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: Unintended consequences of certain approaches used by companies to satisfy FAS 113 reinsurance accounting.

Description: A recent Society of Actuaries study calculates safety and stability for current Long Term Care Insurance premiums.

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: 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.