Analysis of Asset Spread Benchmarks

Research Projects – Life Insurance


The Committee on Life Insurance Research, Committee on Finance Research, and Financial Reporting Section are pleased to make the following report available. Performed by the Deloitte-UConn Actuarial Center, the research examines various benchmarks for analyzing option adjusted spreads of the major fixed income asset classes of life insurance companies.

The sponsors would like to thank the members of the Project Oversight Group:

  • Michael DeWeirdt
  • Gary Falde
  • Bruce Friedland
  • Robert Lamarche
  • Jan Schuh
  • Ronora Stryker
  • Josh Windsor

Questions and comments may be directed to Ronora Stryker, SOA Research Actuary.