Dynamic Financial Models of Life Insurers
Research Projects – Finance/Investment
"Dynamic Financial Models of Life Insurers" combines market and economic factors with insurer-specific data to form dynamic financial models of life insurers. Empirical analysis is based on annual data from 1985 through 1995 for 1,593 life insurers. By identifying important exogenous and insurer-specific factors related to life insurer performance, this study provides a basis for actuaries to build dynamic financial models for individual insurers.
This paper has been submitted to the North American Actuarial Journal for publication considerations.
There are two documents: "Dynamic Financial Models of Life Insurers" research paper in .pdf format and three charts in Excel which accompany the paper.
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