Student Work
Stochastic Reserves for Life Insurance: Modeling the Impact of a Pandemic
PubblicoContenuto scaricabile
open in viewerIt 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.
- This report represents the work of one or more WPI undergraduate students submitted to the faculty as evidence of completion of a degree requirement. WPI routinely publishes these reports on its website without editorial or peer review.
- Creator
- Publisher
- Identifier
- 4731
- E-project-120820-160911
- Parola chiave
- Advisor
- Year
- 2020
- Date created
- 2020-12-08
- Resource type
- Major
- Rights statement
- Ultima modifica
- 2021-03-09
Relazioni
- In Collection:
Articoli
Elementi
Thumbnail | Titolo | Visibilità | Embargo Release Date | Azioni |
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Final Paper 12.7.2020.pdf | Pubblico | Scaricare | ||
Final MQP.zip | Pubblico | Scaricare |
Permanent link to this page: https://digital.wpi.edu/show/cn69m711m