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.
Analysis of Asset Spread Benchmarks
Analysis of Asset Spread Benchmarks - Appendix A
Analysis of Asset Spread Benchmarks - Analysis B
The sponsors would like to thank the members of the Project Oversight Group:
If you have comments or questions, please send an email to firstname.lastname@example.org.