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Health Case Study: National States Insurance
Insolvency Pricing inadequacies for Long‐Term Care (LTC) insurance, particularly in the FL market ... The Company’s primary lines of business were accident and health, long‐term care, and whole‐life insurance ...- Authors: David Heppen, Patricia Matson, Anna bondyra
- Date: Jan 2018
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>Actuarial theory in business context; External Forces & Industry Knowledge>General business skills
- Topics: Enterprise Risk Management>Financial management; Finance & Investments>Asset liability management
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Actuarial Review of Insurer Insolvencies and Future Preventions – Phase 1
Actuarial ... Note: Long-term care is abbreviated as “LT Care” or “LTC” throughout this report. ... Analysis Some insurer insolvencies point to one primary causal driver, such as fraud. A majority of the ...- Authors: David Heppen, Patricia Matson, Anna bondyra
- Date: Jan 2018
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>Actuarial theory in business context; External Forces & Industry Knowledge>General business skills
- Topics: Enterprise Risk Management>Financial management; Finance & Investments>Asset liability management
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A Low-Growth World: Implications for the Insurance Industry and Pension Plans
asset and liability impacts on the actuary’s primary stakeholders, the insurance and pension sectors ... growth, spending more on one thing (e.g., health care, education) crowds out spending on something else ...- Authors: Max Rudolph, Mark E Alberts
- Date: Jun 2019
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments; Finance & Investments>Asset liability management; Finance & Investments>Risk measurement - Finance & Investments
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Actuarial Methods for Valuing Illiquid Assets
the fair value hierarchy. Level 1 inputs are direct (unadjusted) quoted prices from an active market ... market impact costs; delay and search costs; direct transaction costs. The cost of illiquidity constitutes ...- Authors: Application Administrator
- Date: Dec 2011
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Economic value
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Back Testing of Investment Performance by Asset Class
the defined benefit pension system. All other primary systems of retirement as defined in the IRS guidelines ... period. In the employer based plans, there is a direct relationship between the number of years of funding ...- Authors: Maneesh K Sharma, Thomas Totten, John F Cierzniak
- Date: Jan 2013
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management>Portfolio management - ERM; Finance & Investments>Asset liability management; Finance & Investments>Investments
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Multivariate Duration Analysis
approximation from 0.0136% to 0.0066%. The primary limitation of the parallel shift approach is that ... basis to model P(i) and an option-pricing model or direct calculation, D~io) and C~io) can be estimated discretely ...- Authors: Robert Reitano, Elias Shiu, Anthony J Zeppetella
- Date: Oct 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Asset liability management; Modeling & Statistical Methods>Asset modeling
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Life & Annuity Case Study: Lincoln Memorial Life Ins.
Relative to all life insurers, based on direct written premium and annuity consideration as of ... Memorial’s largest state was Missouri, based on 2007 direct premium, followed by Ohio and Iowa. The Company ...- Authors: David Heppen, Patricia Matson, Anna bondyra
- Date: Jan 2018
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>Actuarial theory in business context; External Forces & Industry Knowledge>General business skills
- Topics: Enterprise Risk Management>Financial management; Finance & Investments>Asset liability management
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Property & Casualty Case Study
Property & Casualty Case Study This case study is intended to educate insurance professionals ... BancInsure’s largest state, based on 2010 direct premium, was Oklahoma, followed by Texas and Nebraska ...- Authors: David Heppen, Patricia Matson, Anna bondyra
- Date: Jan 2018
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>Actuarial theory in business context; External Forces & Industry Knowledge>General business skills
- Topics: Enterprise Risk Management>Financial management; Finance & Investments>Asset liability management
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Cash-Flow Matching and Linear Programming Duality
Cash-Flow Matching and Linear Programming Duality This paper applies the duality theory ... linearization given in Section IV of [15] is a direct consequence of the duality theory of linear programming ...- Authors: Elias Shiu, Rama Kocherlakota, E S Rosenbloom
- Date: Oct 1990
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Asset liability management
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A Multivariate Approach to Immunization Theory
case where N - (1, ••• ,1), the parallel shift direct ion vector, (3.14) reduces to: (3. 15) O(P;iO) ... .;;;. 0, local irl1rll~lrllzatl':'n 11'1 tOle direct i,;:,n of M is assl .. wed. : I Results on global ...- Authors: Robert Reitano
- Date: Aug 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Asset liability management; Modeling & Statistical Methods