Presentation by Noel Harewood - Actuary.com

More documents

Recommendations

Info

Case Studies Practical Applications of Stochastic Mortality
There are several practical applications of stochastic mortality being conducted in the industry today Senior settlements Stochastic mortality techniques are used to help evaluate heightened degree of mortality uncertainty surrounding senior settlements. COLI reinsurance Sellers of COLI sometimes purchase stop-loss reinsurance coverage to protect against catastrophic claims. Stochastic mortality techniques better exploit the risk profile of a treaty given the low frequency / high severity nature of the stop-loss transaction. more . . . 11
Page 1 and 2: Stochastic Modeling Workshop — Mo
Page 3 and 4: Overview
Page 5 and 6: Stochastic mortality techniques can
Page 7 and 8: Monte Carlo simulation is a common
Page 9: Stochastic mortality rates can also
Page 13 and 14: Case Study 1: Senior Settlements
Page 15 and 16: We have analyzed a hypothetical sen
Page 17 and 18: Case Study 2: COLI Reinsurance
Page 19 and 20: Case Study 2: COLI Reinsurance (con
Page 21 and 22: Deterministic mortality projections
Page 23 and 24: Stochastic mortality projections he
Page 25 and 26: Modifying the expected mortality as
Page 27 and 28: Case Study 3: Economic Capital for
Page 29 and 30: Projection of stochastic mortality
Page 31 and 32: Effect of a Mortality Shock on Capi
Page 33: Closing Thoughts Stochastic modeli

Presentation by Noel Harewood - Actuary.com

You also want an ePaper? Increase the reach of your titles

Delete template?

Save as template?