Description: Key considerations when modeling reinsurance to calculate reserves under PBR as well as a case study examining the impact of reinsurance structures on reserves.

Description: Pricing longevity swap reinsurance transactions consists of a number of different actuarial tasks, each of which hides potential pitfalls. The article outlines the pricing process, which includes a detailed analysis of current mortality experience of the portfolio to be transferred, choice and calibration of an appropriate model for mortality improvement trends and the calculation of a risk margin which reflects the uncertainty associated with the pricing best-estimate, which includes mis-estimation risk, model risk, longevity basis risk and stochastic uncertainty.

Description: This article highlights the findings of a recent SOA survey on accelerated underwriting (AU) practices, including the amount of AU business ceded, the results of three opinion questions, and an estimate of mortality slippage among AU programs.

Description: Over the years I have come to believe that the nature vs nurture debate is fundamentally flawed, in that it tends to exclude an increasingly important third influence: culture.

Description: Read the Quo Vadis Reinsurance.

Description: Discussion of a Reinsurance Arbitration Survey covering the period 1998–2001 Also a discussion of the shrinking number of life reinsurance companies in the USA

Description: September 2015 Reinsurance News

Description: In 2014, the SOA Product Development and Reinsurance Sections, along with the Committee for Life Insurance research engaged Reinsurance Group of America to undertake a research project on term conversion experience.

Description: November 2015 Reinsurance News

Description: In 2014, the SOA Product Development and Reinsurance Sections, along with the Committee for Life Insurance research engaged Reinsurance Group of America to undertake a research project on term conversion experience.