Economic Capital for Life Insurance Companies

Research Projects – Finance/Investment

The Committee on Finance Research is pleased to make available an updated report exploring the mechanics and implementation of economic capital programs for life insurance companies. The report, authored by Ian Farr, Adam Koursaris, and Mark Mennemeyer of Willis Towers Watson addresses key questions on the calculation of economic capital for long-term life insurers. In addition to the complete report, a PowerPoint presentation with highlights from the report is also available for interested readers.

Materials

2016 Economic Capital for Life Insurance Companies – Complete Report

2016 Economic Capital for Life Insurance Companies – PowerPoint Presentation

2009 Economic Capital for Life Insurance Companies –Complete Report

2009 Economic Capital for Life Insurance Companies – PowerPoint Presentation

Questions

If you have any questions or comments regarding the report, please contact Steve Siegel, Research Actuary at ssiegel@soa.org.

Thank You

The CFR would like to thank the members of the Project Oversight Group for their time and valuable input.

Robert Reitano, Chair

Nate Deboer

James Berger

Steve Marco

Dennis Radliff

Steve Siegel, SOA Research Actuary

Barbara Scott, SOA Sr. Research Administrator