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

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

Description: Discussion of FAS 133 Implementation Issue B36 relating to the implications for the financial reporting of modco and similar reinsurance treaties where the assuming company assumes some investment risk from assets still owned by the ceding company.

Description: View the complete issue for the August 2014 Reinsurance News newsletter.

Description: The rapid pace of change within the reinsurance sector over the past few years has given way to the permutations of a “new reality” that is being shaped by abundant capacity from traditional and alternative sources.

Description: Interview with an industry leader.