27.12 A Framework for Assessing Risk Margins - K. Marshall et al.
\(\star\) Correlation
The 3 main risk sources are independent of each other and therefore can be sum with square root rule (12.2)
Independent (12.3):
Assume independence across lines, weight by liabilities
Internal (12.4):
Base on correlation matrix \(\Sigma\), again weighted by liabilities
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Correlation between each valuation group and risk categories \(\Rightarrow\) then roll up to the risk categories and assume they are independent of each other
Risk Margin: (12.7)
- \(\alpha\)-tile (12.8)