Description: This is the R programs used to develop the examples for the research report “Extreme Events for Insurers: Correlation, Models, and Mitigation by Kailan Shang and Marc Vincelli

Description: This SOA report provides an overview and analysis of the mortality models, theories and trends contained in the papers presented at the past four international Living to 100 symposia.

Description: Authored by a MIB Solutions team of Tom Rhodes, Stuart Klugman, Marianne Purushotham and Stacy Gill, the report summarizes the results of a study on the application and adoption of credibility theory within the life insurance and annuity industry. This excel spreadsheet is a numerical example relating to the application of Credibility for lapses. Please see the SOA website research section for the complete research report on Credibility Theory Practices.

Description: The Committee on Finance Research makes available a research report exploring the mechanics and implementation of economic capital programs for life insurance companies. Discussion items include common methods for calculating economic capital advantages and disadvantages of each method.

Description: This report describes and demonstrates a method to understand reputational risk that an insurance company can apply to the unique circumstances of the insurance firm. This method applies a policy-capturing survey with scenario analysis to generate insight into reputational risk from the perspective of a variety of stakeholders. Also included is instruction for spreadsheet-based query and reporting to facilitate the use of the information in the risk management function.

Description: The Potential Impact of Pandemic Influenza on the U.S. Life Insurance Industry pandemic model tool. This tool is used to project a Life Insurance companies potential losses from an influenza pandemic. Please see the SOA website for complete instructions on how to use this excel spreadsheet tool. Also see the website for the complete research report: www.soa.org/research/research-projects/life-insurance/research-impact-pan-influ-life-ins.aspx. The core of the paper is quantifying the potential impact of selected pandemic scenarios on the Life Insurance industry.

Description: Paper by Max Rudolph for the SOA on historical views on systemic risk and its applications.

Description: This report provides the results of a VA survey on policyholder behavior in the tail on VA products containing guaranteed minimum benefits.

Description: This is a review of literature about the development and application of medical risk adjustment models. The current Medicare model, principal inpatient diagnosis cost group [PIPDCG] and proposed enhancements are the subject of many articles. Risk adjustment is used for both provider payment and performance measurement.

Description: Background and additional information about the Preferred Class Structure Questionnaire.