For 2015F#19, under Solvency II, the required capital is the SCR (derived from the 99.5th percentile of our model).

I'm not sure I'm following. To be more specific, I (maybe mistakenly) thought that for both the goodwill problem (2016 Fall#18) and the Solvency II problem (2015 Fall#19), one of the calculations that

Does it make sense that the examiner's solution for this problem doesn't take the average of payments like we see in the GAAP Goodwill cost of capital approach? Also, in my first attempt at this prob…

Hi. I thought I understood at one point, but now I don't. Looking at a problem like Spring 2018 #19, why don't we made any adjustments for loss & LAE reserves or UPR when going from SAP to GAA

Can you provide a more detailed description of the solution for part A? I don't see how the numbers in the examiners' report match the numbers given.