Fasano Associates

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So far Fasano Associates has created 23 blog entries.

2020 FASANO LONGEVITY CONFERENCE: BEST VALUE EVER!

THE 2020 FASANO LONGEVITY CONFERENCE: BEST VALUE EVER! Its Virtual: No cocktails or dinner this year; but we will make it feel real with live Q&A following every presentation All Substance: Our Agenda this year maintains Fasano's preeminence in delivering fresh, relevant presentations affecting the longevity markets. Topics will include: Epigenetics and Biomarkers: A [...]

2020 FASANO LONGEVITY CONFERENCE: BEST VALUE EVER!2020-09-24T21:33:06-04:00

Evaluating Life Expectancy Evaluations – Daniel Bauer, Michael V. Fasano, Jochen Russ & Nan Zhu

The quality of life expectancy estimates is one key consideration for an investor in life settlements. The predominant metric for assessing this quality is the so-called A-to-E ratio, which relies on a comparison of the actual to the predicted number of deaths. In this article, we explain key issues with this metric: In the short [...]

Evaluating Life Expectancy Evaluations – Daniel Bauer, Michael V. Fasano, Jochen Russ & Nan Zhu2020-09-24T21:33:59-04:00

Structured Settlement Underwriting Performance: Implications for Short Form Life Settlement Underwriting?

This month we are publishing Actual to Expected performance results for our Structured Settlement underwriting business.  The results are good, with an Actual to Expected ratio of 98% for the 2012 through 2016 period, assuming IBNR of 7%.  Without IBNR, the A to E ratio would be 91%. But the real story here is not the results, [...]

Structured Settlement Underwriting Performance: Implications for Short Form Life Settlement Underwriting?2020-09-24T21:17:09-04:00

Fasano Discusses New Tools in Risk Analysis

Fasano Associates President, Mike Fasano, discusses the valuable new medical information that will be available from wearable devices, as well as possible underwriting applications for Big Data analyses. If you are unable to view this link, please contact us at techsupport@fasanoassociates.com or 202-457-8188.

Fasano Discusses New Tools in Risk Analysis2020-09-24T21:16:42-04:00

Contingent Life – Structured Settlements – Fasano Associates Underwriting Methodology

Fasano Associates, a premier life expectancy provider in the life settlement space, has developed a new proprietary mortality table and underwriting methodology for the Life Contingent – Structured Settlement business. View the video below; Fasano Associates President, Michael Fasano, demonstrates and explains the ground breaking underwriting enhancements that have improved life expectancy predictions in [...]

Contingent Life – Structured Settlements – Fasano Associates Underwriting Methodology2020-09-24T21:16:27-04:00

New Methodology for Measuring Actual to Expected Accuracy Applied to Fasano Database

Drs. Daniel Bauer (Georgia State University) and Jochen Russ (Institute for Actuarial Studies) presented a new methodology for measuring Actual to Expected accuracy at the 9th Annual Fasano Life Settlement & Longevity Conference. The new methodology, Difference in Curtate Life Expectancy (DCLE), calculates the average difference between the actual and expected number of months [...]

New Methodology for Measuring Actual to Expected Accuracy Applied to Fasano Database2020-09-24T21:16:11-04:00

Poor Underwriting Practices Spark Life Settlement Losses

Rajiv Rebello, a fellow of the Society of Actuaries, a member of the Academy and a Chartered Enterprise Risk Analyst, has written an article titled "Poor Underwriting Practices Spark Life Settlement Losses". He is a principal of Colva Insurance Services in San Diego. His email address appears at the conclusion of the article. Mr. [...]

Poor Underwriting Practices Spark Life Settlement Losses2020-09-24T21:16:00-04:00

Michael Fasano Authors Chapter on Life Settlement Underwriting

A Publication for Professional Traders and Institutional Investors. LIFE MARKETS --- Trading Mortality and Longevity Risk with Life Settlements and Linked Securities Internationally acclaimed expert Vishaal Bhugan, Managing Partner of VB Bhuyan & Co., 'and a team of coauthors, including Fasano Associates' President, MICHAEL FASANO, and others from leading financial institutions, hedge funds, actuarial [...]

Michael Fasano Authors Chapter on Life Settlement Underwriting2020-09-24T21:15:47-04:00