Stochastic Reserves for Life Insurance: Modeling the Impact of a PandemicPublic
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It is important to recognize the impact of the COVID-19 pandemic on different aspects of society and to analyze its effects to forecast future scenarios. The goal of this project was to analyze the impact of a pandemic on the reserves of a life insurance company. Reserve calculations were completed with pre-pandemic and post-pandemic factors to provide comparative data. The pandemic inputs impacted interest rates, mortality rates, infection rates, and lapse rates, and accounted for different regions of the US.
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