LIFE
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Putting the Life Co Balance Sheet under the ESG Microscope
Added 0 85 ViewsPresenters:Ross Evan: Ross leads the Insurance Investment and Asset Liability Management (ALM) services within Hymans Robertson’s Life & Financial Services practice. He is a Life Actuary with over 17 years’ experience across consulting, in
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IAALS Live Session
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Modeling Multi-Country Mortality Dependence by a Vine Copula
Added 2 322 ViewsMulti-country mortality dependence attracts the attention of insurers owning life insurance or annuity businesses across countries. When implementing a sophisticated enterprise risk management (ERM) program, it is crucial to model the structure of such de
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A Synthetic Model for Asset-Liability Management in Life Ins...
Added 1 88 ViewsThe aim of this paper is to introduce a synthetic ALM model that catches the main specificity of life insurance contracts. First, it keeps track of both market and book values to apply the regulatory profit-sharing rule. Second, it introduces a determinat
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The IAIS Global Frameworks for Supervision of IAIGs Includin...
Added 0 50 ViewsIn November 2019, the International Association of Insurance Supervisors adopted a Global Framework for the Supervision of Internationally Active Insurance Groups (IAIGs). This includes revisions to ComFrame including the Insurance Core Principles (ICPs),
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Mortality Forecasting with Wavelets
Added 1 55 ViewsThe wavelet theory is a powerful tool for processing and compressing time-series or images. To summarize, the wavelet transform consists to project a signal on an orthornormal basis of functions. The sets of functions is chosen in order to provide a spars
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Duration of Long-Term Care: Socio-Economic Drivers, Evolutio...
Added 1 44 ViewsThe time spent in dependence and the type of care an elderly receives are the two main cost drivers of long-term care (LTC). We aim to provide a better understanding of the duration of care by using a comprehensive social insurance dataset covering the LT
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Viability Analysis of Brazilian Market for Universal Life in...
Added 0 26 ViewsUniversal Life (UL) is a widespread type of personal insurance in many countries around the world. lts design combines the protection of bife insurance with the income provided by investment funds, through profit sharing, transparency of individual accoun
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Disability Income Claimant Rehabilitation and other Claim In...
Added 0 31 ViewsLong term disability income (DI) claims account for a significant portion of life insurance companies' risk product liabilities. The annuity type benefits offered by these products, typically paid until a policyholder reaches retirement age, dies or retur
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Prospective Modelling of Temporary Disability Risk: Proposal...
Added 0 253 ViewsThe cost of the risk of work stoppage has been rising for a number of years. This increase is explained in particular by psychosocial risks. This article models the rate of prescription of work stoppages thanks to a model whose fundamentals are identical
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Reporting Compliance with the new With-Profits Operating Pri...
Added 0 58 ViewsThe following SAI Event Page includes PDF of the slides: Please see https://web.actuaries.ie/events/2020/02/webinar-reporting-compliance-new-profits-operating-principles
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Making Inclusive Insurance Work – Fourth Webinar: SMEs And...
Added 0 83 ViewsAs part of the global agenda of insuring for sustainable development, the Impact Insurance Facility (www.impactinsurance.org) and the PSI Initiative (www.unepfi.org/psi) are organizing a webinar series with the theme, “Making inclusive insurance wor
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Making Inclusive Insurance Work – Second Webinar: Distribu...
Added 0 54 ViewsAs part of the global agenda of insuring for sustainable development, the Impact Insurance Facility (www.impactinsurance.org) and the PSI Initiative (www.unepfi.org/psi) are organizing a six-part webinar series with the theme, “Making inclusive insu
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Making Inclusive Insurance Work – First Webinar: Clients a...
Added 0 83 ViewsAs part of the global agenda of insuring for sustainable development, the Impact Insurance Facility (www.impactinsurance.org) and the PSI Initiative (www.unepfi.org/psi) are delighted to announce a six-part webinar series with the theme, “Making inc
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Behavioral Aspects of Product Design and Demand in Retiremen...
Added 0 278 ViewsThis talk summarizes the main findings of the cumulative dissertation “Behavioral Aspects of Product Design and Demand in Retirement Savings” by Stefan Schelling. This thesis contributes to the field of behavioral economics and decision making
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Experience rating in the classic Markov chain life insurance...
Added 0 228 ViewsWe consider experience rating within multi-state life insurance using an empirical Bayes approach for a multivariate frailty extension of the classic Markovian setting. In particular, a search for simple methods and benchmark models is initalized. Under q
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Blick über den Zaun: Lebensversicherung in China
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Update zum Höchstrechnungszins – Prinzipien, Methoden, Di...
Added 15 1,156 ViewsDer Vortrag geht aus von den vier Prinzipien der DAV zum Höchstrechnungszins (HRZ) und stellt die neue Methodik vor, die zur Herleitung des Vorschlags von 0,5% für den HRZ ab 2021 angewendet wurde. Das Review des Sicherheitsabschlags wird erl&au
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Invaliditätsversicherung im Umbruch – aktuelle Analysen u...
Added 5 671 ViewsDie Invaliditätsversicherung ist ein wettbewerbsintensiver Markt mit ungebremst hoher Dynamik. Was sind in diesem Umfeld die zukünftigen Schlüsselfaktoren für eine nachhaltig erfolgreiche Positionierung? Wertvolle Impulse für die
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IFRS17 - Lifeboat on bord
Added 1 449 ViewsThe effective date for the IFRS17 has just been postponed to Jan, 1st 2023. We propose that you use these additional 365 days to take a close look on the actual status of your implementation project.Systemorph has already successfully implemented IFRS17 r
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Auswege aus der SARS-CoV-2 Pandemie
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Die Corona-Krise und die Folgen für die Versicherungswirtsc...
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Les enjeux de la modélisation de l'épidémie COVID-19 et d...
Added 0 223 ViewsSession by Alexandre Boumezoued, R&D Consultant, Milliman, on "Challenges of modelling COVID-19 epidemic and its impact on mortality" (in French language) A recorded webinar by the Institut des Actuaires
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Research Brief: The Impact Of COVID
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A View on the Derivation of Mortality Assumptions for Small ...
Added 0 161 ViewsThe speaker uses the Netherlands to demonstrate mortality modelling in general and the application of a Generalised Additive model. He then explores mortality modelling in the small population of Curaçao. He ends with the advice to investigate whet
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Opioid Mortality Trends
Added 2 809 ViewsOpioid abuse and misuse are an emerging concern to society as well as insurers. In this video, Vincent Prange discusses RGA’s data-driven analysis, exploring key relationships between socioeconomic attributes and opioid related mortality. Through th
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Pricing Longevity-linked Securities in the Presence of Morta...
Added 1 319 ViewsPricing longevity-linked securities in the absence of a liquid and complete market for longevity risk raises many challenges. Most of the proposed pricing approaches are based on stochastic mortality models in which the time-dependent parameters are proje
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Compression of Life Insurance Portfolios
Added 0 258 ViewsThe computational complexity of seriatim actuarial projections forces life insurance companies to compress their portfolio of liabilities to a set of representative model points. Since such projections are inevitable in order to meet regulatory requiremen
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Predictive Analytics: Case Studies in Life Insurance
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IFRS 17: Procrastinate at Your Peril!
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