Description: This is a story of a small insurance company in Argentina “David” that attempted to determine optimal retention levels and the cost of different reinsurance programs by using actuarial techniques.

Description: The purpose of this SOA-sponsored research was to assemble and analyze a limited large claims database which may serve as a model for expanded inter-company studies of health care benefits in the future. From Group Medical Insurance Large Claims Database Collection and Analysis, M-HB97-1.

Description: This presentation is a panel discussion, session 9PD, from the 2000 Annual Meeting of the Society of Actuaries, held October 15-18 in Chicago. A panel of reinsurance experts presents the benefits of reinsurance and how to leverage these benefits during the product development process. With respect to life insurance products, the discussion covers how reinsurers can help with pricing, product design, underwriting, and administration. The panelists also address annuities and international issues. Discussion from participants is included. From the Record of Society of Actuaries, Volume 26, No. 3.

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: In this article, the author shares some opinions and observations derived from his experiences as a major reinsurer of stop loss in the early 80’s and as a rapidly growing stop loss MGU managing general underwriter in the 90’s. From Health Section News, September 2008, Issue No. 59

Description: Article Description * Description of research projects completed in 2013 and a description of projects being pursued in 2014

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: Summary of Part II of the survey of Appointed Actuaries, sponsored by the American Academy of Actuaries Committee on Life Insurance Financia1 Reporting and the Society of Actuaries Financial Reporting Section, which asked appointed actuary various questions on methodology and assumptions employed for asset adequacy testing.

Description: Recently, the IRS eliminated one of the more amorphous tax rules that at times was a stumbling block in Triple-X securitization transactions. Unfortunately, however, the IRS left an equally amorphous consolidated return rule untouched.

Description: Discussion of the latest FASB and IASB updates with respect to life insurance company financial reporting issues.