Econometrics

  • 1973 - AP - An Econometric Model of the Life Insurance Sector of the U.S. Economy, J. David Cummins, The Journal of Risk and Insurance, Vol. 40, No. 4 (Dec., 1973), pp. 533-554 (22 pages), Published By: American Risk and Insurance Association

Summary: Preliminary results Of an SOA-sponsored study Of the relationship of an econometrics series to life insurance company operations is presented.

  • The researchers have constructed a database of annual statement fields using National Association of Insurance Commissioners' (NAIC) tapes for the past 12 years with
    approximately 1,700 companies per year.
  • Using this database, they examined the impact of both firm-specific and economic factors on the performance of individual life insurance companies.

1997 - Actuarial Modeling, Society of Actuaries - 18p