Presentation by Noel Harewood - Actuary.com

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There are several practical applications of stochastic mortality being conducted in the industry today (cont.) Economic capital analysis Actuaries evaluating economic capital on product lines whose financials are most heavily influenced <strong>by</strong> mortality experience may decide to run projections using stochastic mortality in addition to investment scenarios. Tillinghast developed case studies for each of the above examples. Results of these case studies are presented on the following slides. 12
Case Study 1: Senior Settlements
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 and 10: Stochastic mortality rates can also
Page 11: There are several practical applica
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

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