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Stochastic Reserves for Life Insurance: Modeling the Impact of a Pandemic Public

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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.

Last modified
  • 03/09/2021
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Identifier
  • 4731
  • E-project-120820-160911
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Year
  • 2020
Date created
  • 2020-12-08
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