Research Projects
Research Projects in Finance
Economic Capital for Life Insurance Companies
The Committee on Finance Research is pleased to make available a new research report exploring the mechanics and implementation of economic capital programs for life insurance companies. The report, authored by Ian Farr, Hubert Mueller, Mark Scanlon and Simon Stronkhorst of Towers Perrin includes discussion of the common methods for calculating economic capital with advantages and disadvantages of each method among other topics. In addition to the complete report, a PowerPoint presentation with highlights from the report is also available for interested readers.
The CFR would like to thank the members of the Project Oversight Group for their time and valuable input.
- Stephen Marco, Chair
- Gang Ma
- Larry Moews
- Linn "Link" Richardson
- Kenneth VandeVrede
- Steven Siegel, SOA Research Actuary
- Jeanne Nallon, SOA Research Administrator
If you have any questions or comments regarding this report, please contact Steve Siegel, SOA Research Actuary.