Research Projects – Life Insurance
The Society of Actuaries Committee on Life Insurance Research and the Reinsurance Section are pleased to make available the following report examining the application of stochastic modeling techniques to non-market risks facing the life insurance industry. Performed by Matthew Clark and Chad Runchey of Ernst & Young, the research focuses on the modeling and quantification of mortality and lapse risks for a 20-year term life insurance product with consideration for the impact reinsurance has on these risks.
Stochastic Analysis Of Long Term Multiple-Decrement Contracts
The Committee on Life Insurance Research and the Reinsurance Section Council would like to thank the following individuals that served on the Project Oversight Group:
If you have comments or questions, please send an email to firstname.lastname@example.org.