, Numerix SVP of Financial Engineering Dr. Dan Li and Jim Jockle, CMO of Numerix discuss key highlights from Risk’s 13th Annual Quant Congress USA. The discussion addresses the debate surrounding the evolving role of quantitative...
Video Blog
Best's Review | June 2015 | By Angelo John Lewis
Variable Annuities: Reducing Risk
While current VAs have key differences than those issued before the financial crisis, many have embedded risk management features that reduce volatility and the cost...
News - Article PDF
Presented at Risk Japan | June 2015
This presentation entitled “Economic Scenario Generators: Applications in Enterprise Risk Management” was given by Dr. Ping Sun of Numerix at the Risk Japan 2015 Conference in Tokyo on June 11th.
The presentation...
Conference Presentation
Insurance Risk | May 2015 | By Clive Davidson
Seen from Another Angle
Liability modeling has traditionally been dominated by actuarial modeling tools. Now firms with credentials in capital markets modeling are trying to muscle in on the territory,...
News - Article PDF
Structured Products | May 2015 | By Clive Davidson
Numerix Analytics named best in business for multiple pricing categories, credit risk and market risk
Numerix announced that the firm was voted best overall in Structured Products Magazine’s...
News - Article PDF



What happens when historically non-correlated assets quickly move together in the wrong direction all at once? As the 2008 financial crisis revealed, a more sophisticated treatment of correlation was required amongst financial market participants...
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