QA: us_life 2016-2022

Table of Contents

Ranks across the years

name name_short 2016 2017 2018 2019 2020 2021 2022 2016-val 2017-val 2018-val 2019-val 2020-val 2021-val 2022-val 2016->2017 2017->2018 2018->2019 2019->2020 2020->2021 2021->2022
0000832480 UTG INC UTG INC NaN 4 4 5 5 2 1 NaN 20.67720 15.00450 25.76070 22.04530 20.37700 24.772500 NaN 0 1 0 -3 -1
0001475922 Primerica Inc. Primeri 11 12 10 15 12 9 2 7.826410 9.13762 8.28347 9.95055 9.83042 9.02574 6.274800 1 -2 5 -3 -3 -7
0001560452 Texas Republic Capital Corp Texas R 1 1 1 8 14 20 3 86.383600 63.76600 46.69370 16.17220 9.13435 2.50372 5.072880 0 0 7 6 6 -17
0001635984 National Western Life Group Inc. Nationa 8 13 7 14 6 6 4 8.716700 9.07691 9.71785 10.40740 12.68840 9.73220 3.905210 5 -6 7 -8 0 -2
0001395585 First Trinity Financial CORP First T 12 18 15 19 16 13 5 7.681500 6.89274 4.19554 8.15688 7.55862 5.23364 0.701123 6 -3 4 -3 -3 -8
0001276520 GENWORTH FINANCIAL INC GENWORT 13 NaN NaN 16 13 7 6 7.226620 NaN NaN 9.62287 9.28074 9.33566 -0.126430 NaN NaN NaN -3 -6 -1
0000727892 RIVERSOURCE LIFE INSURANCE CO RIVERSO 19 24 21 27 24 22 7 2.355580 2.23917 2.10552 2.31470 1.83818 1.02091 -0.319731 5 -3 6 -3 -2 -15
0001575434 Vericity Inc. Vericit NaN NaN NaN 9 8 8 8 NaN NaN NaN 15.92170 11.98430 9.14012 -0.824391 NaN NaN NaN -1 0 0
0000355379 MIDWEST HOLDING INC. MIDWEST NaN NaN NaN 28 19 21 9 NaN NaN NaN 1.77757 5.34740 1.90682 -1.560050 NaN NaN NaN -9 2 -12
0001039828 AMERICAN EQUITY INVESTMENT LIFE HOLDING CO AMERICA 18 22 24 22 17 15 10 2.490260 3.27421 1.24612 6.05461 7.18064 4.36347 -1.641500 4 2 -2 -5 -2 -5
0000937834 METROPOLITAN LIFE INSURANCE CO METROPO 16 19 17 21 20 16 11 3.743150 4.93891 3.60446 6.31346 5.13792 4.34624 -2.214550 3 -2 4 -1 -4 -5
0000733076 Brighthouse Life Insurance Co Brighth 24 NaN 13 24 22 18 12 0.872106 NaN 4.44022 5.28119 4.40148 2.75983 -2.733650 NaN NaN 11 -2 -4 -6
0000726865 LINCOLN NATIONAL LIFE INSURANCE CO IN LINCOLN NaN 20 20 25 21 19 13 NaN 4.68935 2.20647 5.09911 4.58026 2.71568 -3.283890 NaN 0 5 -4 -2 -6
0000835357 EQUITABLE FINANCIAL LIFE INSURANCE CO OF AMERICA EQUITAB NaN NaN NaN NaN NaN 17 14 NaN NaN NaN NaN NaN 3.66705 -3.603220 NaN NaN NaN NaN NaN -3
0000320335 GLOBE LIFE INC. GLOBE L NaN NaN 6 NaN 3 3 15 NaN NaN 11.30190 NaN 25.55320 18.52780 -3.922450 NaN NaN NaN NaN 0 12
0001463913 US Alliance Corp US Alli 2 6 9 4 NaN 10 16 35.141700 19.00280 8.55824 26.77880 NaN 7.17171 -4.799990 4 3 -5 NaN NaN 6
0001527469 Athene Holding Ltd Athene NaN 16 14 18 18 12 17 NaN 7.26591 4.27711 8.60452 6.90552 5.98437 -6.241600 NaN -2 4 0 -6 5
0000898174 REINSURANCE GROUP OF AMERICA INC REINSUR 6 8 11 11 7 11 18 9.442790 13.23320 5.83125 12.93030 12.66520 6.31157 -7.878220 2 3 0 -4 4 7
0000024090 CITIZENS INC. CITIZEN NaN NaN 16 12 11 5 19 NaN NaN 3.79028 12.40230 11.25980 10.99670 -20.318400 NaN NaN -4 -1 -6 14
0000008177 ATLANTIC AMERICAN CORP ATLANTI 4 3 5 7 2 1 NaN 21.303600 22.64730 13.76790 24.12000 29.83250 20.38700 NaN -1 2 2 -5 -1 NaN
0000045947 TALCOTT RESOLUTION LIFE INSURANCE CO TALCOTT 17 25 NaN NaN NaN NaN NaN 2.596500 2.17362 NaN NaN NaN NaN NaN 8 NaN NaN NaN NaN NaN
0000352736 Everlake Life Insurance Co Everlak 7 10 8 10 NaN NaN NaN 9.193320 11.33180 9.12327 13.69130 NaN NaN NaN 3 -2 2 NaN NaN NaN
0000744455 Empower Annuity Insurance Co of America Empower 20 23 NaN NaN NaN NaN NaN 2.090450 2.81017 NaN NaN NaN NaN NaN 3 NaN NaN NaN NaN NaN
0000777917 PRUCO LIFE INSURANCE CO PRUCO L 23 NaN NaN NaN 25 NaN NaN 1.068390 NaN NaN NaN 1.20477 NaN NaN NaN NaN NaN NaN NaN NaN
0000836658 VOYA INSURANCE & ANNUITY Co VOYA IN 22 26 NaN NaN NaN NaN NaN 2.027060 2.15755 NaN NaN NaN NaN NaN 4 NaN NaN NaN NaN NaN
0000837010 VOYA RETIREMENT INSURANCE & ANNUITY Co VOYA RE 21 27 23 26 23 NaN NaN 2.078460 2.12796 1.44278 3.13028 2.58012 NaN NaN 6 -4 3 -3 NaN NaN
0000845091 TRANSAMERICA ADVISORS LIFE INSURANCE Co TRANSAM 14 15 NaN NaN NaN NaN NaN 6.547030 7.97859 NaN NaN NaN NaN NaN 1 NaN NaN NaN NaN NaN
0000865058 NATIONAL SECURITY GROUP INC NATIONA 3 5 3 3 9 4 NaN 22.136000 19.41970 17.80990 27.36600 11.89300 16.11860 NaN 2 -2 0 6 -5 NaN
0000904163 AMERICAN NATIONAL INSURANCE CO AMERICA 5 9 NaN NaN NaN NaN NaN 11.320400 13.14660 NaN NaN NaN NaN NaN 4 NaN NaN NaN NaN NaN
0001012771 FBL FINANCIAL GROUP INC FBL FIN 10 11 12 13 10 NaN NaN 8.207470 10.41330 5.38589 11.63180 11.34050 NaN NaN 1 1 1 -3 NaN NaN
0001137774 PRUDENTIAL FINANCIAL INC PRUDENT 15 21 18 23 NaN NaN NaN 3.909490 4.65835 2.73419 5.68659 NaN NaN NaN 6 -3 5 NaN NaN NaN
0001494448 EMERGENT CAPITAL INC. EMERGEN 9 7 NaN 6 NaN NaN NaN 8.363580 17.68650 NaN 24.57740 NaN NaN NaN -2 NaN NaN NaN NaN NaN
0000310826 PROTECTIVE LIFE INSURANCE CO PROTECT NaN 14 19 20 15 14 NaN NaN 8.07155 2.67621 7.80702 7.72077 4.41010 NaN NaN 5 1 -5 -1 NaN
0000355429 PROTECTIVE LIFE CORP PROTECT NaN 17 22 NaN NaN NaN NaN NaN 7.05061 2.01978 NaN NaN NaN NaN NaN 5 NaN NaN NaN NaN
0000701869 INDEPENDENCE HOLDING CO INDEPEN NaN 2 2 2 1 NaN NaN NaN 32.02270 31.07490 30.71590 30.44810 NaN NaN NaN 0 0 -1 NaN NaN
0001668428 FGL Holdings FGL Hol NaN NaN 25 17 NaN NaN NaN NaN NaN -1.82951 9.32730 NaN NaN NaN NaN NaN -8 NaN NaN NaN
0001522690 GWG Holdings Inc. GWG Hol NaN NaN NaN 1 4 NaN NaN NaN NaN NaN 38.64310 22.76810 NaN NaN NaN NaN NaN 3 NaN NaN

PDF reports

All reports for 2022 are collected in a single PDF for easier review.

2016

Logs

warning 5 × Similarly named company. Duplicate? None
0000837010 0001137774 0001276520 0000904163 0001635984
warning 2 × Negative minimum value check_abs_values
{'var_name': 'PremiumsEarnedNet', 'min_value': -825942000}
{'var_name': 'NetInvestmentIncome', 'min_value': -3198000000}
warning 1 × Large missing amount for aggregate "Liabilities" added to remainder. industry.us_generic
0001494448
warning 1 × Large missing amount for aggregate "Assets" added to remainder. industry.us_generic
0001494448
warning 1 × Ignoring company because Assets is zero pre-agg
0001535929

Diagrams

Calculation Linkbase Overview

Edges which exists for less than five companies (and the corresponding nodes) are not included.

Absolute xval/yval quantiles

  xvar min 5% median 95% max min_company median_company max_company
0 SeparateAccountsLiability 0 0 2,832,972,108 131,251,564,200 287,636,000,000 0000008177 0000352736 0001137774
1 LiabilityForFuturePolicyBenefits 0 0 8,510,935,653 105,968,153,900 240,908,000,000 0000008177 0000352736 0001137774
2 remainder_Liabilities 31,344 3,995,965 8,070,377,941 141,355,800,000 209,330,000,000 0001560452 0000836658 0001137774
3 SeparateAccountAssets 0 0 2,832,972,108 131,251,564,200 287,636,000,000 0000008177 0000352736 0001137774
4 AvailableForSaleSecuritiesDebtSecurities 0 0 6,391,498,642 149,395,750,000 331,167,000,000 0000008177 0001012771 0001137774
5 MortgageLoansOnRealEstateCommercialAndConsumerNet 0 0 95,385,867 4,286,839,100 6,111,000,000 0000008177 0000845091 0001276520
6 remainder_Assets 13,187,732 23,939,791 11,809,939,280 120,691,100,000 165,159,000,000 0001560452 0000904163 0001137774
7 PolicyholderBenefitsAndClaimsIncurredNet 0 0 246,113,845 24,649,109,900 37,393,000,000 0000045947 0001635984 0001137774
8 remainder_Expenses 1,023,702 7,577,072 986,758,166 6,570,010,000 17,016,000,000 0001560452 0000727892 0001137774
9 PremiumsEarnedNet -825,942,000 0 178,346,430 20,421,380,650 30,964,000,000 0000777917 0000045947 0001137774
10 NetInvestmentIncome -3,198,000,000 0 664,857,390 9,050,100,000 15,520,000,000 0000733076 0000904163 0001137774
11 InsuranceCommissionsAndFees 0 0 168,536,304 2,672,900,000 5,906,000,000 0000008177 0001039828 0001137774
12 remainder_Revenues -868,000,000 -152,017,000 78,318,961 1,973,410,600 6,389,000,000 0000836658 0000744455 0001137774
13 remainder_NetIncome -29,000,000 -221,000 0 43,366,600 57,200,000 0001276520 0000836658 0000904163
14 remainder_ComprehensiveNetIncome -226,000,000 -107,286,150 4,828,446 440,356,750 2,285,000,000 0000733076 0000777917 0001137774
  yvar min 5% median 95% max min_company median_company max_company
0 Liabilities 31,344 21,718,405 41,438,500,533 373,179,800,000 737,874,000,000 0001560452 0000898174 0001137774
1 Assets 13,187,732 38,600,041 48,191,114,922 397,567,800,000 783,962,000,000 0001560452 0000898174 0001137774
2 Expenses 1,023,702 10,310,912 1,850,652,300 31,146,910,200 54,409,000,000 0001560452 0000045947 0001137774
3 Revenues 92,206 1,935,781 1,568,920,197 32,744,726,650 58,779,000,000 0001560452 0000836658 0001137774
4 StockholdersEquity 11,380,983 16,624,971 2,394,670,978 25,100,500,000 46,088,000,000 0001463913 0000777917 0001137774
5 NetIncome -2,937,000,000 -64,403,350 104,072,061 1,597,816,450 4,419,000,000 0000733076 0001012771 0001137774
6 ComprehensiveNetIncome -3,163,000,000 -171,503,350 162,549,468 2,038,173,200 6,704,000,000 0000733076 0000904163 0001137774
7 BaseVar 7,198,923 46,289,367 50,035,397,019 416,246,075,000 818,679,000,000 0001560452 0001039828 0001137774
8 EconomicCapitalRatio 0.00872 0.0121 0.0746 0.332 0.864 0000733076 0001395585 0001560452

Effect quantiles (final effects with respect to final var and normalized if applicable)

  xvar min 5% median 95% max min_company median_company max_company
0 SeparateAccountsLiability -0.345 -0.305 0.0912 0.213 0.219 0000777917 0001276520 0001560452
1 LiabilityForFuturePolicyBenefits -0.548 -0.483 0.0271 0.192 0.211 0001039828 0001463913 0001560452
2 remainder_Liabilities -0.447 -0.377 0.0255 0.150 0.274 0001635984 0001137774 0001560452
3 SeparateAccountAssets -0.130 -0.122 -0.0515 0.279 0.338 0000008177 0001475922 0000777917
4 AvailableForSaleSecuritiesDebtSecurities -0.141 -0.119 -0.00971 0.283 0.311 0000008177 0000733076 0001012771
5 MortgageLoansOnRealEstateCommercialAndConsumerNet -0.0223 -0.0204 -0.0102 0.0674 0.101 0000008177 0001635984 0001395585
6 remainder_Assets -0.149 -0.145 -0.0820 0.405 0.512 0000727892 0001276520 0001494448
7 PolicyholderBenefitsAndClaimsIncurredNet -0.322 -0.230 0.0234 0.0445 0.0635 0000008177 0001012771 0001463913
8 remainder_Expenses -0.489 -0.125 0.0386 0.0555 0.0605 0001463913 0000836658 0000733076
9 PremiumsEarnedNet -0.0663 -0.0636 -0.0524 0.396 0.483 0000904163 0000836658 0000008177
10 NetInvestmentIncome -0.0360 -0.0297 0.000578 0.0218 0.0242 0000733076 0000744455 0001012771
11 InsuranceCommissionsAndFees -0.0109 -0.0104 -0.00113 0.0107 0.0118 0000008177 0000045947 0000845091
12 remainder_Revenues -0.0220 -0.0193 -0.00590 0.0427 0.0822 0000836658 0000727892 0000904163
13 remainder_NetIncome -0.000714 -0.000388 -0.000121 0.000978 0.00244 0001494448 0001039828 0000904163
14 remainder_ComprehensiveNetIncome -0.00422 -0.00377 -0.00134 0.00787 0.0210 0001276520 0000836658 0001463913
  yvar min 5% median 95% max min_company median_company max_company
0 Liabilities -0.104 -0.0920 -0.0419 0.321 0.564 0000777917 0001395585 0001560452
1 Assets -0.138 -0.105 -0.00829 0.0598 0.112 0000008177 0000837010 0001560452
2 Expenses -0.450 -0.416 0.0385 0.0891 0.0969 0000008177 0001012771 0000777917
3 Revenues -0.0962 -0.0884 -0.0322 0.387 0.473 0001494448 0000352736 0000008177
4 StockholdersEquity -0.0934 -0.0882 -0.0522 0.239 0.885 0000777917 0001395585 0001560452
5 NetIncome -0.132 -0.101 0.0128 0.0287 0.0371 0001560452 0000937834 0000865058
6 ComprehensiveNetIncome -0.125 -0.100 0.0105 0.0294 0.0368 0001560452 0000937834 0000865058
7 BaseVar nan nan nan nan nan 0000008177 0000865058 0000008177
8 EconomicCapitalRatio -0.105 -0.102 -0.0391 0.218 0.750 0000733076 0001395585 0001560452

2017

Logs

warning 6 × Similarly named company. Duplicate? None
0000355429 0000837010 0000865058 0001137774 0000904163 0001635984
warning 2 × Large missing amount for aggregate "Liabilities" added to remainder. industry.us_generic
0001494448 0001527469
warning 2 × Large missing amount for aggregate "Assets" added to remainder. industry.us_generic
0001494448 0001527469
warning 1 × Large missing amount for aggregate "Revenues" added to remainder. industry.us_generic
0001527469
warning 1 × Large missing amount for aggregate "Expenses" added to remainder. industry.us_generic
0001527469

Diagrams

Calculation Linkbase Overview

Edges which exists for less than five companies (and the corresponding nodes) are not included.

Absolute xval/yval quantiles

  xvar min 5% median 95% max min_company median_company max_company
0 SeparateAccountsLiability 0 0 1,695,104 140,200,800,000 306,617,000,000 0000008177 0001635984 0001137774
1 LiabilityForFuturePolicyBenefits 0 0 1,502,840,549 100,433,301,900 257,317,000,000 0000008177 0000845091 0001137774
2 remainder_Liabilities 55,120 8,586,130 8,027,727,120 137,149,300,000 213,643,000,000 0001560452 0001012771 0001137774
3 SeparateAccountAssets 0 0 1,695,104 140,200,800,000 306,617,000,000 0000008177 0001635984 0001137774
4 AvailableForSaleSecuritiesDebtSecurities 0 0 450,478,942 148,426,800,000 352,954,000,000 0000310826 0000701869 0001137774
5 MortgageLoansOnRealEstateCommercialAndConsumerNet 0 0 102,771,408 6,800,000,000 10,662,000,000 0000008177 0001395585 0000726865
6 remainder_Assets 15,343,968 41,143,136 12,018,718,617 120,132,200,000 172,350,000,000 0001560452 0001635984 0001137774
7 PolicyholderBenefitsAndClaimsIncurredNet 0 0 416,259,461 22,325,187,100 37,616,000,000 0000832480 0001475922 0001137774
8 remainder_Expenses 1,549,771 12,260,445 923,097,456 5,204,500,000 14,148,000,000 0001560452 0001475922 0001137774
9 PremiumsEarnedNet 0 0 61,276,976 18,999,839,000 32,091,000,000 0000310826 0000865058 0001137774
10 NetInvestmentIncome 0 29,003 1,011,543,538 8,780,100,000 16,435,000,000 0000008177 0000727892 0001137774
11 InsuranceCommissionsAndFees 0 0 17,015,045 4,380,200,000 5,369,000,000 0000008177 0000701869 0000726865
12 remainder_Revenues -1,190,000,000 -37,476,700 54,798,169 2,897,009,600 5,860,000,000 0000836658 0001635984 0001137774
13 remainder_NetIncome -271,000 0 0 37,681,300 86,674,000 0001494448 0000744455 0000904163
14 remainder_ComprehensiveNetIncome -1,000,000 0 25,310,338 2,078,400,000 2,342,000,000 0000727892 0000845091 0001137774
  yvar min 5% median 95% max min_company median_company max_company
0 Liabilities 1,803,611 47,180,744 35,789,507,736 362,201,900,000 777,577,000,000 0001560452 0000352736 0001137774
1 Assets 15,343,968 71,223,236 42,651,565,527 388,568,100,000 831,921,000,000 0001560452 0000352736 0001137774
2 Expenses 1,736,796 16,972,838 2,041,491,400 26,927,600,000 51,764,000,000 0001560452 0000837010 0001137774
3 Revenues 401,213 17,070,543 2,232,049,400 30,001,900,000 59,689,000,000 0001560452 0000045947 0001137774
4 StockholdersEquity 13,540,357 22,130,645 2,450,630,477 26,366,200,000 54,344,000,000 0001560452 0000744455 0001137774
5 NetIncome -46,000,000 -2,856,975 194,367,750 3,074,300,000 7,974,000,000 0000045947 0001012771 0001137774
6 ComprehensiveNetIncome -3,509,000 -1,177,028 364,497,415 5,152,700,000 10,316,000,000 0001494448 0001475922 0001137774
7 BaseVar 9,659,077 88,130,593 41,970,642,275 404,888,950,000 861,671,000,000 0001560452 0000352736 0001137774
8 EconomicCapitalRatio 0.0213 0.0216 0.0807 0.292 0.638 0000837010 0000310826 0001560452

Effect quantiles (final effects with respect to final var and normalized if applicable)

  xvar min 5% median 95% max min_company median_company max_company
0 SeparateAccountsLiability -0.381 -0.346 0.0948 0.156 0.164 0000845091 0001039828 0000008177
1 LiabilityForFuturePolicyBenefits -0.513 -0.459 0.0146 0.179 0.211 0001395585 0001463913 0000008177
2 remainder_Liabilities -0.422 -0.384 0.00958 0.163 0.269 0001527469 0000937834 0001560452
3 SeparateAccountAssets -0.104 -0.100 -0.0697 0.326 0.333 0000008177 0000904163 0000045947
4 AvailableForSaleSecuritiesDebtSecurities -0.131 -0.121 0.00874 0.258 0.295 0001463913 0000904163 0001012771
5 MortgageLoansOnRealEstateCommercialAndConsumerNet -0.0252 -0.0242 -0.0116 0.0586 0.122 0000008177 0001635984 0001395585
6 remainder_Assets -0.157 -0.155 -0.0732 0.384 0.603 0000727892 0000837010 0001560452
7 PolicyholderBenefitsAndClaimsIncurredNet -0.335 -0.227 0.0210 0.0504 0.0640 0000008177 0000726865 0001463913
8 remainder_Expenses -0.332 -0.117 0.0323 0.0507 0.0566 0001463913 0001039828 0000310826
9 PremiumsEarnedNet -0.0678 -0.0656 -0.0536 0.363 0.472 0000904163 0000836658 0000008177
10 NetInvestmentIncome -0.0359 -0.0224 -0.00304 0.0216 0.0347 0000008177 0000744455 0001635984
11 InsuranceCommissionsAndFees -0.00989 -0.00910 -0.00316 0.0122 0.0133 0000008177 0001039828 0000726865
12 remainder_Revenues -0.0354 -0.0220 -0.0138 0.0616 0.0777 0000836658 0001635984 0001494448
13 remainder_NetIncome -0.000888 -0.000557 -0.000370 0.00253 0.00543 0001494448 0000355429 0000832480
14 remainder_ComprehensiveNetIncome -0.00647 -0.00621 -0.00271 0.0104 0.0296 0000904163 0000845091 0000832480
  yvar min 5% median 95% max min_company median_company max_company
0 Liabilities -0.0936 -0.0931 -0.0388 0.236 0.421 0000045947 0001395585 0001560452
1 Assets -0.132 -0.0980 -0.00152 0.0387 0.186 0000008177 0000355429 0001560452
2 Expenses -0.450 -0.352 0.0415 0.0888 0.0895 0000008177 0001635984 0000845091
3 Revenues -0.0931 -0.0884 -0.0344 0.335 0.460 0000045947 0001012771 0000008177
4 StockholdersEquity -0.0798 -0.0781 -0.0427 0.123 0.685 0000727892 0000310826 0001560452
5 NetIncome -0.160 -0.0312 0.00439 0.0274 0.0462 0001560452 0000937834 0000701869
6 ComprehensiveNetIncome -0.163 -0.0335 0.00324 0.0380 0.0422 0001560452 0000726865 0000701869
7 BaseVar nan nan nan nan nan 0000008177 0000865058 0000008177
8 EconomicCapitalRatio -0.100 -0.0998 -0.0407 0.171 0.516 0000837010 0000310826 0001560452

2018

Logs

warning 4 × Similarly named company. Duplicate? None
0000355429 0000865058 0001137774 0001635984
warning 1 × Negative minimum value check_abs_values
{'var_name': 'NetInvestmentIncome', 'min_value': -629000000}
warning 1 × Large missing amount for aggregate "Liabilities" added to remainder. industry.us_generic
0001527469
warning 1 × Large missing amount for aggregate "Assets" added to remainder. industry.us_generic
0001527469

Diagrams

Calculation Linkbase Overview

Edges which exists for less than five companies (and the corresponding nodes) are not included.

Absolute xval/yval quantiles

  xvar min 5% median 95% max min_company median_company max_company
0 SeparateAccountsLiability 0 0 0 128,436,400,000 279,136,000,000 0000008177 0000320335 0001137774
1 LiabilityForFuturePolicyBenefits 0 0 4,708,511,577 112,400,401,800 273,846,000,000 0000727892 0001668428 0001137774
2 remainder_Liabilities 143,065 20,682,895 8,092,752,778 138,838,600,000 213,065,000,000 0001560452 0001012771 0001137774
3 SeparateAccountAssets 0 0 0 128,436,400,000 279,136,000,000 0000008177 0000352736 0001137774
4 AvailableForSaleSecuritiesDebtSecurities 0 0 1,233,051,630 146,434,200,000 353,656,000,000 0000310826 0000024090 0001137774
5 MortgageLoansOnRealEstateCommercialAndConsumerNet 0 0 130,225,123 13,514,800,000 63,687,000,000 0000008177 0001395585 0000937834
6 remainder_Assets 14,287,963 44,583,191 12,605,368,990 108,346,950,800 182,286,000,000 0001560452 0000727892 0001137774
7 PolicyholderBenefitsAndClaimsIncurredNet 0 0 457,927,201 27,209,626,600 42,600,000,000 0000832480 0001475922 0001137774
8 remainder_Expenses -561,283,000 3,719,010 969,203,609 6,169,600,000 16,380,000,000 0001039828 0000727892 0001137774
9 PremiumsEarnedNet 0 0 41,047,654 23,399,155,200 35,779,000,000 0000024090 0000837010 0001137774
10 NetInvestmentIncome -629,000,000 69,653 882,849,171 10,439,200,000 16,176,000,000 0001668428 0000320335 0001137774
11 InsuranceCommissionsAndFees 0 0 509,771 5,224,400,000 6,002,000,000 0000008177 0001395585 0001137774
12 remainder_Revenues -851,682,000 -695,200,000 47,658,962 2,465,176,200 5,035,000,000 0001039828 0001635984 0001137774
13 remainder_NetIncome -44,000 0 0 5,682,000 76,000,000 0000320335 0000733076 0001137774
14 remainder_ComprehensiveNetIncome -6,988,000,000 -3,208,800,000 -353,602,044 -49,810 0 0001137774 0000352736 0001527469
  yvar min 5% median 95% max min_company median_company max_company
0 Liabilities 3,704,120 45,190,058 30,063,148,000 361,517,200,000 766,047,000,000 0001560452 0001668428 0001137774
1 Assets 15,732,993 64,469,391 30,967,072,800 385,362,600,000 815,078,000,000 0001560452 0001668428 0001137774
2 Expenses 1,994,508 15,818,619 1,576,056,802 33,177,000,000 58,980,000,000 0001560452 0001475922 0001137774
3 Revenues 767,072 17,015,649 1,900,560,977 36,800,400,000 62,992,000,000 0001560452 0001475922 0001137774
4 StockholdersEquity 12,028,873 17,931,183 2,401,315,958 23,939,800,000 49,031,000,000 0001560452 0001039828 0001137774
5 NetIncome -11,062,000 -1,122,749 324,192,174 3,585,000,000 4,136,000,000 0000024090 0001475922 0000937834
6 ComprehensiveNetIncome -2,900,000,000 -1,635,910,600 -10,247,674 941,200,000 1,340,000,000 0001137774 0000008177 0000937834
7 BaseVar 11,223,870 78,319,956 31,731,534,400 409,878,200,000 855,080,500,000 0001560452 0001668428 0001137774
8 EconomicCapitalRatio -0.0183 0.0129 0.0444 0.284 0.467 0001668428 0000733076 0001560452

Effect quantiles (final effects with respect to final var and normalized if applicable)

  xvar min 5% median 95% max min_company median_company max_company
0 SeparateAccountsLiability -0.388 -0.346 0.0630 0.104 0.105 0000727892 0000310826 0000701869
1 LiabilityForFuturePolicyBenefits -0.458 -0.356 0.0175 0.157 0.231 0001039828 0000937834 0000865058
2 remainder_Liabilities -0.442 -0.397 0.0246 0.158 0.241 0001527469 0000701869 0001560452
3 SeparateAccountAssets -0.0778 -0.0693 -0.0553 0.336 0.375 0000008177 0000352736 0000727892
4 AvailableForSaleSecuritiesDebtSecurities -0.160 -0.144 -0.00140 0.265 0.273 0001463913 0000733076 0001039828
5 MortgageLoansOnRealEstateCommercialAndConsumerNet -0.0351 -0.0311 -0.0143 0.0482 0.142 0000008177 0000727892 0001395585
6 remainder_Assets -0.154 -0.149 -0.0616 0.355 0.458 0000727892 0000837010 0001560452
7 PolicyholderBenefitsAndClaimsIncurredNet -0.358 -0.216 0.0266 0.0629 0.0759 0000008177 0001475922 0001463913
8 remainder_Expenses -0.239 -0.137 0.0313 0.0472 0.0650 0001463913 0001395585 0001039828
9 PremiumsEarnedNet -0.0778 -0.0761 -0.0551 0.380 0.480 0000024090 0000726865 0000008177
10 NetInvestmentIncome -0.0452 -0.0250 0.00394 0.0175 0.0215 0001668428 0000937834 0001395585
11 InsuranceCommissionsAndFees -0.00938 -0.00853 -0.00511 0.0136 0.0153 0000008177 0001395585 0000701869
12 remainder_Revenues -0.0334 -0.0298 -0.0167 0.0956 0.139 0001039828 0000937834 0001475922
13 remainder_NetIncome -0.000515 -0.000473 -0.000332 0.0000765 0.00771 0000008177 0000310826 0000832480
14 remainder_ComprehensiveNetIncome -0.0468 -0.0332 0.00188 0.0164 0.0174 0001463913 0000024090 0000701869
  yvar min 5% median 95% max min_company median_company max_company
0 Liabilities -0.0933 -0.0883 -0.0423 0.223 0.312 0000837010 0001395585 0001560452
1 Assets -0.148 -0.0944 0.00622 0.0367 0.182 0000008177 0000726865 0001560452
2 Expenses -0.452 -0.334 0.0453 0.0953 0.0965 0000008177 0001137774 0000837010
3 Revenues -0.0956 -0.0946 -0.0459 0.341 0.443 0001668428 0000352736 0000008177
4 StockholdersEquity -0.0711 -0.0685 -0.0349 0.143 0.524 0001668428 0000024090 0001560452
5 NetIncome -0.131 -0.0161 0.00357 0.0302 0.0324 0001560452 0001039828 0000832480
6 ComprehensiveNetIncome -0.138 -0.0553 0.00685 0.0324 0.0477 0001560452 0000832480 0000701869
7 BaseVar nan nan nan nan nan 0000008177 0000865058 0000008177
8 EconomicCapitalRatio -0.104 -0.0733 -0.0418 0.198 0.381 0001668428 0000733076 0001560452

2019

Logs

warning 4 × Similarly named company. Duplicate? None
0000865058 0001137774 0001276520 0001635984
warning 2 × Large missing amount for aggregate "Liabilities" added to remainder. industry.us_generic
0001494448 0001527469
warning 1 × Negative minimum value check_abs_values
{'var_name': 'PremiumsEarnedNet', 'min_value': -152}
warning 1 × Large missing amount for aggregate "Assets" added to remainder. industry.us_generic
0001527469

Diagrams

Calculation Linkbase Overview

Edges which exists for less than five companies (and the corresponding nodes) are not included.

Absolute xval/yval quantiles

  xvar min 5% median 95% max min_company median_company max_company
0 SeparateAccountsLiability 0 0 0 141,074,600,000 312,281,000,000 0000008177 0000355379 0001137774
1 LiabilityForFuturePolicyBenefits 0 0 292,748,709 105,060,480,750 293,527,000,000 0000355379 0001575434 0001137774
2 remainder_Liabilities 420,446 26,773,324 3,168,454,657 145,279,000,000 227,025,000,000 0001560452 0001039828 0001137774
3 SeparateAccountAssets 0 0 0 141,074,600,000 312,281,000,000 0000008177 0000355379 0001137774
4 AvailableForSaleSecuritiesDebtSecurities 0 0 350,136,643 146,537,150,000 391,096,000,000 0000310826 0000701869 0001137774
5 MortgageLoansOnRealEstateCommercialAndConsumerNet 0 0 27,503,872 16,041,000,000 65,549,000,000 0000008177 0001575434 0000937834
6 remainder_Assets 27,377,025 50,669,887 8,885,146,383 124,629,793,800 193,175,000,000 0001560452 0001635984 0001137774
7 PolicyholderBenefitsAndClaimsIncurredNet 0 0 304,359,649 21,589,150,000 41,700,000,000 0000355379 0001635984 0001137774
8 remainder_Expenses 2,494,120 9,834,307 513,281,427 5,838,950,000 18,969,000,000 0001560452 0001668428 0001137774
9 PremiumsEarnedNet -152 0 45,519,484 17,999,150,000 34,202,000,000 0000355379 0000865058 0001137774
10 NetInvestmentIncome 0 0 490,597,334 8,752,850,000 17,585,000,000 0000355379 0001635984 0001137774
11 InsuranceCommissionsAndFees 0 0 546,526 4,929,400,000 6,247,000,000 0000008177 0001395585 0000726865
12 remainder_Revenues -128,000,000 359,015 244,402,261 4,576,733,650 7,042,000,000 0000837010 0000733076 0001137774
13 remainder_NetIncome -4,077,000 -1,535,950 0 9,250,000 100,000,000 0001522690 0000733076 0001137774
14 remainder_ComprehensiveNetIncome 0 0 175,814,778 6,005,750,000 13,074,000,000 0001494448 0001012771 0001137774
  yvar min 5% median 95% max min_company median_company max_company
0 Liabilities 19,612,751 59,906,534 11,234,971,257 368,884,100,000 832,833,000,000 0001560452 0001475922 0001137774
1 Assets 30,285,566 89,587,412 13,124,053,727 397,636,650,000 896,552,000,000 0001560452 0001475922 0001137774
2 Expenses 3,099,567 9,834,307 1,149,265,756 26,796,350,000 60,669,000,000 0001560452 0001668428 0001137774
3 Revenues 1,307,537 6,398,062 1,439,175,953 29,252,150,000 64,807,000,000 0001560452 0001475922 0001137774
4 StockholdersEquity 10,672,815 15,109,855 2,000,057,957 28,752,550,000 63,719,000,000 0001560452 0001635984 0001137774
5 NetIncome -808,000,000 -14,523,813 128,927,099 2,982,550,000 4,238,000,000 0000733076 0001635984 0001137774
6 ComprehensiveNetIncome -8,199,000 -2,597,990 421,811,714 8,438,450,000 17,312,000,000 0001575434 0001475922 0001137774
7 BaseVar 27,397,939 101,545,394 13,515,795,512 414,275,950,000 934,017,500,000 0001560452 0001475922 0001137774
8 EconomicCapitalRatio 0.0178 0.0260 0.102 0.295 0.386 0000355379 0001635984 0001522690

Effect quantiles (final effects with respect to final var and normalized if applicable)

  xvar min 5% median 95% max min_company median_company max_company
0 SeparateAccountsLiability -0.414 -0.345 0.0634 0.102 0.107 0000837010 0001635984 0000008177
1 LiabilityForFuturePolicyBenefits -0.501 -0.411 0.0190 0.174 0.208 0001039828 0000733076 0000865058
2 remainder_Liabilities -0.374 -0.343 0.0358 0.197 0.209 0000355379 0000937834 0001560452
3 SeparateAccountAssets -0.0656 -0.0578 -0.0501 0.325 0.389 0000008177 0001494448 0000837010
4 AvailableForSaleSecuritiesDebtSecurities -0.140 -0.137 0.0000168 0.249 0.270 0001527469 0000733076 0000024090
5 MortgageLoansOnRealEstateCommercialAndConsumerNet -0.0278 -0.0242 -0.0118 0.0447 0.120 0000008177 0001635984 0001395585
6 remainder_Assets -0.150 -0.146 -0.0511 0.330 0.422 0000727892 0001395585 0001522690
7 PolicyholderBenefitsAndClaimsIncurredNet -0.352 -0.194 0.0235 0.0616 0.0663 0000008177 0001395585 0001463913
8 remainder_Expenses -0.171 -0.131 0.0179 0.0508 0.0529 0001463913 0001395585 0000727892
9 PremiumsEarnedNet -0.0741 -0.0694 -0.0489 0.360 0.472 0001494448 0000726865 0000008177
10 NetInvestmentIncome -0.0274 -0.0239 0.00175 0.0203 0.0248 0001494448 0000937834 0001635984
11 InsuranceCommissionsAndFees -0.00899 -0.00787 -0.00484 0.0131 0.0220 0000008177 0001395585 0001575434
12 remainder_Revenues -0.0413 -0.0374 -0.0224 0.0902 0.250 0000701869 0000352736 0001494448
13 remainder_NetIncome -0.0160 -0.000677 0.000313 0.000588 0.00701 0001494448 0001527469 0000832480
14 remainder_ComprehensiveNetIncome -0.0220 -0.0194 -0.00218 0.0259 0.0506 0001494448 0000352736 0001463913
  yvar min 5% median 95% max min_company median_company max_company
0 Liabilities -0.0961 -0.0908 -0.0356 0.227 0.245 0000837010 0001276520 0000008177
1 Assets -0.128 -0.0693 0.00317 0.0599 0.0992 0000008177 0001039828 0001522690
2 Expenses -0.444 -0.314 0.0389 0.0841 0.0926 0000008177 0000937834 0000837010
3 Revenues -0.105 -0.0969 -0.0415 0.328 0.429 0000355379 0001395585 0000008177
4 StockholdersEquity -0.0762 -0.0662 -0.0233 0.141 0.250 0000727892 0000024090 0001522690
5 NetIncome -0.0805 -0.0389 0.000786 0.0358 0.0904 0001560452 0001395585 0001494448
6 ComprehensiveNetIncome -0.0804 -0.0441 0.00289 0.0495 0.0685 0001560452 0001395585 0001494448
7 BaseVar nan nan nan nan nan 0000008177 0000898174 0000008177
8 EconomicCapitalRatio -0.118 -0.110 -0.0340 0.160 0.251 0000355379 0001635984 0001522690

2020

Logs

warning 3 × Similarly named company. Duplicate? None
0000865058 0001276520 0001635984
warning 1 × Large missing amount for aggregate "Assets" added to remainder. industry.us_generic
0000727892

Diagrams

Calculation Linkbase Overview

Edges which exists for less than five companies (and the corresponding nodes) are not included.

Absolute xval/yval quantiles

  xvar min 5% median 95% max min_company median_company max_company
0 SeparateAccountsLiability 0 0 0 142,321,537,600 167,965,000,000 0000008177 0000320335 0000726865
1 LiabilityForFuturePolicyBenefits 0 0 396,944,586 60,236,175,600 133,921,000,000 0000024090 0001575434 0000937834
2 remainder_Liabilities 206,950 51,373,777 3,622,713,672 149,731,800,000 160,182,000,000 0001560452 0001475922 0000937834
3 SeparateAccountAssets 0 0 0 142,321,537,600 167,965,000,000 0000008177 0000355379 0000726865
4 AvailableForSaleSecuritiesDebtSecurities 0 0 1,491,723,547 113,459,400,000 181,340,000,000 0000310826 0000024090 0000937834
5 MortgageLoansOnRealEstateCommercialAndConsumerNet 0 0 18,491 15,630,400,000 66,405,000,000 0000008177 0000726865 0000937834
6 remainder_Assets 28,269,227 81,729,000 7,837,897,037 114,088,697,600 134,424,000,000 0001560452 0000320335 0000727892
7 PolicyholderBenefitsAndClaimsIncurredNet 0 0 338,052,449 11,638,800,000 25,321,000,000 0000355379 0001635984 0000937834
8 remainder_Expenses 2,967,585 21,674,851 393,563,534 4,501,200,000 6,448,000,000 0001560452 0000777917 0000937834
9 PremiumsEarnedNet 0 0 92,214,078 10,547,800,000 20,741,000,000 0000024090 0000777917 0000937834
10 NetInvestmentIncome 0 175,896 397,278,930 7,502,800,000 10,915,000,000 0000355379 0001012771 0000937834
11 InsuranceCommissionsAndFees 0 0 316,225 2,690,000,000 6,120,000,000 0000008177 0001395585 0000726865
12 remainder_Revenues -309,000,000 -2,405,190 39,621,887 1,490,268,800 3,414,459,000 0000837010 0000777917 0000310826
13 remainder_NetIncome -549,000,000 -6,192,400 0 2,023,357 6,102,000 0001276520 0000865058 0001012771
14 remainder_ComprehensiveNetIncome 0 899,304 264,855,505 2,218,600,000 3,185,000,000 0001522690 0000777917 0000726865
  yvar min 5% median 95% max min_company median_company max_company
0 Liabilities 26,931,464 136,164,600 13,086,694,974 318,057,000,000 422,749,000,000 0001560452 0001475922 0000937834
1 Assets 35,973,931 201,469,400 14,939,224,470 341,712,800,000 457,607,000,000 0001560452 0001475922 0000937834
2 Expenses 4,073,585 23,931,913 926,868,939 15,616,200,000 31,769,000,000 0001560452 0000777917 0000937834
3 Revenues 1,586,722 13,917,092 1,125,890,265 16,205,600,000 35,313,000,000 0001560452 0000777917 0000937834
4 StockholdersEquity 9,042,467 50,263,242 2,541,605,800 24,060,800,000 34,858,000,000 0001560452 0001635984 0000937834
5 NetIncome -1,305,000,000 -177,676,800 92,488,851 1,683,154,600 3,544,000,000 0000733076 0001635984 0000937834
6 ComprehensiveNetIncome -215,839,000 -15,242,600 457,082,346 3,668,200,000 5,187,000,000 0001522690 0001475922 0000937834
7 BaseVar 34,702,166 235,989,870 16,079,843,110 346,036,700,000 474,540,500,000 0001560452 0001475922 0000937834
8 EconomicCapitalRatio 0.0120 0.0199 0.0928 0.290 0.304 0000777917 0001276520 0000701869

Effect quantiles (final effects with respect to final var and normalized if applicable)

  xvar min 5% median 95% max min_company median_company max_company
0 SeparateAccountsLiability -0.400 -0.391 0.0744 0.121 0.129 0000777917 0001527469 0000008177
1 LiabilityForFuturePolicyBenefits -0.505 -0.409 0.0477 0.149 0.187 0001039828 0000777917 0000865058
2 remainder_Liabilities -0.371 -0.344 0.0368 0.174 0.197 0000355379 0000937834 0001560452
3 SeparateAccountAssets -0.0716 -0.0581 -0.0516 0.365 0.416 0000865058 0001039828 0000777917
4 AvailableForSaleSecuritiesDebtSecurities -0.159 -0.157 0.0128 0.228 0.254 0000727892 0001527469 0000024090
5 MortgageLoansOnRealEstateCommercialAndConsumerNet -0.0319 -0.0256 -0.0196 0.0870 0.123 0000865058 0001522690 0001395585
6 remainder_Assets -0.138 -0.125 -0.0698 0.371 0.551 0001012771 0000320335 0001522690
7 PolicyholderBenefitsAndClaimsIncurredNet -0.329 -0.243 0.0295 0.0642 0.0652 0000865058 0001395585 0000832480
8 remainder_Expenses -0.182 -0.109 0.0162 0.0461 0.0472 0000701869 0000355379 0001039828
9 PremiumsEarnedNet -0.0750 -0.0705 -0.0539 0.374 0.449 0000024090 0001560452 0000008177
10 NetInvestmentIncome -0.0224 -0.0208 0.00252 0.0170 0.0203 0001522690 0000937834 0001527469
11 InsuranceCommissionsAndFees -0.00840 -0.00786 -0.00532 0.0187 0.0259 0000008177 0001395585 0001575434
12 remainder_Revenues -0.0170 -0.0167 -0.0107 0.0406 0.0895 0000865058 0000727892 0000024090
13 remainder_NetIncome -0.00559 -0.00213 0.0000193 0.000502 0.00724 0001276520 0000937834 0000832480
14 remainder_ComprehensiveNetIncome -0.0162 -0.0134 -0.00420 0.0217 0.0326 0000701869 0001276520 0000320335
  yvar min 5% median 95% max min_company median_company max_company
0 Liabilities -0.103 -0.0910 -0.0294 0.244 0.257 0000777917 0001012771 0000701869
1 Assets -0.128 -0.0919 0.00632 0.0513 0.111 0000865058 0000726865 0001522690
2 Expenses -0.420 -0.370 0.0394 0.0908 0.104 0000865058 0000832480 0000777917
3 Revenues -0.0996 -0.0910 -0.0362 0.364 0.421 0000777917 0000832480 0000008177
4 StockholdersEquity -0.0769 -0.0746 -0.0134 0.139 0.213 0000777917 0001276520 0001522690
5 NetIncome -0.0750 -0.0723 0.00716 0.0337 0.0425 0001522690 0000727892 0000008177
6 ComprehensiveNetIncome -0.0889 -0.0706 0.00706 0.0573 0.0668 0001522690 0001527469 0000320335
7 BaseVar nan nan nan nan nan 0000008177 0000865058 0000008177
8 EconomicCapitalRatio -0.102 -0.0942 -0.0213 0.176 0.190 0000777917 0001276520 0000701869

2021

Logs

error 1 × Negative Expenses, ignoring company. pre-agg
0000777917
warning 2 × Similarly named company. Duplicate? None
0000865058 0001635984
warning 1 × Negative minimum value check_abs_values
{'var_name': 'PremiumsEarnedNet', 'min_value': -871000000}

Diagrams

Calculation Linkbase Overview

Edges which exists for less than five companies (and the corresponding nodes) are not included.

Absolute xval/yval quantiles

  xvar min 5% median 95% max min_company median_company max_company
0 SeparateAccountsLiability 0 0 0 122,969,700,000 182,583,000,000 0000008177 0000310826 0000726865
1 LiabilityForFuturePolicyBenefits 0 0 443,132,818 64,907,089,100 132,274,000,000 0000024090 0000835357 0000937834
2 remainder_Liabilities 288,927 62,689,832 4,594,748,004 156,485,600,000 170,480,000,000 0001560452 0000320335 0001527469
3 SeparateAccountAssets 0 0 0 122,969,700,000 182,583,000,000 0000008177 0000310826 0000726865
4 AvailableForSaleSecuritiesDebtSecurities 0 0 518,534,417 117,163,500,000 175,885,000,000 0000310826 0000355379 0000937834
5 MortgageLoansOnRealEstateCommercialAndConsumerNet 0 0 8,421,049 23,929,950,000 60,219,000,000 0000008177 0001560452 0000937834
6 remainder_Assets 15,190,769 58,087,452 7,742,969,294 100,014,050,000 120,709,000,000 0001560452 0001475922 0000310826
7 PolicyholderBenefitsAndClaimsIncurredNet 0 0 562,433,183 19,841,000,000 31,450,000,000 0000355379 0001475922 0000937834
8 remainder_Expenses 2,764,225 17,609,946 388,972,990 5,866,250,000 6,875,000,000 0001560452 0001039828 0000937834
9 PremiumsEarnedNet -871,000,000 0 84,788,224 14,174,550,000 26,191,000,000 0000727892 0001575434 0000937834
10 NetInvestmentIncome 0 60,002 325,494,747 11,093,400,000 12,174,000,000 0000355379 0001635984 0000937834
11 InsuranceCommissionsAndFees 0 0 0 2,951,900,000 6,612,000,000 0000008177 0000024090 0000726865
12 remainder_Revenues 276,935 464,027 115,204,545 1,603,420,250 3,431,000,000 0001560452 0001635984 0000310826
13 remainder_NetIncome 0 0 0 2,376,570 27,000,000 0000008177 0000733076 0001276520
14 remainder_ComprehensiveNetIncome -2,477,000,000 -1,748,350,000 -117,445,093 -1,069,188 -368,233 0000726865 0001475922 0001560452
  yvar min 5% median 95% max min_company median_company max_company
0 Liabilities 30,769,964 104,101,974 12,916,679,178 362,710,450,000 413,129,000,000 0001560452 0001475922 0000937834
1 Assets 37,381,933 122,994,742 15,230,471,371 384,777,000,000 446,557,000,000 0001560452 0001475922 0000937834
2 Expenses 4,261,045 17,810,139 1,494,139,118 22,242,600,000 38,325,000,000 0001560452 0001475922 0000937834
3 Revenues 2,176,460 18,212,933 1,770,871,346 25,934,050,000 42,043,000,000 0001560452 0001475922 0000937834
4 StockholdersEquity 6,611,969 18,892,768 1,987,821,544 22,370,050,000 33,428,000,000 0001560452 0001475922 0000937834
5 NetIncome -16,657,000 -16,455,150 124,079,230 3,613,550,000 3,800,000,000 0001575434 0001635984 0001527469
6 ComprehensiveNetIncome -1,454,000,000 -1,088,050,000 -844,821 1,893,200,000 2,318,000,000 0000733076 0001463913 0001527469
7 BaseVar 37,478,818 133,929,866 15,764,803,054 392,318,475,000 470,902,000,000 0001560452 0001475922 0000937834
8 EconomicCapitalRatio 0.0102 0.0194 0.0615 0.203 0.204 0000727892 0000898174 0000008177

Effect quantiles (final effects with respect to final var and normalized if applicable)

  xvar min 5% median 95% max min_company median_company max_company
0 SeparateAccountsLiability -0.386 -0.227 0.0591 0.0886 0.0978 0000727892 0001395585 0000008177
1 LiabilityForFuturePolicyBenefits -0.429 -0.418 0.0499 0.151 0.201 0001560452 0000733076 0000865058
2 remainder_Liabilities -0.350 -0.317 0.0353 0.159 0.192 0000355379 0001276520 0001560452
3 SeparateAccountAssets -0.0647 -0.0643 -0.0523 0.215 0.378 0000008177 0001039828 0000727892
4 AvailableForSaleSecuritiesDebtSecurities -0.152 -0.152 0.00671 0.179 0.273 0000835357 0000937834 0000024090
5 MortgageLoansOnRealEstateCommercialAndConsumerNet -0.0365 -0.0361 -0.0143 0.112 0.186 0000008177 0001635984 0001560452
6 remainder_Assets -0.128 -0.115 -0.0291 0.315 0.393 0000733076 0001527469 0000320335
7 PolicyholderBenefitsAndClaimsIncurredNet -0.298 -0.217 0.0251 0.0678 0.0718 0000008177 0000835357 0001463913
8 remainder_Expenses -0.115 -0.114 0.0236 0.0429 0.0433 0000865058 0000024090 0001039828
9 PremiumsEarnedNet -0.0754 -0.0739 -0.0424 0.359 0.449 0000024090 0001276520 0000008177
10 NetInvestmentIncome -0.0254 -0.0243 0.000510 0.0198 0.0244 0000835357 0001039828 0001527469
11 InsuranceCommissionsAndFees -0.0108 -0.0100 -0.00701 0.0268 0.0548 0000008177 0001395585 0001575434
12 remainder_Revenues -0.0222 -0.0189 -0.0109 0.0539 0.0919 0000865058 0001560452 0000024090
13 remainder_NetIncome -0.000472 -0.000442 -0.000322 -0.0000362 0.00648 0000008177 0001395585 0000832480
14 remainder_ComprehensiveNetIncome -0.0108 -0.00946 0.00161 0.00475 0.00533 0000898174 0000726865 0001475922
  yvar min 5% median 95% max min_company median_company max_company
0 Liabilities -0.0883 -0.0705 -0.0186 0.188 0.248 0000727892 0001276520 0000008177
1 Assets -0.110 -0.0988 0.0115 0.0380 0.0617 0000008177 0000320335 0000832480
2 Expenses -0.412 -0.329 0.0324 0.0862 0.0952 0000008177 0001395585 0000727892
3 Revenues -0.0921 -0.0913 -0.0305 0.326 0.419 0000355379 0000832480 0000008177
4 StockholdersEquity -0.0656 -0.0446 -0.0112 0.0987 0.114 0000727892 0000898174 0000832480
5 NetIncome -0.0656 -0.0283 0.00222 0.0220 0.0245 0001560452 0000898174 0000320335
6 ComprehensiveNetIncome -0.0679 -0.0265 0.00168 0.0199 0.0253 0001560452 0001395585 0001475922
7 BaseVar nan nan nan nan nan 0000008177 0000835357 0000008177
8 EconomicCapitalRatio -0.0698 -0.0606 -0.0185 0.123 0.124 0000727892 0000898174 0000008177

2022

Logs

error 1 × Median ECR is negative check_abs_values
{'median': -0.01641502852314335}
warning 1 × Similarly named company. Duplicate? None
0001635984
warning 1 × No LiabilitiesAndStockholdersEquity node found input.sec.calculation_linkbase.edgar_model_mapping
0000777917
warning 1 × Large missing amount for aggregate "Assets" added to remainder. industry.us_generic
0001527469

Diagrams

Calculation Linkbase Overview

Edges which exists for less than five companies (and the corresponding nodes) are not included.

Absolute xval/yval quantiles

  xvar min 5% median 95% max min_company median_company max_company
0 SeparateAccountsLiability 0 0 0 94,670,500,000 143,536,000,000 0000024090 0000832480 0000726865
1 LiabilityForFuturePolicyBenefits 0 0 662,133,440 68,378,820,600 133,725,000,000 0000024090 0000835357 0000937834
2 remainder_Liabilities 641,273 53,995,120 3,946,226,792 152,488,400,000 188,339,000,000 0001560452 0000835357 0001527469
3 SeparateAccountAssets 0 0 0 94,670,500,000 143,536,000,000 0000024090 0000832480 0000726865
4 AvailableForSaleSecuritiesDebtSecurities 0 0 1,216,940,478 115,560,100,000 145,576,000,000 0000727892 0000355379 0000937834
5 MortgageLoansOnRealEstateCommercialAndConsumerNet 0 0 33,433 26,846,300,000 62,570,000,000 0000024090 0001475922 0000937834
6 remainder_Assets 13,544,239 27,627,356 9,036,519,038 99,415,900,000 133,822,000,000 0001560452 0000320335 0001527469
7 PolicyholderBenefitsAndClaimsIncurredNet 0 0 666,152,022 15,818,600,000 35,336,000,000 0000355379 0001475922 0000937834
8 remainder_Expenses -695,451,000 -66,195,070 299,090,191 5,542,500,000 6,753,000,000 0001039828 0001635984 0000937834
9 PremiumsEarnedNet 0 0 100,296,265 14,890,000,000 31,198,000,000 0000024090 0001575434 0000937834
10 NetInvestmentIncome 0 0 92,443,626 5,970,600,000 10,467,000,000 0000355379 0001475922 0000937834
11 InsuranceCommissionsAndFees 0 0 5,408 2,884,100,000 5,783,000,000 0000024090 0001276520 0000726865
12 remainder_Revenues -1,094,207,000 -177,192,500 119,812,877 2,290,500,000 7,623,000,000 0001039828 0001635984 0001527469
13 remainder_NetIncome 0 0 0 256,610 2,566,104 0000024090 0000937834 0000832480
14 remainder_ComprehensiveNetIncome -18,841,000,000 -14,139,400,000 -632,006,568 -5,854,732 -1,281,666 0000937834 0001635984 0001560452
  yvar min 5% median 95% max min_company median_company max_company
0 Liabilities 31,739,632 102,379,976 13,640,003,056 334,863,500,000 371,471,000,000 0001560452 0001475922 0000937834
1 Assets 40,255,138 110,493,981 15,367,215,908 343,318,600,000 385,840,000,000 0001560452 0001475922 0000937834
2 Expenses 5,377,147 17,783,819 668,036,886 21,361,100,000 42,089,000,000 0001560452 0000835357 0000937834
3 Revenues 4,227,163 14,827,984 1,417,849,338 20,542,500,000 45,360,000,000 0001560452 0001039828 0000937834
4 StockholdersEquity 1,043,000 7,366,755 1,722,013,282 11,102,000,000 14,369,000,000 0000024090 0001475922 0000937834
5 NetIncome -6,254,000,000 -1,771,100,000 6,235,426 1,426,271,800 3,271,000,000 0001527469 0001395585 0000937834
6 ComprehensiveNetIncome -16,473,000,000 -15,660,300,000 -531,113,027 15,884,792 48,352,000 0001527469 0001635984 0001475922
7 BaseVar 41,440,373 125,670,246 17,207,118,824 367,112,550,000 431,800,500,000 0001560452 0001475922 0000937834
8 EconomicCapitalRatio -0.203 -0.0912 -0.0164 0.0812 0.248 0000024090 0001039828 0000832480

Effect quantiles (final effects with respect to final var and normalized if applicable)

  xvar min 5% median 95% max min_company median_company max_company
0 SeparateAccountsLiability -0.335 -0.193 0.0531 0.0666 0.0767 0000727892 0000355379 0000832480
1 LiabilityForFuturePolicyBenefits -0.373 -0.363 0.0396 0.133 0.141 0001560452 0001527469 0001635984
2 remainder_Liabilities -0.362 -0.310 0.0192 0.188 0.204 0000355379 0000733076 0001560452
3 SeparateAccountAssets -0.0781 -0.0708 -0.0548 0.204 0.337 0000024090 0000355379 0000727892
4 AvailableForSaleSecuritiesDebtSecurities -0.158 -0.153 0.00417 0.189 0.252 0000835357 0000733076 0000024090
5 MortgageLoansOnRealEstateCommercialAndConsumerNet -0.0544 -0.0493 -0.0321 0.180 0.259 0000024090 0000832480 0001560452
6 remainder_Assets -0.143 -0.118 -0.0271 0.229 0.427 0000024090 0000355379 0001039828
7 PolicyholderBenefitsAndClaimsIncurredNet -0.100 -0.0713 0.00526 0.0509 0.0510 0000898174 0001475922 0001463913
8 remainder_Expenses -0.115 -0.104 0.0207 0.0447 0.0560 0001463913 0000898174 0001039828
9 PremiumsEarnedNet -0.0543 -0.0516 -0.0207 0.107 0.130 0000024090 0000835357 0000320335
10 NetInvestmentIncome -0.0251 -0.0242 0.00182 0.0223 0.0298 0000835357 0000937834 0000832480
11 InsuranceCommissionsAndFees -0.0101 -0.00976 -0.00799 0.0303 0.0498 0000320335 0000355379 0001575434
12 remainder_Revenues -0.0350 -0.0337 -0.0136 0.0871 0.112 0001463913 0000727892 0000832480
13 remainder_NetIncome -0.000403 -0.000396 -0.000348 0.000372 0.00660 0000320335 0001395585 0000832480
14 remainder_ComprehensiveNetIncome -0.131 -0.109 0.0117 0.0426 0.0436 0000024090 0001575434 0000727892
  yvar min 5% median 95% max min_company median_company max_company
0 Liabilities -0.0667 -0.0666 -0.00954 0.0894 0.117 0000727892 0001395585 0000832480
1 Assets -0.0870 -0.0679 0.00876 0.0480 0.0494 0000024090 0000726865 0000832480
2 Expenses -0.146 -0.0864 0.00558 0.0763 0.0886 0001575434 0001395585 0001039828
3 Revenues -0.0784 -0.0759 -0.0000650 0.108 0.113 0000355379 0001395585 0001575434
4 StockholdersEquity -0.0524 -0.0415 -0.0218 0.0792 0.165 0000024090 0001039828 0000832480
5 NetIncome -0.0366 -0.0341 0.00202 0.0329 0.0885 0001560452 0000727892 0000832480
6 ComprehensiveNetIncome -0.141 -0.0859 0.00969 0.0661 0.0927 0000024090 0000726865 0000832480
7 BaseVar nan nan nan nan nan 0000024090 0000937834 0000024090
8 EconomicCapitalRatio -0.193 -0.0814 -0.00655 0.0911 0.258 0000024090 0001039828 0000832480

Estimates

Parameter Value Min Max
PresentValueFactor 1.0 1.0 15.0
BalanceFactor 0.5 0.5 5.0
OCIFactor 1.0 0.5 1.0
HiddenReservesFactor 0.0 0.0 0.0
LLPO_stddev 0.2 0.2 10.0