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  • Proposed NAIC RBC C1 Factors for Life Insurers: Impact on Portfolio Optimization?
    Life Insurers: Impact on Portfolio Optimization? Explains the more granular breakout of bond RBC factors ... proposed to the NAIC. Evaluates alternative asset allocation choices for insurers under the new rules.

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    • Authors: Tobias Gummersbach, Mark Yu
    • Date: Aug 2017
    • Competency: External Forces & Industry Knowledge>External forces and business performance; Strategic Insight and Integration>Big picture view; Strategic Insight and Integration>Strategy development
    • Publication Name: Risks & Rewards
    • Topics: Actuarial Profession>Professional associations; Finance & Investments>Asset allocation; Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Investments; Finance & Investments>Investment strategy - Finance & Investments
  • US Life Insurers’ Marginal Increase in Investment Risk Won’t Hurt Portfolio Credit Quality
    Increase in Investment Risk Won’t Hurt Portfolio Credit Quality Comments on how US insurers have compensated ... compensated for low interest rates by investing in a range of less liquid and lower quality assets. Asset all ...

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    • Authors: Shachar Gonen
    • Date: Aug 2017
    • Competency: External Forces & Industry Knowledge>External forces and business performance
    • Publication Name: Risks & Rewards
    • Topics: Actuarial Profession>Professional associations; Finance & Investments>Asset allocation; Finance & Investments>Capital management - Finance & Investments