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Long-term care first principles modeling: Lapse assumptions16 November 2016 - By Allen J. Schmitz and Andrew H. Dalton and Daniel A. Nitz and David Weizeorick - Article

This article, the third in our series on long-term care first principles modeling, discusses issues related to developing lapse assumptions and examines in more detail the issues relating to developing healthy life lapse rates.

Long-term care insurance valuation: An industry survey of assumptions and methodologies03 August 2016 - By Allen J. Schmitz and Daniel A. Nitz and Tim F. Kempen - Article

This long-term care insurance valuation survey reviews and documents the assumptions and methodologies related to the determination and testing of active life and disabled life reserves as well as the asset strategies and investments backing the reserves.

Long-term care first principles modeling: Mortality assumptions27 June 2016 - By Allen J. Schmitz and Andrew H. Dalton and Daniel A. Nitz and David Weizeorick - Article

This article examines the development of mortality assumptions for use in a long-term care first principles model.

Case study: Long-term care insurance first principles modeling09 March 2016 - By Allen J. Schmitz and Andrew H. Dalton and Daniel A. Nitz and David Weizeorick - Article

An introduction to a series addressing the challenges and opportunities faced by long-term care insurance companies converting from legacy projection models to a “first principles” modeling approach.

Long-term care insurance valuation: An industry survey of assumptions and methodologies01 December 2012 - By Allen J. Schmitz and Daniel A. Nitz - Article

Milliman's fourth long-term care insurance valuation survey results from 2012 present carriers' valuation assumptions and methodologies.

Long-term care insurance valuation: An industry survey of assumptions and methodologies01 December 2009 - By Allen J. Schmitz and Daniel A. Nitz - Article
Milliman's third triennial survey provides benchmark data on insurers' valuation assumptions.
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