Disability Income Claimant Rehabilitation and other Claim Interventions: Who Are the Selected Few; and Are these Claimants More Likely to Return to Work.
Landi Du Toit (University of Cape Town)
A Synthetic Model for Asset-Liability Management in Life Insurance, and Analysis of the SCR with the Standard Formula
Arturo Infante (AXA), Aurélien Alfonsi (UPMC), Adel Chenchali (Ponts Paritech)
The IAIS Global Frameworks for Supervision of IAIGs Including ComFrame, ICS 2.0 and the Holistic Framework in Japan, the United States, and the Rest of the World
Marc Slutzky (Milliman), Kenjiro Ito (Milliman)
Viability Analysis of Brazilian Market for Universal Life in Brazil
João Vinícius de França Carvalho (University of Sao Paulo), Mariana Ikeda (University of Sao Paulo)
Duration of Long-Term Care: Socio-Economic Drivers, Evolution and Type of Care Interactions
Michel Fuino (UNIL), Joël Wagner (UNIL)
Modeling Multi-Country Mortality Dependence by a Vine Copula
Masafumi Suzuki (PGF Life)
Mortality Forecasting with Wavelets
Donatien Hainaut (UC LOUVAIN)
Prospective Modelling of Temporary Disability Risk: Proposal for a Two-dimensional Model and Machine Learning Algorithms Combined Approach
(joint session with PBSS & AFIR-ERM)
Fatoumata Ndoye (Fixage)
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Multi-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
The 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
In 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),
The 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
The 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
Universal 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
Long 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
The 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