Finance, Investments, and Accounting
5 Questions Concerning Your Captive's Asset Allocation Model
Given recent changes in investment markets, captive insurers should take another look at their asset allocation models. A recent Strategic Asset Alliance presentation presents five potential shortcomings in assets allocation models and five key questions to ask your investment manager concerning their asset allocation model. Read More
2018 Musings on Captive Insurer Investments
What does 2018 have in store for captive insurer investments? We look at investment return assumptions and new accounting regulations. We also suggest some questions that should be raised by the captive board members concerning the investment portfolio. Read More
How the 2017 Tax Law Affects Captive Insurers
Bruce Wright of Eversheds Sutherland gives his take on the Tax Cuts and Jobs Act (2017 tax law) and primary impacts on the captive insurance industry. Read More
Why Captive Investment Manager Due Diligence Matters
With the recent revelations concerning the issues at Guggenheim Partners and the New York state pension fund, captive insurers should consider how they conduct investment manager due diligence. Find out what precipitated the scandal and how captive insurers should consider conducting due diligence on money managers. Read More
Can the Black-Scholes Model Be Used for Captive Insurance Premiums?
Pinnacle Actuarial Resources' Derek Freihaut and Tim Mosler share their thoughts on the viability of applying a specific mathematical model, Black-Scholes, in estimating the maximum premium appropriate for a captive insurance company. Should the Black-Scholes pricing model be used to estimate captive insurance premiums? Read More