Life Insurer Data

Data on U.S. life insurance companies


Duration of Life Insurer’s Liabilities

In my job market paper, I estimate the interest rate sensitivity of a large share of the liabilities of U.S. life insurers. Get the data on Github.

drawing


Annuity Yield Curve

I estimate the yield curve at which U.S. life insurers effectively borrow from their customers by issuing new immediate annuity policies. Get the data on Github.

drawing


NAIC Reference Interest Rate

I have gathered the longest available time series of the reference interest rate which is used to value life insurance liabilities according to statutory reserve valuation. Get the data on Github.

drawing