Course 2A Life Insurance Syllabus



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Course 2A Life Insurance Syllabus This course provides the student with the basics needed to operate in the Australian life insurance market - legislation, taxation, and market and product information. Once a good grounding is established, the course progresses to covering the risks that confront operating companies and specifically focuses on the special risks that affect life companies and the main methods of managing these risks. The course then moves into the first part of the control cycle for a life insurance company and takes the student through the analysis of experience, setting of assumptions and then on into using these assumptions to price products. The key performance outcomes of each Unit along with the corresponding learning objectives are provided below. Unit 1: General Economic & Commercial Environment Key Performance Outcome 1: Analyse the significant components and trends within the Australian life insurance and funds management markets. 1.1 Explain the types of life insurance and funds management products sold in Australia in the context of the wider financial services market 1.2 Identify significant trends in the Australian life insurance and funds management markets 1.3 Conduct analysis of changes, trends and patterns relating to the above. Key Performance Outcome 2: Examine the functions of life insurer/retail funds management business and relate these to the decision-making role of an actuary. 2.1 Identify the range of organisational structures associated with Australian life insurers/funds managers both horizontal (e.g. life insurer, unit trust manager) and vertical (e.g. asset managers, service companies) 2.2 Describe the administration practices of these organisational structures and the implications of their application 2.3 Outline and compare the various methods used by life insurers and funds managers to acquire new business 2.4 Identify the range of options for remunerating the sales forces/distribution channels and the implications of each

2.5 Outline the various roles of the actuary in organisations. Key Performance Outcome 3: Relate the legislative environment in Australia to the issues an actuary is expected to address. 3.1 Explain the key requirements of the Life Insurance Act 1995 as they affect actuarial practice 3.2 Describe other relevant legislation and its application to actuarial practice, including Corporations Law, the Trade Practices Act, Mergers and Acquisitions Act, Managed Investments Act, Financial Services Reform Act, Disability Discrimination Act 3.3 Outline the role of the regulators (ASIC, APRA, ACCC) and the implications for the role of the actuary 3.4 Apply the basis for taxation for both individuals and life insurance companies to the range of life insurance products, and contrast this with the treatment of alternative financial services product Unit 2: Risk Management Issues and Tools Key Performance Outcome 4: Assess the various methods used to identify and manage risk. 4.1 Articulate the risk management framework used to identify and manage risk for life insurance and funds management companies 4.2 Separate these risks into heterogeneous groups for analysis (e.g., operations risk, investment risk, legal risk, etc) Key Performance Outcome 5: Assess the various methods used to manage insurance risk, including underwriting and reinsurance. 5.1 Identify the information required when assessing an individual risk 5.2 Appraise the objectives of both financial and medical underwriting 5.3 Compare the relative merits of underwriting and claims management in mitigating claims risk.

5.4 Explain why reinsurance is undertaken and examine the methods used in Australia. Key Performance Outcome 6: Compose a suitable investment strategy for a life insurance or funds management company/product. 6.1 Identify products that pose special asset/liability issues and risks. 6.2 Identify the risks under the categories of market, liquidity, credit and mismatch, as well as mitigation strategies. 6.3 Apply an understanding of various asset classes to select assets that suit the requirements of the liability profile. 6.4 Understand and explain the issues surrounding investment guarantees 6.5 Identify the true costs of options and guarantees in unitised business, embedded options and derivatives. Key Performance Outcome 7: Analyse operational risks associated with running a life insurance or funds management company. 7.1 Analyse risks that may affect the value of liabilities/assets in absolute terms as well as those risks affecting the relative value of assets to liabilities 7.2 Understand the interrelationship of certain risks, particularly lapse, sales volume and expense 7.3 Identify risks that may affect the ability of suppliers to supply goods and services 7.4 Describe the non-financial risks a company faces, including reputation and legal risk 7.5 Manage the risks particular to unit linked portfolios 7.6 Develop strategies to monitor, mitigate or control the risks identified. Unit 3: Monitoring Experience and Determining Assumptions Key Performance Outcome 8: Demonstrate the ability to monitor the experience of a life insurance or funds management company.

8.1 Identify when and why experience investigations may be undertaken 8.2 Identify and be able to produce the various types of experience investigations 8.3 Identify and be able to set the assumptions that might be required for modelling the business Key Performance Outcome 9: Determine assumptions for the experience. 9.1 Analyse the various types of discontinuances with reference to industry experience, and set assumptions based on this analysis 9.2 Analyse and apply the range of mortality and morbidity bases, including population, insured lives, group life, annuitant and options experience 9.3 Analyse and apply new business assumptions 9.4 Analyse and set assumptions for calculating claims reserves 9.5 Describe the special characteristics of morbidity experience and its implications for morbidity assumptions. Key Performance Outcome 10: Determine assumptions for life insurance business expenses. 10.1 Construct a typical expense analysis and assess the potential uses for the results 10.2 Perform an analysis of the expenses and understand the effect of variations in the results 10.3 Examine the influences that impact on expenses and describe how this can be incorporated into the setting of expense assumptions. Key Performance Outcome 11: Determine the assumptions for economic factors in life insurance valuations. 11.1 Formulate methods to calculate investment rates of return 11.2 Examine and describe the interaction between the risk free rate of return and the risk premium 11.3 Design and describe a coherent set of investment assumptions

11.4 Examine and explain the influence of economic assumptions upon expenses 11.5 Identify and discuss the consequences of asymmetric return distributions 11.6 Formulate methods to determine discount rates, tax rates, the effect of franking credits, credit default allowances, inflation and replicating portfolios 11.7 Define the terms capital efficiency, return on capital, return on equity, return on assets and return on embedded value and describe their relevance for life insurance business. Unit 4: Product Development and Profit Testing Key Performance Outcome 12: Design a typical product development process. 12.1 Examine and apply the methods used by organisations to identify and meet the needs of their clients 12.2 Apply the various steps involved in product development 12.3 Identify and discuss the main issues involved in product development 12.4 Compare, contrast and apply the methods used to determine pricing (historical and modern techniques, as well as detailed and top-down techniques). Key Performance Outcome 13: Examine the role of the valuation basis in pricing. 13.1 Explain how the valuation basis and the capital requirements affect the pricing basis 13.2 Explore and discuss the issues resulting from this circular relationship. Key Performance Outcome 14: Apply profit-testing techniques to life insurance and investment portfolios. 14.1 Plan a profit-testing exercise and compare and discuss the potential profit measures 14.2 Apply profit testing techniques to both risk and investment products and contrast the results 14.3 Deduce the rating requirements for specific classes of business.

Unit 5: Product design - Surrender Values and Alterations Key Performance Outcome 15: Prepare appropriate bases for determining surrender values and alteration terms. 15.1 Explain the principles involved in setting a surrender value basis 15.2 Calculate surrender values, and relate these to the requirements of APRA Prudential Standard LPS 360 Termination Values, Minimum Surrender Values and Paid-up Values 15.3 Contrast the historical and modern methods for altering contracts.