QA: us_non_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
0001448893 Essent Group Ltd. Essent 2 1 1 1 3 2 1 157.774000 184.616000 187.680000 211.84000 152.42300 158.28100 141.948000 -1 0 0 2 -1 -1
0000876437 MGIC INVESTMENT CORP MGIC IN 10 6 3 3 4 3 2 73.936300 99.960600 134.447000 172.52500 120.08200 120.19000 114.777000 -4 -3 0 1 -1 -1
0001591890 FG Financial Group Inc. FG Fina 27 35 22 2 78 NaN 3 48.007300 36.949400 38.781700 182.72400 -452.00700 NaN 100.956000 8 -13 -20 76 NaN NaN
0000094344 STEWART INFORMATION SERVICES CORP STEWART 5 7 11 11 7 4 4 98.561700 95.059800 58.202300 81.56870 102.80800 107.06600 71.589600 2 4 0 -4 -3 0
0000731766 UNITEDHEALTH GROUP INC UNITEDH 14 11 7 14 15 7 5 61.812500 75.324700 70.600900 77.02240 73.63140 72.41710 68.791600 -3 -4 7 1 -8 -2
0000890926 RADIAN GROUP INC RADIAN 7 17 4 5 8 6 6 78.149100 64.119400 105.791000 140.54600 95.07810 89.11200 68.748800 10 -13 1 3 -2 0
0000084246 RLI CORP RLI COR 28 21 34 21 27 17 7 46.533700 49.375100 26.055600 61.98500 52.76800 48.20450 53.320100 -7 13 -13 6 -10 -10
0001156039 Elevance Health Inc. Elevanc 18 16 9 13 17 10 8 55.336600 64.645500 61.223000 77.20660 66.23140 65.38990 50.290000 -2 -7 4 4 -7 -2
0000049071 HUMANA INC HUMANA 26 8 8 8 9 12 9 48.562100 83.418800 69.104900 96.97170 93.27460 63.85730 49.447600 -18 0 0 1 3 -3
0001739940 Cigna Group Cigna G NaN NaN 28 40 24 20 10 NaN NaN 30.860200 44.21580 57.29430 43.91220 49.276500 NaN NaN 12 -16 -4 -10
0001179929 MOLINA HEALTHCARE INC. MOLINA 68 77 NaN 10 25 21 11 21.182600 -18.433200 NaN 83.08750 55.65610 43.00870 46.264500 9 NaN NaN 15 -4 -10
0000776867 White Mountains Insurance Group Ltd White M NaN NaN NaN NaN 1 40 12 NaN NaN NaN NaN 204.31400 25.89910 42.369500 NaN NaN NaN NaN 39 -28
0001072627 Kingsway Financial Services Inc Kingswa NaN NaN NaN NaN NaN 64 13 NaN NaN NaN NaN NaN -5.29829 40.136600 NaN NaN NaN NaN NaN -51
0001385613 GREENLIGHT CAPITAL RE LTD. GREENLI 43 67 74 56 49 29 14 37.833500 13.351900 -108.540000 28.26910 30.50260 34.79970 35.295200 24 7 -18 -7 -20 -15
0001071739 CENTENE CORP CENTENE 40 22 20 NaN 28 25 15 39.072600 47.686400 45.770000 NaN 49.23770 36.88710 34.759200 -18 -2 NaN NaN -3 -10
0001761312 Palomar Holdings Inc. Palomar NaN NaN NaN 12 23 13 16 NaN NaN NaN 79.02260 59.00670 61.85380 28.455000 NaN NaN NaN 11 -10 3
0001584831 OXBRIDGE RE HOLDINGS Ltd OXBRIDG 3 81 75 15 5 1 17 132.063000 -578.298000 -245.068000 77.00430 106.24200 546.16700 24.612300 78 -6 -60 -10 -4 16
0001669162 Kinsale Capital Group Inc. Kinsale 21 18 17 18 12 11 18 52.000500 56.665800 49.189000 72.56690 74.62970 64.80280 23.155400 -3 -1 1 -6 -1 7
0000074260 OLD REPUBLIC INTERNATIONAL CORP OLD REP 50 43 25 32 37 15 19 32.300900 34.617200 31.699200 50.17980 39.84550 50.84310 21.343600 -7 -18 7 5 -22 4
0000947484 ARCH CAPITAL GROUP LTD. ARCH CA 44 30 23 26 30 19 20 37.462200 41.217200 37.493700 56.62560 48.35330 44.04640 20.617000 -14 -7 3 4 -11 1
0001172052 SAFETY INSURANCE GROUP INC SAFETY 20 19 14 16 10 8 21 53.720700 56.093900 52.200500 74.41340 85.19160 67.61040 19.051600 -1 -5 2 -6 -2 13
0001042046 American Financial Group Inc America 75 68 64 63 63 37 22 12.774500 12.567700 5.602530 18.33050 14.30120 27.94860 14.640400 -7 -4 -1 0 -26 -15
0001494904 Global Indemnity Group LLC Global 25 48 65 24 47 34 23 48.718100 30.631000 5.220480 59.01310 31.24520 30.20910 13.875600 23 17 -41 23 -13 -11
0001096343 MARKEL GROUP INC. MARKEL 32 26 50 28 33 16 24 41.906700 43.559700 16.602400 55.05280 41.60230 49.45320 8.198180 -6 24 -22 5 -17 8
0001472787 First American Financial Corp First A 23 14 15 17 16 9 25 50.936600 65.621700 52.148100 74.22240 68.01300 67.55850 7.268810 -9 1 2 -1 -7 16
0000896159 Chubb Ltd Chubb L 37 31 31 33 32 22 26 40.395300 40.704200 28.709500 49.17250 42.38860 40.86560 6.480380 -6 0 2 -1 -10 4
0000800457 DONEGAL GROUP INC DONEGAL 54 57 62 46 41 44 27 30.991400 22.932700 5.980600 35.40160 34.43920 22.71610 6.099800 3 5 -16 -5 3 -17
0001393726 TIPTREE INC. TIPTREE NaN NaN NaN NaN NaN 53 28 NaN NaN NaN NaN NaN 12.27930 3.520180 NaN NaN NaN NaN NaN -25
0001214816 AXIS CAPITAL HOLDINGS LTD AXIS CA 38 66 56 53 58 47 29 39.962800 13.696600 12.897800 30.57140 18.38420 20.23030 2.020650 28 -10 -3 5 -11 -18
0000080661 PROGRESSIVE CORP OH PROGRES 42 25 19 20 14 23 30 38.602300 46.735800 47.112900 62.91430 73.64770 38.86430 1.991970 -17 -6 1 -6 9 7
0001371285 TRUPANION INC. TRUPANI 78 45 10 37 19 49 31 -0.816937 33.040600 60.275300 46.28350 64.28490 17.33920 1.497170 -33 -35 27 -18 30 -18
0001267238 ASSURANT INC. ASSURAN 71 63 61 61 59 48 32 19.394500 20.318500 7.097090 20.15590 18.19000 19.91190 1.226510 -8 -2 0 -2 -11 -16
0000060086 LOEWS CORP LOEWS C 56 42 45 49 61 NaN 33 30.787700 34.872800 21.040200 32.81640 17.16550 NaN -0.733201 -14 3 4 12 NaN NaN
0001379041 Employers Holdings Inc. Employe 55 38 24 27 29 27 34 30.967000 35.634100 33.635400 55.66700 49.17730 36.13550 -1.098160 -17 -14 3 2 -2 7
0000874766 HARTFORD FINANCIAL SERVICES GROUP INC. HARTFOR NaN 76 57 39 36 NaN 35 NaN -0.173038 12.892500 45.49910 40.33560 NaN -1.136490 NaN -19 -18 -3 NaN NaN
0001095073 EVEREST GROUP LTD. EVEREST 16 28 40 25 34 31 36 59.680300 42.683900 22.190200 58.48090 41.23380 33.34440 -1.667370 12 12 -15 9 -3 5
0000101199 UNITED FIRE GROUP INC UNITED 58 51 30 45 65 28 37 28.497700 28.279800 28.813700 35.44460 11.51080 36.10180 -2.646150 -7 -21 15 20 -37 9
0000020286 CINCINNATI FINANCIAL CORP CINCINN 19 10 27 9 18 5 38 55.027300 75.430300 31.044400 88.27320 66.09270 89.37870 -3.220200 -9 17 -18 9 -13 33
0000005513 Unum Group Unum Gr 72 62 60 NaN NaN NaN 39 17.860200 20.444800 7.274550 NaN NaN NaN -3.243740 -10 -2 NaN NaN NaN NaN
0001126328 Principal Financial Group Inc Princip NaN NaN NaN NaN NaN 61 40 NaN NaN NaN NaN NaN 5.34593 -4.119450 NaN NaN NaN NaN NaN -21
0001576018 SiriusPoint Ltd SiriusP 45 13 71 19 21 45 41 36.203200 67.013700 -24.973600 70.06750 59.76610 21.55760 -5.321220 -32 58 -52 2 24 -4
0001400810 HCI Group Inc. HCI Gro 17 65 32 43 46 30 42 59.258500 15.144800 26.363100 37.91490 31.52160 33.82370 -5.803510 48 -33 11 3 -16 12
0000086312 TRAVELERS COMPANIES INC. TRAVELE NaN NaN NaN NaN 35 36 43 NaN NaN NaN NaN 40.57970 29.30340 -6.687400 NaN NaN NaN NaN 1 7
0000899051 ALLSTATE CORP ALLSTAT 63 44 NaN 38 31 51 44 25.036600 33.208800 NaN 45.80490 47.88950 14.69010 -8.780440 -19 NaN NaN -7 20 -7
0001681903 ICC Holdings Inc. ICC Hol NaN 27 NaN NaN 26 26 45 NaN 42.724400 NaN NaN 53.55530 36.52300 -9.011590 NaN NaN NaN NaN 0 19
0000914748 EVEREST REINSURANCE HOLDINGS INC EVEREST 46 50 69 35 42 32 46 35.752300 28.414700 -8.969430 46.97840 34.37940 32.26370 -9.639630 4 19 -34 7 -10 14
0000891166 Universal Insurance Holdings Inc. Univers 6 15 13 36 55 50 47 80.858900 64.902400 54.047900 46.91180 20.94620 16.71050 -11.206200 9 -2 23 19 -5 -3
0001331875 Fidelity National Financial Inc. Fidelit 8 4 5 6 38 38 48 76.818600 106.239000 92.536000 116.97400 39.48650 27.45650 -11.761700 -4 1 1 32 0 10
0001412100 Maiden Holdings Ltd. Maiden 64 74 72 68 53 57 49 24.360600 1.195170 -49.627300 3.98401 21.96840 10.58550 -12.399600 10 -2 -4 -15 4 -8
0000944695 Hanover Insurance Group Inc. Hanover 67 59 37 71 76 43 50 21.547600 22.642300 23.861900 -72.12650 -69.17630 23.52770 -12.850800 -8 -22 34 5 -33 7
0000005272 AMERICAN INTERNATIONAL GROUP INC. AMERICA 76 70 67 62 66 55 51 11.543600 6.069800 2.381980 18.74710 10.66340 11.59510 -12.885600 -6 -3 -5 4 -11 -4
0001127703 PROASSURANCE CORP PROASSU 29 33 29 50 67 42 52 46.228800 38.708900 29.187800 32.38040 7.80814 25.42420 -13.222400 4 -4 21 17 -25 10
0001091748 Argo Group International Holdings Ltd. Argo Gr 49 60 55 65 64 58 53 33.256900 22.040600 13.319400 16.42770 13.44270 9.21392 -13.235400 11 -5 10 -1 -6 -5
0000021175 CNA FINANCIAL CORP CNA FIN 62 52 53 52 52 46 54 26.382300 27.079500 14.509100 32.00320 26.94960 20.38850 -13.402100 -10 1 -1 0 -6 8
0000004977 AFLAC INC AFLAC I NaN NaN 52 41 40 41 55 NaN NaN 15.690500 40.55420 35.26430 25.62620 -16.161200 NaN NaN -11 -1 1 14
0000850141 Horace Mann Educators Corp De Horace 74 61 68 59 56 54 56 13.036200 20.853700 0.537093 21.96980 19.81440 11.71780 -17.277200 -13 7 -9 -3 -2 2
0001801754 Trean Insurance Group Inc. Trean I NaN NaN NaN NaN 20 39 57 NaN NaN NaN NaN 62.43640 26.52850 -19.589300 NaN NaN NaN NaN 19 18
0000064996 MERCURY GENERAL CORP MERCURY 39 24 42 23 22 18 58 39.959300 47.462900 21.432800 60.17850 59.29570 46.31770 -22.560400 -15 18 -19 -1 -4 40
0000819913 HALLMARK FINANCIAL SERVICES INC HALLMAR NaN NaN 49 66 72 56 59 NaN NaN 18.092500 15.78800 -21.73390 10.76760 -32.561600 NaN NaN 17 6 -16 3
0001598665 Heritage Insurance Holdings Inc. Heritag 30 64 33 54 57 65 60 45.996100 17.056900 26.199800 29.73600 18.56140 -8.47651 -36.347300 34 -31 21 3 8 -5
0001502292 Conifer Holdings Inc. Conifer 77 79 70 69 62 62 61 1.615630 -27.760900 -10.007100 3.60496 14.94720 3.47113 -36.372500 2 -9 -1 -7 0 -1
0000860748 KEMPER Corp KEMPER 69 46 43 22 NaN 59 62 21.025300 31.467000 21.276200 60.69190 NaN 9.12687 -43.065600 -23 -3 -21 NaN NaN 3
0001224608 CNO Financial Group Inc. CNO Fin NaN NaN NaN 47 51 52 63 NaN NaN NaN 34.09540 27.55070 13.73960 -48.456200 NaN NaN NaN 4 1 11
0000033992 KINGSTONE COMPANIES INC. KINGSTO NaN NaN NaN NaN 45 60 64 NaN NaN NaN NaN 32.64330 6.45932 -53.059800 NaN NaN NaN NaN 15 4
0001568651 Oscar Health Inc. Oscar H NaN NaN NaN NaN NaN 71 65 NaN NaN NaN NaN NaN -64.21620 -53.870000 NaN NaN NaN NaN NaN -6
0001691421 Lemonade Inc. Lemonad NaN NaN NaN NaN 73 69 66 NaN NaN NaN NaN -31.75670 -43.74510 -69.805100 NaN NaN NaN NaN -4 -3
0000814585 MBIA INC MBIA IN 73 80 63 NaN NaN NaN 67 14.667800 -58.604500 5.824630 NaN NaN NaN -75.686600 7 -17 NaN NaN NaN NaN
0001401521 AMERICAN COASTAL INSURANCE Corp AMERICA 66 54 NaN NaN 68 63 68 21.787600 25.761200 NaN NaN -6.05382 -4.32084 -82.158200 -12 NaN NaN NaN -5 5
0001828105 Hippo Holdings Inc. Hippo H NaN NaN NaN NaN NaN 73 69 NaN NaN NaN NaN NaN -91.81430 -90.442700 NaN NaN NaN NaN NaN -4
0001788882 Root Inc. Root In NaN NaN NaN NaN 77 76 70 NaN NaN NaN NaN -74.44830 -198.20800 -100.917000 NaN NaN NaN NaN -1 -6
0001832466 Alignment Healthcare Inc. Alignme NaN NaN NaN NaN NaN 74 71 NaN NaN NaN NaN NaN -143.56100 -101.578000 NaN NaN NaN NaN NaN -3
0001818383 MediaAlpha Inc. MediaAl NaN NaN NaN NaN 69 67 72 NaN NaN NaN NaN -9.46830 -25.62980 -184.980000 NaN NaN NaN NaN -2 5
0001065201 Amerinst Insurance Group Ltd Amerins 13 12 NaN NaN NaN 75 73 62.758800 71.526100 NaN NaN NaN -159.12500 -239.061000 -1 NaN NaN NaN NaN -2
0001722438 Doma Holdings Inc. Doma Ho NaN NaN NaN NaN NaN 70 74 NaN NaN NaN NaN NaN -58.00780 -396.979000 NaN NaN NaN NaN NaN 4
0000009346 Protective Insurance Corp Protect 33 34 66 57 54 NaN NaN 41.503300 38.197200 4.320120 25.19980 21.53070 NaN NaN 1 32 -9 -3 NaN NaN
0000100716 UNICO AMERICAN CORP UNICO A 36 75 44 48 75 NaN NaN 40.401100 0.594934 21.056800 33.78250 -59.31390 NaN NaN 39 -31 4 27 NaN NaN
0000230557 SELECTIVE INSURANCE GROUP INC SELECTI 52 39 26 42 NaN NaN NaN 31.652500 35.238100 31.604800 40.09530 NaN NaN NaN -13 -13 16 NaN NaN NaN
0000356130 EMC INSURANCE GROUP INC EMC INS 34 20 46 NaN NaN NaN NaN 41.412600 51.597400 20.678000 NaN NaN NaN NaN -14 26 NaN NaN NaN NaN
0000701221 Cigna Holding Co Cigna H 47 37 NaN NaN NaN NaN NaN 34.584700 36.343300 NaN NaN NaN NaN NaN -10 NaN NaN NaN NaN NaN
0000720858 INVESTORS TITLE CO INVESTO 4 2 2 4 2 NaN NaN 132.047000 164.009000 139.061000 171.74200 179.33700 NaN NaN -2 0 2 -2 NaN NaN
0000775368 ALLEGHANY CORP DE ALLEGHA 41 29 41 30 44 24 NaN 38.910100 41.454800 21.825300 53.30750 33.60330 37.19260 NaN -12 12 -11 14 -20 NaN
0000793547 NAVIGATORS GROUP INC NAVIGAT 61 56 54 NaN NaN NaN NaN 26.940000 23.755800 13.617000 NaN NaN NaN NaN -5 -2 NaN NaN NaN NaN
0000874977 State Auto Financial CORP State A 59 58 48 29 39 NaN NaN 27.735800 22.793300 18.684400 53.66420 36.78460 NaN NaN -1 -10 -19 10 NaN NaN
0000881453 FORTITUDE LIFE INSURANCE & ANNUITY CO FORTITU 79 69 39 67 70 33 NaN -3.069140 8.884530 22.542300 4.95728 -12.12250 30.79930 NaN -10 -30 28 3 -37 NaN
0001017907 FIRST ACCEPTANCE CORP DE FIRST A 80 73 NaN NaN NaN NaN NaN -25.911900 2.190280 NaN NaN NaN NaN NaN -7 NaN NaN NaN NaN NaN
0001018979 AMERISAFE INC AMERISA 22 32 NaN NaN NaN NaN NaN 51.447000 40.584500 NaN NaN NaN NaN NaN 10 NaN NaN NaN NaN NaN
0001067983 BERKSHIRE HATHAWAY INC BERKSHI 11 5 18 NaN 11 NaN NaN 68.397900 104.845000 47.991200 NaN 79.70960 NaN NaN -6 13 NaN NaN NaN NaN
0001069996 FedNat Holding Co FedNat 65 55 36 58 71 68 NaN 22.496800 24.681000 23.902200 23.08100 -18.11860 -35.50150 NaN -10 -19 22 13 -3 NaN
0001171662 TRIPLE-S MANAGEMENT CORP TRIPLE- 31 41 58 31 48 NaN NaN 42.592400 34.990600 10.418200 51.53750 30.95860 NaN NaN 10 17 -27 17 NaN NaN
0001195933 INFINITY PROPERTY & CASUALTY CORP INFINIT 48 36 NaN NaN NaN NaN NaN 33.535900 36.343500 NaN NaN NaN NaN NaN -12 NaN NaN NaN NaN NaN
0001267395 ASPEN INSURANCE HOLDINGS LTD ASPEN I 53 72 59 NaN NaN NaN NaN 31.100400 5.083530 7.837570 NaN NaN NaN NaN 19 -13 NaN NaN NaN NaN
0001273813 ASSURED GUARANTY LTD ASSURED 9 9 12 NaN NaN NaN NaN 75.314500 81.013900 56.671700 NaN NaN NaN NaN 0 3 NaN NaN NaN NaN
0001279363 WELLCARE HEALTH PLANS INC. WELLCAR 24 23 16 NaN NaN NaN NaN 48.938600 47.603300 51.498700 NaN NaN NaN NaN -1 -7 NaN NaN NaN NaN
0001348259 VALIDUS HOLDINGS LTD VALIDUS 12 53 NaN NaN NaN NaN NaN 64.084900 26.938300 NaN NaN NaN NaN NaN 41 NaN NaN NaN NaN NaN
0001361025 DCP Holding CO DCP Hol 60 47 21 NaN NaN NaN NaN 27.170200 31.145000 39.106700 NaN NaN NaN NaN -13 -26 NaN NaN NaN NaN
0001363829 Enstar Group LTD Enstar 51 40 51 34 13 35 NaN 31.692500 35.023300 16.479700 47.95550 73.76670 29.66610 NaN -11 11 -17 -21 22 NaN
0001365555 Amtrust Financial Services Inc. Amtrust 70 71 NaN NaN NaN NaN NaN 20.865100 5.956490 NaN NaN NaN NaN NaN 1 NaN NaN NaN NaN NaN
0001539894 Atlas Financial Holdings Inc. Atlas F 57 78 NaN 70 74 72 NaN 29.196700 -26.145000 NaN -52.16850 -56.30670 -73.65830 NaN 21 NaN NaN 4 -2 NaN
0001582086 Blue Capital Reinsurance Holdings Ltd. Blue Ca 1 NaN 73 NaN NaN NaN NaN 171.812000 NaN -57.953400 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
0001620459 James River Group Holdings Ltd. James R 35 49 35 60 60 66 NaN 40.955300 30.283300 24.742300 20.24010 17.43270 -11.51810 NaN 14 -14 25 0 6 NaN
0001681206 NI Holdings Inc. NI Hold 15 3 6 7 6 14 NaN 61.154100 106.241000 91.182400 105.83400 105.72700 51.32830 NaN -12 3 1 -1 8 NaN
0000011544 BERKLEY W R CORP BERKLEY NaN NaN 38 44 NaN NaN NaN NaN NaN 23.063300 36.43430 NaN NaN NaN NaN NaN 6 NaN NaN NaN
0001744894 Sirius International Insurance Group Ltd. Sirius NaN NaN 47 64 NaN NaN NaN NaN NaN 19.610600 16.89860 NaN NaN NaN NaN NaN 17 NaN NaN NaN
0001601669 Watford Holdings Ltd. Watford NaN NaN NaN 55 43 NaN NaN NaN NaN NaN 29.18190 33.68360 NaN NaN NaN NaN NaN -12 NaN NaN
0001634038 ProSight Global Inc. ProSigh NaN NaN NaN 51 50 NaN NaN NaN NaN NaN 32.04240 28.38700 NaN NaN NaN NaN NaN -1 NaN NaN

PDF reports

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

2016

Logs

warning 20 × Similarly named company. Duplicate? None
warning 6 × NetIncome node detected by IncomeLoss name heuristic input.sec.calculation_linkbase.edgar_model_mapping
warning 3 × Ignoring company because Assets is zero pre-agg
warning 2 × No LiabilitiesAndStockholdersEquity node found input.sec.calculation_linkbase.edgar_model_mapping
warning 2 × Negative minimum value check_abs_values
{'var_name': 'DeferredPolicyAcquisitionCostAmortizationExpense', 'min_value': -179816000}
{'var_name': 'InvestmentIncome', 'min_value': -3104390000}
warning 2 × Large missing amount for aggregate "Revenues" added to remainder. industry.us_generic
warning 2 × Large missing amount for aggregate "Liabilities" added to remainder. industry.us_generic
warning 2 × Large missing amount for aggregate "Assets" added to remainder. industry.us_generic
warning 1 × Large missing amount for aggregate "Expenses" added to remainder. industry.us_generic
warning 1 × Ignoring company because Expenses is zero pre-agg

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 Investments 0 0 2,583,074,000 50,731,995,000 328,175,000,000 0000049071 0000874977 0000005272
1 SeparateAccountAssets 0 0 0 1,997,385,400 82,972,000,000 0000005513 0000775368 0000005272
2 PremiumsReceivable 0 0 244,727,996 5,610,190,000 10,465,000,000 0000009346 0001620459 0000005272
3 DeferredPolicyAcquisitionCosts 0 0 64,851,472 3,301,724,300 11,042,000,000 0000049071 0000891166 0000005272
4 ReinsuranceRecoverables 0 0 26,601,345 4,932,135,650 9,083,207,000 0000005272 0001172052 0001267238
5 IntangibleAssets 0 0 5,759,902 7,048,900,000 79,486,000,000 0000005272 0000800457 0001067983
6 AssetsCurrent 0 0 60,987,916 8,756,250,000 34,314,900,000 0000005272 0000009346 0001156039
7 AssetsNonCurrent 0 771,349 122,918,652 3,829,350,000 16,966,000,000 0000814585 0001127703 0000060086
8 remainder_Assets -2,865,000,000 148,050 315,681,700 10,853,450,000 513,320,000,000 0001071739 0000060086 0001067983
9 LiabilityForClaimsAndClaimsAdjustmentExpense 0 0 1,133,265,962 37,826,845,000 119,281,000,000 0000080661 0000084246 0000005272
10 PolicyholderContractDeposits 0 0 0 2,929,945,000 219,177,000,000 0000009346 0000100716 0000005272
11 LiabilitiesCurrent 0 0 0 4,732,600,000 49,252,000,000 0000005272 0000701221 0000731766
12 UnearnedPremiums 0 0 346,986,808 3,905,226,250 19,634,000,000 0000049071 0000005513 0000005272
13 ReinsurancePayable 0 0 0 467,929,150 5,637,000,000 0000005272 0000064996 0000896159
14 LongTermDebt 0 0 0 10,765,100,000 30,912,000,000 0000009346 0000800457 0000005272
15 remainder_Liabilities -13,630,000,000 -1,745,330,000 356,512,946 19,439,647,150 257,577,000,000 0000731766 0000084246 0001067983
16 PolicyholderBenefitsAndClaims 0 0 468,727,612 30,982,550,000 117,038,000,000 0000021175 0001172052 0000731766
17 SellingGeneralAndAdministrativeExpense 0 0 99,825,633 6,799,150,000 28,401,000,000 0000074260 0000101199 0000731766
18 DeferredPolicyAcquisitionCostAmortizationExpense -179,816,000 0 0 1,266,440,000 5,904,000,000 0000881453 0000074260 0000896159
19 remainder_Expenses -611,604,000 -350,750 199,710,210 5,726,550,000 169,194,000,000 0000881453 0001494904 0001067983
20 PremiumsEarned 0 0 880,678,928 34,443,300,000 144,118,000,000 0000094344 0000881453 0000731766
21 InvestmentIncome -3,104,390,000 0 31,936,356 1,174,450,000 14,065,000,000 0000881453 0001494904 0000005272
22 InsuranceCommissionsAndFees 0 0 0 19,705,000 2,732,000,000 0000005513 0000701221 0000005272
23 remainder_Revenues -386,900,000 -190,600 40,721,616 7,971,500,000 223,604,000,000 0000074260 0001069996 0001067983
24 remainder_NetIncome -101,000,000 -8,769,050 0 10,889,500 923,000,000 0001179929 0001018979 0001067983
25 remainder_ComprehensiveNetIncome -361,114,000 -136,630,350 0 213,223,800 2,963,000,000 0000881453 0000064996 0001067983
  yvar min 5% median 95% max min_company median_company max_company
0 Assets 36,045,809 90,423,800 6,010,275,045 109,320,000,000 620,854,000,000 0001065201 0001279363 0001067983
1 Liabilities 13,837,000 44,148,900 3,898,357,623 82,891,800,000 421,406,000,000 0001584831 0001279363 0000005272
2 Expenses 12,530,773 36,450,651 1,251,733,285 52,682,950,000 200,100,000,000 0001065201 0000874977 0001067983
3 Revenues -152,943,000 35,117,138 1,473,106,117 52,467,600,000 223,604,000,000 0000881453 0001195933 0001067983
4 StockholdersEquity 14,292,290 46,274,900 1,701,517,876 25,854,830,000 286,359,000,000 0001361025 0000064996 0001067983
5 NetIncome -1,090,088,000 -9,479,250 103,112,591 1,906,640,000 24,427,000,000 0000881453 0001379041 0001067983
6 ComprehensiveNetIncome -1,451,202,000 -10,786,900 97,308,677 2,229,925,000 27,390,000,000 0000881453 0001379041 0001067983
7 BaseVar 89,409,143 276,134,344 14,144,756,083 280,457,597,725 1,463,269,450,000 0001065201 0000850141 0001067983
8 EconomicCapitalRatio -0.259 0.110 0.390 1.00 1.72 0001017907 0001071739 0001582086

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 Investments -0.928 -0.570 0.0204 0.298 0.353 0001371285 0001412100 0000850141
1 SeparateAccountAssets -0.123 -0.0682 -0.0148 0.0226 0.692 0001371285 0000009346 0000881453
2 PremiumsReceivable -0.220 -0.0920 -0.00166 0.0440 0.0822 0001371285 0000100716 0001539894
3 DeferredPolicyAcquisitionCosts -0.113 -0.0622 -0.000673 0.0238 0.0593 0001371285 0000064996 0001267238
4 ReinsuranceRecoverables -0.221 -0.125 -0.0162 0.121 0.193 0001371285 0001348259 0001267238
5 IntangibleAssets -0.0554 -0.0260 -0.00859 0.0792 0.228 0001371285 0000944695 0000731766
6 AssetsCurrent -0.114 -0.0532 -0.00897 0.296 0.781 0001017907 0001681206 0001371285
7 AssetsNonCurrent -0.0584 -0.0421 -0.00290 0.0162 0.147 0001179929 0000899051 0000060086
8 remainder_Assets -0.918 -0.345 -0.0610 0.298 1.27 0001582086 0001348259 0000814585
9 LiabilityForClaimsAndClaimsAdjustmentExpense -0.558 -0.370 0.0368 0.691 0.808 0000005513 0001539894 0001279363
10 PolicyholderContractDeposits -0.788 -0.141 0.0406 0.171 0.204 0000881453 0000890926 0001279363
11 LiabilitiesCurrent -0.758 -0.454 0.00827 0.0200 0.0445 0001179929 0000944695 0000094344
12 UnearnedPremiums -0.427 -0.233 0.00228 0.407 0.487 0000891166 0001096343 0000094344
13 ReinsurancePayable -0.0887 -0.0722 0.0106 0.0693 0.0827 0001598665 0000060086 0001279363
14 LongTermDebt -0.252 -0.162 0.0291 0.105 0.182 0000890926 0001091748 0000094344
15 remainder_Liabilities -0.995 -0.571 0.0778 0.558 0.738 0001365555 0001598665 0001279363
16 PolicyholderBenefitsAndClaims -6.46 -3.64 0.0217 1.41 5.03 0001279363 0001267395 0001371285
17 SellingGeneralAndAdministrativeExpense -7.13 -0.817 0.0788 0.382 0.856 0000094344 0000914748 0001171662
18 DeferredPolicyAcquisitionCostAmortizationExpense -0.548 -0.460 0.0811 0.447 0.589 0001502292 0001096343 0001371285
19 remainder_Expenses -11.7 -0.767 0.0922 0.837 1.52 0001371285 0001472787 0000049071
20 PremiumsEarned -7.90 -2.47 0.0914 2.94 5.88 0001371285 0001348259 0001279363
21 InvestmentIncome -0.445 -0.338 -0.00829 0.117 0.343 0001371285 0001502292 0001065201
22 InsuranceCommissionsAndFees -0.0588 -0.0446 -0.00922 0.0245 0.140 0001371285 0000101199 0000881453
23 remainder_Revenues -1.54 -0.510 -0.213 3.46 12.7 0001279363 0001267395 0001371285
24 remainder_NetIncome -0.0759 -0.00568 -0.00104 0.00448 0.306 0001179929 0000101199 0000094344
25 remainder_ComprehensiveNetIncome -0.187 -0.0502 0.00797 0.0491 0.162 0000876437 0000074260 0001584831
  yvar min 5% median 95% max min_company median_company max_company
0 Assets -1.04 -0.649 -0.0116 0.308 0.595 0001371285 0000230557 0000881453
1 Liabilities -0.615 -0.473 -0.0265 0.995 1.29 0000881453 0001348259 0000094344
2 Expenses -5.65 -3.76 0.0333 0.496 0.637 0001371285 0000230557 0001273813
3 Revenues -0.699 -0.451 -0.0209 3.24 4.27 0000881453 0000074260 0001371285
4 StockholdersEquity -1.22 -0.993 -0.0400 0.233 0.880 0001179929 0000356130 0001582086
5 NetIncome -1.38 -0.525 -0.0222 0.328 0.720 0001371285 0001365555 0001448893
6 ComprehensiveNetIncome -1.33 -0.483 -0.0171 0.291 0.681 0001371285 0000775368 0001448893
7 BaseVar nan nan nan nan nan 0000005272 0001065201 0000005272
8 EconomicCapitalRatio -0.700 -0.330 -0.0507 0.562 1.28 0001017907 0001071739 0001582086

2017

Logs

warning 21 × Similarly named company. Duplicate? None
warning 9 × NetIncome node detected by IncomeLoss name heuristic input.sec.calculation_linkbase.edgar_model_mapping
warning 3 × Negative minimum value check_abs_values
{'var_name': 'SellingGeneralAndAdministrativeExpense', 'min_value': -79061000}
{'var_name': 'DeferredPolicyAcquisitionCostAmortizationExpense', 'min_value': -13946000}
{'var_name': 'InvestmentIncome', 'min_value': -382591000}
warning 2 × Large missing amount for aggregate "Revenues" added to remainder. industry.us_generic
warning 2 × Large missing amount for aggregate "Liabilities" added to remainder. industry.us_generic
warning 2 × Large missing amount for aggregate "Assets" added to remainder. industry.us_generic
warning 2 × Ignoring company because Assets is zero pre-agg
warning 1 × Large missing amount for aggregate "Expenses" added to remainder. industry.us_generic
warning 1 × Ignoring company because Expenses is zero pre-agg

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 Investments 0 0 2,677,796,000 52,226,000,000 322,292,000,000 0000049071 0001379041 0000005272
1 SeparateAccountAssets 0 0 0 2,151,961,000 92,798,000,000 0000005513 0000775368 0000005272
2 PremiumsReceivable 0 0 326,714,504 5,786,000,000 10,248,000,000 0000009346 0001379041 0000005272
3 DeferredPolicyAcquisitionCosts 0 0 72,370,552 3,484,500,000 10,994,000,000 0000049071 0001620459 0000005272
4 ReinsuranceRecoverables 0 0 40,033,304 4,879,200,000 9,790,200,000 0000005272 0001127703 0001267238
5 IntangibleAssets 0 0 6,878,824 6,164,000,000 81,258,000,000 0000005272 0001539894 0001067983
6 AssetsCurrent 0 0 74,463,240 8,703,000,000 37,084,000,000 0000005272 0001494904 0000731766
7 AssetsNonCurrent 0 1,093,000 123,115,408 3,910,000,000 17,982,000,000 0000814585 0001412100 0000060086
8 remainder_Assets -2,824,000,000 -10,969,000 402,190,072 18,852,000,000 589,254,000,000 0001071739 0001412100 0001067983
9 LiabilityForClaimsAndClaimsAdjustmentExpense 0 3,576,185 1,446,896,840 38,874,000,000 123,825,000,000 0000720858 0001171662 0000005272
10 PolicyholderContractDeposits 0 0 0 2,950,300,000 232,048,000,000 0000009346 0000101199 0000005272
11 LiabilitiesCurrent 0 0 0 5,557,000,000 50,463,000,000 0000005272 0000701221 0000731766
12 UnearnedPremiums 0 0 451,560,536 7,038,600,000 19,030,000,000 0000049071 0000084246 0000005272
13 ReinsurancePayable 0 0 136,540 531,835,000 5,868,000,000 0000005272 0001584831 0000896159
14 LongTermDebt 0 0 0 11,253,000,000 34,391,000,000 0000009346 0000876437 0000731766
15 remainder_Liabilities -15,689,000,000 -1,994,000,000 437,801,152 15,387,000,000 289,019,000,000 0000731766 0001127703 0001067983
16 PolicyholderBenefitsAndClaims 0 0 502,415,864 29,972,000,000 130,036,000,000 0000021175 0001385613 0000731766
17 SellingGeneralAndAdministrativeExpense -79,061,000 0 110,267,475 6,330,000,000 29,557,000,000 0000881453 0000720858 0000731766
18 DeferredPolicyAcquisitionCostAmortizationExpense -13,946,000 0 0 1,372,000,000 5,781,000,000 0000881453 0000731766 0000896159
19 remainder_Expenses -316,000,000 -3,113,000 196,791,008 5,882,000,000 199,722,000,000 0000049071 0001448893 0001067983
20 PremiumsEarned 0 0 775,686,824 32,307,000,000 158,453,000,000 0000094344 0001172052 0000731766
21 InvestmentIncome -382,591,000 0 39,504,072 1,768,000,000 14,179,000,000 0000881453 0001195933 0000005272
22 InsuranceCommissionsAndFees 0 0 0 21,253,000 2,935,000,000 0000005513 0001018979 0000005272
23 remainder_Revenues -409,400,000 0 51,203,456 7,532,000,000 242,137,000,000 0000074260 0001401521 0001067983
24 remainder_NetIncome -2,869,000,000 -7,400,000 0 20,000,000 2,938,000,000 0000874766 0000049071 0001067983
25 remainder_ComprehensiveNetIncome -1,487,000,000 -52,100,000 9,222,056 857,000,000 20,860,000,000 0000049071 0001620459 0001067983
  yvar min 5% median 95% max min_company median_company max_company
0 Assets 21,393,000 114,437,000 6,652,526,936 139,058,000,000 702,095,000,000 0001584831 0001412100 0001067983
1 Liabilities 7,475,000 67,635,000 4,348,572,504 89,871,000,000 432,593,000,000 0001584831 0001331875 0000005272
2 Expenses 14,798,215 47,470,306 1,724,601,600 49,747,000,000 199,722,000,000 0001065201 0001091748 0001067983
3 Revenues 15,535,208 48,178,157 1,739,280,800 49,520,000,000 242,137,000,000 0001065201 0001273813 0001067983
4 StockholdersEquity 13,918,000 48,434,000 1,761,453,624 26,502,900,000 351,954,000,000 0001584831 0000064996 0001067983
5 NetIncome -6,056,000,000 -404,902,000 62,513,488 3,861,000,000 45,353,000,000 0000005272 0001172052 0001067983
6 ComprehensiveNetIncome -3,849,000,000 -318,500,000 104,794,288 3,862,000,000 66,213,000,000 0000005272 0001127703 0001067983
7 BaseVar 104,714,527 342,382,580 15,998,677,428 306,285,095,000 1,599,457,385,000 0001065201 0001171662 0001067983
8 EconomicCapitalRatio -5.78 -0.184 0.350 1.05 1.85 0001584831 0001171662 0001448893

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 Investments -4.28 -0.550 0.00729 0.287 0.352 0001584831 0001172052 0000021175
1 SeparateAccountAssets -0.461 -0.0587 -0.0148 0.0239 0.638 0001584831 0001494904 0000881453
2 PremiumsReceivable -0.210 -0.0699 -0.00304 0.0565 0.114 0001179929 0001267238 0001171662
3 DeferredPolicyAcquisitionCosts -0.424 -0.0553 -0.000905 0.0205 0.0604 0001584831 0001091748 0001267238
4 ReinsuranceRecoverables -0.997 -0.127 -0.0188 0.172 0.229 0001584831 0001681206 0001365555
5 IntangibleAssets -0.436 -0.0298 -0.00846 0.0715 0.193 0001584831 0000005513 0000731766
6 AssetsCurrent -0.0769 -0.0423 -0.00936 0.224 1.16 0001017907 0000947484 0001584831
7 AssetsNonCurrent -0.506 -0.0472 -0.00319 0.0250 0.145 0001584831 0000094344 0000060086
8 remainder_Assets -0.796 -0.291 -0.0543 0.286 1.61 0001584831 0000020286 0000814585
9 LiabilityForClaimsAndClaimsAdjustmentExpense -1.79 -0.380 0.0135 0.777 0.904 0001584831 0000800457 0000049071
10 PolicyholderContractDeposits -0.863 -0.172 0.0359 0.169 0.202 0000881453 0000944695 0000049071
11 LiabilitiesCurrent -0.755 -0.553 0.00801 0.0211 0.0431 0001279363 0001494904 0000094344
12 UnearnedPremiums -0.866 -0.182 -0.00346 0.442 0.533 0001584831 0000101199 0000049071
13 ReinsurancePayable -0.130 -0.0578 0.00861 0.0632 0.0755 0001584831 0001669162 0000049071
14 LongTermDebt -0.420 -0.168 0.0288 0.0921 0.182 0001584831 0001091748 0000094344
15 remainder_Liabilities -1.26 -0.495 0.0727 0.597 0.765 0001584831 0001267395 0000049071
16 PolicyholderBenefitsAndClaims -9.57 -5.05 -0.0410 1.44 4.94 0001584831 0001669162 0001371285
17 SellingGeneralAndAdministrativeExpense -6.69 -0.519 0.0902 0.419 0.715 0000094344 0000101199 0001584831
18 DeferredPolicyAcquisitionCostAmortizationExpense -0.555 -0.429 0.0779 0.452 0.566 0001681903 0001379041 0001371285
19 remainder_Expenses -10.9 -0.979 0.0891 0.996 1.67 0001371285 0000101199 0000049071
20 PremiumsEarned -7.08 -2.55 0.116 2.87 5.27 0001371285 0000876437 0001279363
21 InvestmentIncome -0.475 -0.379 -0.0141 0.119 0.144 0001371285 0001365555 0000874977
22 InsuranceCommissionsAndFees -0.0557 -0.0446 -0.00936 0.0233 0.175 0001371285 0001669162 0000881453
23 remainder_Revenues -1.42 -0.644 -0.216 4.04 12.0 0001584831 0000876437 0001371285
24 remainder_NetIncome -0.123 -0.00139 0.000513 0.0319 0.262 0001598665 0001681903 0000094344
25 remainder_ComprehensiveNetIncome -0.458 -0.0958 -0.00360 0.111 0.218 0000876437 0000914748 0000020286
  yvar min 5% median 95% max min_company median_company max_company
0 Assets -4.71 -0.636 0.0130 0.328 0.467 0001584831 0000100716 0000881453
1 Liabilities -2.70 -0.477 -0.0164 1.14 1.32 0001584831 0000860748 0000049071
2 Expenses -7.00 -3.59 0.0417 0.520 0.875 0001584831 0001620459 0000876437
3 Revenues -0.799 -0.431 -0.00103 3.52 4.39 0000814585 0001401521 0001371285
4 StockholdersEquity -1.07 -0.785 -0.0332 0.285 0.607 0001179929 0000881453 0001448893
5 NetIncome -6.89 -0.504 0.0121 0.381 0.973 0001584831 0001096343 0001448893
6 ComprehensiveNetIncome -6.88 -0.568 0.0268 0.350 0.977 0001584831 0000005513 0001448893
7 BaseVar nan nan nan nan nan 0000005272 0001067983 0000005272
8 EconomicCapitalRatio -6.10 -0.504 0.0306 0.729 1.53 0001584831 0001171662 0001448893

2018

Logs

warning 19 × Similarly named company. Duplicate? None
warning 10 × NetIncome node detected by IncomeLoss name heuristic input.sec.calculation_linkbase.edgar_model_mapping
warning 2 × Negative minimum value check_abs_values
{'var_name': 'PolicyholderBenefitsAndClaims', 'min_value': -332000}
{'var_name': 'InvestmentIncome', 'min_value': -133520000}
warning 2 × Large missing amount for aggregate "Revenues" added to remainder. industry.us_generic
warning 2 × Large missing amount for aggregate "Liabilities" added to remainder. industry.us_generic
warning 2 × Large missing amount for aggregate "Expenses" added to remainder. industry.us_generic
warning 2 × Large missing amount for aggregate "Assets" added to remainder. industry.us_generic
warning 2 × Ignoring company because Assets is zero pre-agg
warning 1 × Missing logo subcommand.report
warning 1 × Ignoring company because Expenses is zero pre-agg

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 Investments 0 0 3,481,953,840 49,160,880,000 314,209,000,000 0000049071 0000793547 0000005272
1 SeparateAccountAssets 0 0 0 1,727,128,400 81,847,000,000 0000004977 0000720858 0000005272
2 PremiumsReceivable 0 0 300,307,595 5,554,130,000 11,011,000,000 0000009346 0001385613 0000005272
3 DeferredPolicyAcquisitionCosts 0 0 84,687,835 4,589,853,500 12,694,000,000 0000049071 0000891166 0000005272
4 ReinsuranceRecoverables 0 0 19,689,493 4,377,700,000 9,166,000,000 0000004977 0001576018 0001267238
5 IntangibleAssets 0 0 6,592,730 23,843,100,000 83,508,000,000 0000004977 0000800457 0001739940
6 AssetsCurrent 0 0 75,128,827 13,483,000,000 38,692,000,000 0000004977 0001669162 0000731766
7 AssetsNonCurrent 0 1,626,500 137,341,661 5,152,700,000 17,954,000,000 0000814585 0000876437 0000060086
8 remainder_Assets -4,068,000,000 -9,309,700 497,897,818 7,245,900,000 626,769,000,000 0001071739 0001620459 0001067983
9 LiabilityForClaimsAndClaimsAdjustmentExpense 0 1,828,972 2,017,463,288 51,926,730,000 128,574,000,000 0000720858 0001744894 0000005272
10 PolicyholderContractDeposits 0 0 0 3,956,800,000 227,677,000,000 0000009346 0000021175 0000005272
11 LiabilitiesCurrent 0 0 0 10,645,200,000 53,209,000,000 0000004977 0000101199 0000731766
12 UnearnedPremiums 0 0 472,509,151 6,903,350,000 19,248,000,000 0000049071 0001598665 0000005272
13 ReinsurancePayable 0 0 0 647,630,000 6,437,000,000 0000004977 0000005272 0000896159
14 LongTermDebt 0 0 0 13,980,600,000 42,993,000,000 0000004977 0000720858 0001739940
15 remainder_Liabilities -17,417,000,000 -3,244,300,000 357,053,820 11,471,590,500 286,836,000,000 0000731766 0001379041 0001067983
16 PolicyholderBenefitsAndClaims -332,000 0 576,582,382 33,034,200,000 145,403,000,000 0000720858 0000800457 0000731766
17 SellingGeneralAndAdministrativeExpense 0 0 178,238,772 8,690,900,000 61,072,000,000 0000074260 0000876437 0000731766
18 DeferredPolicyAcquisitionCostAmortizationExpense 0 0 0 1,349,700,000 5,912,000,000 0000009346 0000874977 0000896159
19 remainder_Expenses -396,300,000 0 267,810,564 5,048,100,000 218,893,000,000 0000005513 0001172052 0001067983
20 PremiumsEarned 0 0 1,038,935,063 55,389,200,000 178,087,000,000 0000094344 0000101199 0000731766
21 InvestmentIncome -133,520,000 0 47,642,617 1,900,100,000 12,476,000,000 0000064996 0000356130 0000005272
22 InsuranceCommissionsAndFees 0 0 0 476,329,900 2,791,000,000 0000004977 0000005513 0000005272
23 remainder_Revenues -431,800,000 -273,603,300 20,092,648 5,616,029,400 72,392,000,000 0000074260 0000020286 0001067983
24 remainder_NetIncome -24,622,000,000 -57,633,900 0 30,420,600 316,000,000 0001067983 0000011544 0000874766
25 remainder_ComprehensiveNetIncome -6,369,000,000 -2,143,200,000 -40,538,402 0 62,024,000 0000005272 0000891166 0001363829
  yvar min 5% median 95% max min_company median_company max_company
0 Assets 12,561,000 158,686,900 7,953,641,205 152,522,500,000 707,794,000,000 0001584831 0000230557 0001067983
1 Liabilities 4,247,000 71,730,463 4,743,114,034 113,591,000,000 434,675,000,000 0001584831 0001412100 0000005272
2 Expenses 11,559,000 95,099,600 1,734,947,670 55,663,500,000 218,893,000,000 0001584831 0001091748 0001067983
3 Revenues 3,810,000 86,703,700 1,802,583,453 57,873,200,000 247,837,000,000 0001584831 0001091748 0001067983
4 StockholdersEquity 8,314,000 60,697,527 1,941,562,146 43,844,000,000 352,500,000,000 0001584831 0001744894 0001067983
5 NetIncome -957,667,000 -243,831,100 61,020,942 3,232,600,000 12,382,000,000 0000914748 0000005272 0000731766
6 ComprehensiveNetIncome -6,308,000,000 -409,560,000 5,855,756 2,023,030,000 10,469,000,000 0000005272 0000819913 0000731766
7 BaseVar 48,483,340 515,386,550 16,327,236,495 387,913,240,000 1,669,900,520,000 0001584831 0001171662 0001067983
8 EconomicCapitalRatio -2.45 -0.324 0.231 0.965 1.88 0001584831 0000011544 0001448893

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 Investments -1.56 -0.520 -0.000762 0.331 0.441 0001584831 0000720858 0001273813
1 SeparateAccountAssets -0.112 -0.0468 -0.0148 0.0152 0.497 0001584831 0001067983 0000881453
2 PremiumsReceivable -0.252 -0.0768 -0.000833 0.0559 0.266 0001584831 0000021175 0001385613
3 DeferredPolicyAcquisitionCosts -0.123 -0.0478 -0.00197 0.0370 0.0773 0001584831 0001091748 0001267238
4 ReinsuranceRecoverables -0.275 -0.110 -0.0211 0.180 0.232 0001584831 0000084246 0001091748
5 IntangibleAssets -0.160 -0.0443 -0.0142 0.0902 0.456 0001584831 0000947484 0001739940
6 AssetsCurrent -0.0707 -0.0500 -0.00966 0.211 2.69 0001171662 0001379041 0001584831
7 AssetsNonCurrent -0.143 -0.0355 -0.00384 0.0146 0.163 0001584831 0001681206 0001371285
8 remainder_Assets -0.307 -0.198 -0.0490 0.692 2.30 0001071739 0000009346 0001582086
9 LiabilityForClaimsAndClaimsAdjustmentExpense -0.560 -0.306 -0.00573 0.812 1.01 0000004977 0001267238 0000049071
10 PolicyholderContractDeposits -0.862 -0.0291 0.0299 0.140 0.199 0000881453 0000819913 0000049071
11 LiabilitiesCurrent -0.589 -0.488 0.00918 0.0263 0.0427 0001279363 0001598665 0000094344
12 UnearnedPremiums -0.300 -0.175 -0.00694 0.425 0.570 0001273813 0001096343 0000049071
13 ReinsurancePayable -0.0779 -0.0514 0.0112 0.0728 0.105 0001091748 0001412100 0000049071
14 LongTermDebt -0.270 -0.129 0.0274 0.0842 0.154 0001739940 0001267238 0001361025
15 remainder_Liabilities -0.696 -0.439 0.0499 0.544 0.726 0001363829 0001744894 0000049071
16 PolicyholderBenefitsAndClaims -5.94 -3.51 -0.0439 1.41 3.53 0000049071 0001127703 0001371285
17 SellingGeneralAndAdministrativeExpense -6.70 -1.45 0.0960 0.365 0.765 0000094344 0000944695 0001171662
18 DeferredPolicyAcquisitionCostAmortizationExpense -0.490 -0.424 0.0758 0.352 0.480 0001591890 0001448893 0000049071
19 remainder_Expenses -7.92 -0.688 0.103 0.872 1.59 0001371285 0000356130 0000049071
20 PremiumsEarned -5.33 -2.12 0.105 3.19 5.72 0001371285 0000793547 0000049071
21 InvestmentIncome -0.433 -0.324 -0.0145 0.107 0.135 0000049071 0001582086 0000005513
22 InsuranceCommissionsAndFees -0.109 -0.0801 -0.0194 0.0535 1.72 0000049071 0001620459 0001331875
23 remainder_Revenues -1.44 -0.631 -0.177 2.75 8.94 0001385613 0001379041 0001371285
24 remainder_NetIncome -0.219 -0.0278 -0.00413 0.0235 1.09 0001067983 0001620459 0001584831
25 remainder_ComprehensiveNetIncome -0.263 -0.0603 0.0118 0.152 0.224 0000876437 0000356130 0001071739
  yvar min 5% median 95% max min_company median_company max_company
0 Assets -1.38 -0.587 -0.00662 0.352 0.519 0001584831 0000914748 0000814585
1 Liabilities -0.584 -0.429 -0.0129 1.08 1.34 0000881453 0001494904 0000049071
2 Expenses -4.07 -2.99 -0.00285 0.542 0.850 0000049071 0001739940 0000876437
3 Revenues -1.43 -0.527 -0.00647 3.00 4.53 0001584831 0001412100 0000049071
4 StockholdersEquity -0.973 -0.614 -0.0385 0.286 0.633 0000049071 0001598665 0001448893
5 NetIncome -3.24 -0.572 0.0248 0.441 1.06 0001584831 0001127703 0001448893
6 ComprehensiveNetIncome -3.12 -0.567 0.0246 0.467 1.04 0001584831 0001591890 0001448893
7 BaseVar nan nan nan nan nan 0000004977 0001042046 0000004977
8 EconomicCapitalRatio -2.71 -0.586 -0.0311 0.703 1.61 0001584831 0000011544 0001448893

2019

Logs

warning 19 × Similarly named company. Duplicate? None
warning 9 × NetIncome node detected by IncomeLoss name heuristic input.sec.calculation_linkbase.edgar_model_mapping
warning 2 × Large missing amount for aggregate "Revenues" added to remainder. industry.us_generic
warning 2 × Large missing amount for aggregate "Expenses" added to remainder. industry.us_generic
warning 1 × Negative minimum value check_abs_values
{'var_name': 'InvestmentIncome', 'min_value': -2129772000}
warning 1 × Missing logo subcommand.report
warning 1 × Large missing amount for aggregate "Assets" added to remainder. industry.us_generic
warning 1 × Ignoring company because Expenses is zero pre-agg
warning 1 × Ignoring company because Assets is zero pre-agg

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 Investments 0 0 2,782,684,063 71,807,000,000 337,615,000,000 0000049071 0001379041 0000005272
1 SeparateAccountAssets 0 0 0 2,767,234,500 93,272,000,000 0000004977 0000009346 0000005272
2 PremiumsReceivable 0 0 190,286,660 6,989,650,000 10,357,000,000 0000049071 0001634038 0000896159
3 DeferredPolicyAcquisitionCosts 0 0 85,091,866 4,970,500,000 11,207,000,000 0000049071 0000084246 0000005272
4 ReinsuranceRecoverables 0 0 21,109,555 4,853,000,000 9,593,400,000 0000004977 0000874977 0001267238
5 IntangibleAssets 0 0 2,937,700 12,703,011,000 81,164,000,000 0000004977 0001681206 0001739940
6 AssetsCurrent 0 0 67,922,043 12,927,500,000 42,634,000,000 0000004977 0000009346 0000731766
7 AssetsNonCurrent 0 1,504,500 156,913,626 6,130,000,000 18,713,000,000 0001179929 0001171662 0000060086
8 remainder_Assets -41,768,000 7,103,500 539,917,455 9,741,500,000 56,313,000,000 0001681206 0001127703 0000005272
9 LiabilityForClaimsAndClaimsAdjustmentExpense 0 0 1,922,124,757 38,582,000,000 128,840,000,000 0000720858 0000064996 0000005272
10 PolicyholderContractDeposits 0 0 0 7,891,000,000 248,569,000,000 0000009346 0000101199 0000005272
11 LiabilitiesCurrent 0 0 0 7,099,000,000 61,782,000,000 0000004977 0000005272 0000731766
12 UnearnedPremiums 0 0 486,352,594 13,865,900,000 18,269,000,000 0000049071 0001598665 0000005272
13 ReinsurancePayable 0 0 532 1,008,550,000 6,184,000,000 0000004977 0001156039 0000896159
14 LongTermDebt 0 0 0 16,383,000,000 46,952,000,000 0000004977 0000100716 0000731766
15 remainder_Liabilities -18,697,000,000 -821,538,000 461,363,839 14,175,505,500 47,884,000,000 0000731766 0000230557 0001042046
16 PolicyholderBenefitsAndClaims 0 0 453,470,230 28,144,750,000 156,440,000,000 0000021175 0001601669 0000731766
17 SellingGeneralAndAdministrativeExpense 0 0 170,991,020 7,959,000,000 111,721,000,000 0000074260 0001620459 0001739940
18 DeferredPolicyAcquisitionCostAmortizationExpense 0 0 0 2,322,600,000 6,153,000,000 0000009346 0000720858 0000896159
19 remainder_Expenses -738,000 2,017,948 366,148,380 5,996,500,000 14,724,000,000 0001591890 0001371285 0001179929
20 PremiumsEarned 0 0 1,031,379,888 33,741,200,000 189,699,000,000 0000049071 0000876437 0000731766
21 InvestmentIncome -2,129,772,000 0 68,870,189 2,350,500,000 14,619,000,000 0000881453 0000084246 0000005272
22 InsuranceCommissionsAndFees 0 0 0 696,840,000 3,015,000,000 0000004977 0000009346 0000005272
23 remainder_Revenues -450,700,000 -5,123,500 128,263,770 22,725,622,000 112,462,000,000 0000074260 0001601669 0001739940
24 remainder_NetIncome -1,507,000,000 -21,196,000 0 17,980,000 520,000,000 0001739940 0000009346 0000049071
25 remainder_ComprehensiveNetIncome -488,000,000 -3,719,500 46,990,468 1,731,500,000 5,574,000,000 0001156039 0001620459 0000005272
  yvar min 5% median 95% max min_company median_company max_company
0 Assets 9,495,000 199,063,000 6,416,412,400 154,271,000,000 525,064,000,000 0001584831 0001744894 0000005272
1 Liabilities 539,000 97,833,100 4,247,939,232 111,061,000,000 457,637,000,000 0001591890 0001620459 0000005272
2 Expenses 1,131,000 103,440,500 1,701,256,286 54,163,000,000 227,916,000,000 0001584831 0001363829 0000731766
3 Revenues 981,000 104,647,000 1,721,639,356 57,317,000,000 242,155,000,000 0001584831 0001744894 0000731766
4 StockholdersEquity -8,461,000 58,997,662 1,866,459,400 38,553,500,000 67,427,000,000 0001539894 0001744894 0000005272
5 NetIncome -2,436,500,000 -33,013,000 191,704,839 4,650,500,000 14,239,000,000 0000944695 0000084246 0000731766
6 ComprehensiveNetIncome -2,168,900,000 -32,358,500 259,111,767 7,100,000,000 14,421,000,000 0000944695 0000084246 0000731766
7 BaseVar 10,703,545 731,564,632 17,758,214,263 424,206,582,500 1,226,741,165,000 0001584831 0001171662 0000731766
8 EconomicCapitalRatio -0.721 0.0447 0.469 1.56 2.12 0000944695 0000891166 0001448893

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 Investments -0.752 -0.386 0.00711 0.250 0.368 0001539894 0000101199 0000004977
1 SeparateAccountAssets -0.0556 -0.0415 -0.0139 0.0109 0.537 0001539894 0001127703 0000881453
2 PremiumsReceivable -0.101 -0.0584 0.00492 0.0490 0.138 0001371285 0000876437 0001539894
3 DeferredPolicyAcquisitionCosts -0.0533 -0.0307 -0.000811 0.0148 0.0877 0001539894 0001669162 0001267238
4 ReinsuranceRecoverables -0.111 -0.0723 -0.0179 0.166 0.245 0001539894 0001363829 0001091748
5 IntangibleAssets -0.0428 -0.0294 -0.00888 0.0584 0.352 0001179929 0001761312 0001739940
6 AssetsCurrent -0.302 -0.0743 -0.0234 0.129 0.655 0001591890 0000011544 0001584831
7 AssetsNonCurrent -0.0541 -0.0241 -0.00409 0.0237 0.141 0001179929 0000914748 0000060086
8 remainder_Assets -0.401 -0.171 -0.0305 0.239 0.678 0001591890 0001472787 0001744894
9 LiabilityForClaimsAndClaimsAdjustmentExpense -0.613 -0.342 -0.0103 0.784 1.12 0000004977 0001502292 0000049071
10 PolicyholderContractDeposits -0.735 -0.0807 0.0409 0.155 0.264 0000881453 0001069996 0000049071
11 LiabilitiesCurrent -0.765 -0.499 0.00819 0.0233 0.0333 0001179929 0001634038 0000094344
12 UnearnedPremiums -0.408 -0.165 -0.000986 0.390 0.618 0001761312 0001095073 0000049071
13 ReinsurancePayable -0.245 -0.0620 0.0145 0.0773 0.133 0001620459 0000060086 0000049071
14 LongTermDebt -0.275 -0.140 0.0209 0.0539 0.103 0000731766 0001214816 0000720858
15 remainder_Liabilities -0.813 -0.485 0.0512 0.526 0.851 0001363829 0000009346 0000049071
16 PolicyholderBenefitsAndClaims -7.13 -2.06 -0.0416 1.37 3.70 0000049071 0001400810 0001179929
17 SellingGeneralAndAdministrativeExpense -5.47 -2.34 0.125 0.435 0.943 0000094344 0000100716 0001171662
18 DeferredPolicyAcquisitionCostAmortizationExpense -0.504 -0.386 0.0720 0.298 0.488 0001761312 0001379041 0001179929
19 remainder_Expenses -9.60 -1.08 0.158 0.893 1.76 0001179929 0000005272 0000049071
20 PremiumsEarned -6.24 -2.26 0.113 2.61 6.52 0000049071 0000874766 0001179929
21 InvestmentIncome -0.615 -0.338 -0.00937 0.132 0.727 0001179929 0000775368 0001591890
22 InsuranceCommissionsAndFees -0.112 -0.0683 -0.0195 0.0634 1.48 0001179929 0000084246 0001331875
23 remainder_Revenues -1.35 -0.896 -0.226 3.02 11.2 0001179929 0000775368 0000049071
24 remainder_NetIncome -0.292 -0.0257 0.00990 0.0337 0.158 0001591890 0000100716 0000049071
25 remainder_ComprehensiveNetIncome -0.344 -0.231 -0.0100 0.107 0.149 0001179929 0001069996 0001591890
  yvar min 5% median 95% max min_company median_company max_company
0 Assets -0.758 -0.457 -0.0111 0.250 0.499 0001539894 0000874766 0000881453
1 Liabilities -0.639 -0.473 -0.000992 1.05 1.51 0000881453 0001095073 0000049071
2 Expenses -4.69 -2.45 -0.00575 0.481 0.762 0001179929 0001634038 0001591890
3 Revenues -0.665 -0.430 0.0109 2.37 4.45 0000881453 0001095073 0001179929
4 StockholdersEquity -1.29 -0.597 -0.0738 0.443 1.18 0001179929 0001224608 0001591890
5 NetIncome -1.23 -0.357 -0.0241 0.462 0.944 0000944695 0001601669 0001448893
6 ComprehensiveNetIncome -1.21 -0.577 -0.0282 0.390 1.05 0000944695 0000011544 0001448893
7 BaseVar nan nan nan nan nan 0000004977 0001069996 0000004977
8 EconomicCapitalRatio -1.26 -0.489 -0.0649 1.03 1.58 0000944695 0000891166 0001448893

2020

Logs

warning 20 × Similarly named company. Duplicate? None
warning 4 × Large missing amount for aggregate "Revenues" added to remainder. industry.us_generic
warning 3 × Large missing amount for aggregate "Expenses" added to remainder. industry.us_generic
warning 3 × Large missing amount for aggregate "Assets" added to remainder. industry.us_generic
warning 2 × NetIncome node detected by IncomeLoss name heuristic input.sec.calculation_linkbase.edgar_model_mapping
warning 2 × Negative minimum value check_abs_values
{'var_name': 'PremiumsEarned', 'min_value': -17156000}
{'var_name': 'InvestmentIncome', 'min_value': -4681679000}
warning 2 × Large missing amount for aggregate "Liabilities" added to remainder. industry.us_generic
warning 1 × Ignoring company because Expenses is zero pre-agg

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 Investments 0 0 2,460,479,507 85,895,100,000 360,668,000,000 0000049071 0001601669 0000005272
1 SeparateAccountAssets 0 0 0 2,959,309,550 100,290,000,000 0000004977 0000731766 0000005272
2 PremiumsReceivable 0 0 105,132,879 7,878,665,000 11,333,000,000 0000049071 0001801754 0000005272
3 DeferredPolicyAcquisitionCosts 0 0 56,472,959 4,805,300,000 10,441,000,000 0000049071 0000800457 0000004977
4 ReinsuranceRecoverables 0 0 35,449,314 6,225,529,250 18,361,000,000 0000004977 0001127703 0000896159
5 IntangibleAssets 0 0 917,329 27,648,400,000 82,193,000,000 0000004977 0000819913 0000731766
6 AssetsCurrent 0 0 87,931,754 23,430,200,000 53,718,000,000 0000005272 0000101199 0000731766
7 AssetsNonCurrent 0 11,050 84,091,464 5,107,000,000 13,520,000,000 0000776867 0001401521 0000060086
8 remainder_Assets -7,037,000,000 850,000 508,930,706 11,597,300,000 799,995,000,000 0001071739 0001127703 0001067983
9 LiabilityForClaimsAndClaimsAdjustmentExpense 0 0 1,590,707,237 57,371,450,000 128,817,000,000 0000720858 0001634038 0000005272
10 PolicyholderContractDeposits 0 0 0 10,806,650,000 264,089,000,000 0000009346 0000064996 0000005272
11 LiabilitiesCurrent 0 0 0 14,622,650,000 72,420,000,000 0000004977 0000074260 0000731766
12 UnearnedPremiums 0 0 310,120,136 15,331,050,000 18,660,000,000 0000049071 0000819913 0000005272
13 ReinsurancePayable 0 0 231,286 953,392,650 43,060,000,000 0000004977 0001681903 0000005272
14 LongTermDebt 0 0 0 19,864,800,000 50,963,000,000 0000004977 0000720858 0000731766
15 remainder_Liabilities -18,505,000,000 -3,321,800,000 379,491,456 17,922,150,000 342,539,000,000 0000731766 0001412100 0001067983
16 PolicyholderBenefitsAndClaims 0 0 426,879,259 37,047,700,000 159,396,000,000 0000021175 0001601669 0000731766
17 SellingGeneralAndAdministrativeExpense 0 0 135,447,323 10,519,700,000 117,556,000,000 0000074260 0000101199 0001739940
18 DeferredPolicyAcquisitionCostAmortizationExpense 0 0 0 3,413,870,000 6,547,000,000 0000009346 0000049071 0000896159
19 remainder_Expenses -377,000,000 1,066,505 321,513,996 9,643,850,000 243,729,000,000 0000004977 0000086312 0001067983
20 PremiumsEarned -17,156,000 0 768,412,196 78,628,100,000 201,478,000,000 0001591890 0001172052 0000731766
21 InvestmentIncome -4,681,679,000 0 19,513,752 2,146,550,000 13,631,000,000 0000881453 0000891166 0000005272
22 InsuranceCommissionsAndFees 0 0 0 219,738,550 3,092,000,000 0000004977 0000021175 0001331875
23 remainder_Revenues -1,335,000,000 -35,395,000 37,599,280 9,131,200,000 116,530,000,000 0000005272 0001171662 0001739940
24 remainder_NetIncome -117,000,000 -10,036,000 0 55,421,050 41,472,000,000 0001179929 0000080661 0001067983
25 remainder_ComprehensiveNetIncome -602,000,000 -1,469,350 49,406,160 1,326,800,000 8,414,000,000 0000731766 0001379041 0000005272
  yvar min 5% median 95% max min_company median_company max_company
0 Assets 9,083,000 176,133,494 4,949,019,874 168,939,200,000 873,729,000,000 0001584831 0001620459 0001067983
1 Liabilities 512,000 109,046,415 2,756,867,344 127,437,450,000 519,282,000,000 0001591890 0000084246 0000005272
2 Expenses 1,126,000 53,891,727 1,052,189,085 110,873,250,000 243,729,000,000 0001584831 0000891166 0001067983
3 Revenues -2,225,424,000 29,107,994 1,190,065,034 112,727,800,000 257,141,000,000 0000881453 0000876437 0000731766
4 StockholdersEquity -105,118,000 34,906,966 1,679,413,406 51,744,250,000 451,336,000,000 0001818383 0000850141 0001067983
5 NetIncome -5,829,000,000 -502,200,000 89,612,095 5,595,290,000 43,253,000,000 0000005272 0001801754 0001067983
6 ComprehensiveNetIncome -2,263,300,000 -159,136,750 133,225,797 6,387,615,000 43,521,000,000 0000944695 0001576018 0001067983
7 BaseVar 10,782,290 392,618,396 9,406,650,664 647,068,101,250 1,871,967,595,000 0001584831 0000874977 0001067983
8 EconomicCapitalRatio -4.52 -0.568 0.360 1.08 2.04 0001591890 0000874977 0000776867

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 Investments -1.97 -0.478 0.0243 0.224 0.443 0001591890 0001620459 0000004977
1 SeparateAccountAssets -0.117 -0.0410 -0.0123 0.0136 0.507 0001591890 0001214816 0000881453
2 PremiumsReceivable -0.242 -0.0594 0.00182 0.0492 0.142 0001591890 0000021175 0001385613
3 DeferredPolicyAcquisitionCosts -0.118 -0.0342 -0.00132 0.0181 0.106 0001591890 0001214816 0001267238
4 ReinsuranceRecoverables -0.354 -0.120 -0.0215 0.178 0.430 0001591890 0001681206 0001069996
5 IntangibleAssets -0.136 -0.0333 -0.00884 0.0697 0.301 0001591890 0001127703 0001739940
6 AssetsCurrent -0.112 -0.0570 -0.0181 0.303 2.23 0001171662 0000020286 0001591890
7 AssetsNonCurrent -0.107 -0.0374 -0.00319 0.0185 0.144 0001818383 0000881453 0001539894
8 remainder_Assets -0.398 -0.232 -0.0536 0.603 5.17 0001818383 0001095073 0001591890
9 LiabilityForClaimsAndClaimsAdjustmentExpense -0.717 -0.349 0.000906 0.756 1.09 0001591890 0000944695 0000049071
10 PolicyholderContractDeposits -0.733 -0.138 0.0428 0.174 0.274 0001331875 0000084246 0000049071
11 LiabilitiesCurrent -0.710 -0.492 0.00900 0.0215 0.0474 0001179929 0000009346 0000720858
12 UnearnedPremiums -0.293 -0.192 0.000806 0.377 0.572 0001267238 0000021175 0000049071
13 ReinsurancePayable -0.202 -0.0630 0.0158 0.0955 0.153 0001801754 0000021175 0000049071
14 LongTermDebt -0.506 -0.193 0.0199 0.0596 0.130 0001818383 0001214816 0000720858
15 remainder_Liabilities -0.904 -0.429 0.0457 0.552 0.890 0001363829 0001214816 0000049071
16 PolicyholderBenefitsAndClaims -6.72 -2.61 -0.0550 1.53 2.88 0000049071 0000084246 0001179929
17 SellingGeneralAndAdministrativeExpense -5.08 -1.19 0.111 0.470 0.928 0000094344 0001127703 0001171662
18 DeferredPolicyAcquisitionCostAmortizationExpense -0.488 -0.357 0.0682 0.301 0.445 0001681903 0001331875 0000049071
19 remainder_Expenses -7.45 -1.34 0.164 0.968 1.89 0001818383 0001412100 0000049071
20 PremiumsEarned -6.17 -1.87 0.168 3.80 6.45 0001591890 0000020286 0000049071
21 InvestmentIncome -4.55 -0.0954 0.0416 0.131 0.298 0001591890 0001267238 0000020286
22 InsuranceCommissionsAndFees -0.0707 -0.0479 -0.0126 0.0617 0.297 0000049071 0000776867 0001331875
23 remainder_Revenues -1.55 -0.993 -0.250 3.32 8.98 0001818383 0001598665 0001179929
24 remainder_NetIncome -0.195 -0.0166 -0.00342 0.0216 0.291 0001818383 0001214816 0001067983
25 remainder_ComprehensiveNetIncome -0.204 -0.167 -0.00103 0.0628 0.0868 0001171662 0001494904 0001224608
  yvar min 5% median 95% max min_company median_company max_company
0 Assets -1.03 -0.460 -0.0104 0.320 0.476 0001818383 0001634038 0000881453
1 Liabilities -1.19 -0.476 0.0166 1.06 1.49 0001591890 0000899051 0000049071
2 Expenses -4.38 -2.70 -0.00751 0.502 0.882 0000049071 0000914748 0001591890
3 Revenues -6.77 -0.473 0.0461 2.94 4.90 0001591890 0000874766 0000049071
4 StockholdersEquity -1.47 -0.640 -0.0596 0.479 0.938 0001818383 0000850141 0001591890
5 NetIncome -5.90 -0.893 0.0894 0.500 1.04 0001591890 0001601669 0000776867
6 ComprehensiveNetIncome -5.97 -0.882 0.0729 0.442 1.08 0001591890 0000021175 0000776867
7 BaseVar nan nan nan nan nan 0000004977 0001071739 0000004977
8 EconomicCapitalRatio -4.87 -0.915 0.0131 0.736 1.70 0001591890 0000874977 0000776867

2021

Logs

error 1 × Negative Expenses, ignoring company. pre-agg
warning 20 × Similarly named company. Duplicate? None
warning 2 × NetIncome node detected by IncomeLoss name heuristic input.sec.calculation_linkbase.edgar_model_mapping
warning 2 × Large missing amount for aggregate "Revenues" added to remainder. industry.us_generic
warning 2 × Large missing amount for aggregate "Liabilities" added to remainder. industry.us_generic
warning 2 × Large missing amount for aggregate "Assets" added to remainder. industry.us_generic
warning 1 × No LiabilitiesAndStockholdersEquity node found input.sec.calculation_linkbase.edgar_model_mapping
warning 1 × Negative minimum value check_abs_values
{'var_name': 'PolicyholderBenefitsAndClaims', 'min_value': -219983000}
warning 1 × Large missing amount for aggregate "Expenses" added to remainder. industry.us_generic
warning 1 × Ignoring company because Liabilities is zero pre-agg

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 Investments 0 0 2,437,783,862 92,757,725,000 359,292,000,000 0000049071 0001379041 0000005272
1 SeparateAccountAssets 0 0 0 4,665,000,000 182,345,400,000 0000004977 0000800457 0001126328
2 PremiumsReceivable 0 0 89,336,068 8,622,875,000 12,409,000,000 0000049071 0000819913 0000005272
3 DeferredPolicyAcquisitionCosts 0 0 58,326,838 4,919,750,000 10,514,000,000 0000049071 0001127703 0000005272
4 ReinsuranceRecoverables 0 0 25,476,380 6,536,722,500 20,394,000,000 0000004977 0001400810 0000896159
5 IntangibleAssets 0 0 17,701,185 22,399,750,000 85,839,000,000 0000004977 0001494904 0000731766
6 AssetsCurrent 0 0 140,402,720 25,794,000,000 61,758,000,000 0000005272 0001127703 0000731766
7 AssetsNonCurrent 0 6,750 131,753,708 4,695,500,000 14,351,000,000 0000776867 0000094344 0000005272
8 remainder_Assets -7,389,000,000 798,063 521,903,970 9,835,987,250 90,435,000,000 0001071739 0000860748 0000005272
9 LiabilityForClaimsAndClaimsAdjustmentExpense 0 0 1,502,005,690 47,187,825,000 138,976,000,000 0000776867 0000101199 0000005272
10 PolicyholderContractDeposits 0 0 0 19,151,450,000 269,273,000,000 0000021175 0000049071 0000005272
11 LiabilitiesCurrent 0 0 0 17,939,500,000 78,292,000,000 0000004977 0000775368 0000731766
12 UnearnedPremiums 0 0 310,721,995 17,007,675,000 19,844,000,000 0000049071 0001494904 0000899051
13 ReinsurancePayable 0 0 4,642,342 1,606,439,750 40,771,000,000 0000004977 0001502292 0000005272
14 LongTermDebt 0 0 0 23,175,250,000 54,170,000,000 0000004977 0000819913 0000731766
15 remainder_Liabilities -21,218,000,000 -4,430,250,000 487,932,795 13,711,900,000 28,704,000,000 0000731766 0001620459 0000005272
16 PolicyholderBenefitsAndClaims -219,983,000 0 350,076,738 42,520,450,000 186,911,000,000 0000881453 0001385613 0000731766
17 SellingGeneralAndAdministrativeExpense 0 0 217,656,412 17,753,250,000 130,583,000,000 0000074260 0001379041 0001739940
18 DeferredPolicyAcquisitionCostAmortizationExpense 0 0 0 3,927,850,000 6,918,000,000 0000020286 0000101199 0000896159
19 remainder_Expenses -30,000,000 827,077 368,688,048 5,779,189,000 11,678,000,000 0001363829 0000896159 0001071739
20 PremiumsEarned 0 0 825,003,059 53,232,025,000 226,233,000,000 0000850141 0001448893 0000731766
21 InvestmentIncome 0 0 19,569,848 3,424,250,000 14,612,000,000 0000021175 0001224608 0000005272
22 InsuranceCommissionsAndFees 0 0 0 50,837,000 4,795,000,000 0000004977 0001095073 0001331875
23 remainder_Revenues -299,111,000 167,500 56,969,325 8,649,250,000 131,375,000,000 0000881453 0001127703 0001739940
24 remainder_NetIncome -3,593,000,000 -17,955,000 0 347,769,750 914,000,000 0000899051 0000074260 0001042046
25 remainder_ComprehensiveNetIncome -6,260,000,000 -2,039,000,000 -53,191,158 0 48,600,000 0000005272 0001620459 0000776867
  yvar min 5% median 95% max min_company median_company max_company
0 Assets 6,527,089 267,353,492 6,486,331,962 168,170,000,000 596,112,000,000 0001065201 0000064996 0000005272
1 Liabilities 1,038,000 204,111,014 3,440,327,418 127,148,500,000 527,200,000,000 0001584831 0000890926 0000005272
2 Expenses 1,569,000 74,192,474 1,172,112,778 91,880,250,000 269,865,000,000 0001584831 0000850141 0000731766
3 Revenues 4,838,000 83,760,169 1,193,205,792 93,793,500,000 287,597,000,000 0001539894 0001393726 0000731766
4 StockholdersEquity -61,566,000 16,176,750 1,708,864,548 38,892,000,000 76,479,000,000 0001818383 0001091748 0000731766
5 NetIncome -571,426,000 -261,450,000 143,471,930 5,585,000,000 17,732,000,000 0001568651 0001127703 0000731766
6 ComprehensiveNetIncome -1,047,000,000 -357,725,000 76,817,858 4,082,750,000 15,715,000,000 0000899051 0001127703 0000731766
7 BaseVar 36,758,425 724,104,854 10,797,546,902 661,053,146,250 1,463,565,595,000 0001584831 0001127703 0000731766
8 EconomicCapitalRatio -1.98 -0.782 0.270 0.938 5.46 0001788882 0001331875 0001584831

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 Investments -1.71 -0.849 0.00984 0.342 1.27 0001832466 0001096343 0001584831
1 SeparateAccountAssets -0.268 -0.0999 -0.0221 0.121 0.572 0001832466 0001072627 0001126328
2 PremiumsReceivable -0.344 -0.118 -0.00351 0.0921 0.178 0001832466 0000876437 0001539894
3 DeferredPolicyAcquisitionCosts -0.177 -0.0645 -0.00166 0.0275 0.177 0001832466 0000876437 0001267238
4 ReinsuranceRecoverables -0.577 -0.201 -0.0295 0.293 0.651 0001832466 0000101199 0001069996
5 IntangibleAssets -0.273 -0.0788 -0.0125 0.134 0.404 0001832466 0000899051 0001072627
6 AssetsCurrent -0.520 -0.0725 -0.0216 0.812 1.38 0001584831 0001472787 0001832466
7 AssetsNonCurrent -0.186 -0.0512 -0.00536 0.0358 0.193 0001832466 0001224608 0001072627
8 remainder_Assets -6.22 -0.296 -0.0459 0.187 1.79 0001584831 0001472787 0000776867
9 LiabilityForClaimsAndClaimsAdjustmentExpense -0.576 -0.362 0.00797 0.708 1.45 0000004977 0001126328 0001584831
10 PolicyholderContractDeposits -0.952 -0.361 0.0620 0.240 0.377 0000881453 0000084246 0001584831
11 LiabilitiesCurrent -0.707 -0.433 0.0130 0.0277 0.0943 0001179929 0001331875 0001584831
12 UnearnedPremiums -0.492 -0.187 -0.00884 0.371 0.494 0001267238 0001832466 0001584831
13 ReinsurancePayable -0.152 -0.0458 0.0157 0.108 0.163 0001801754 0001072627 0001584831
14 LongTermDebt -0.301 -0.184 0.0151 0.0571 0.192 0001818383 0001069996 0001584831
15 remainder_Liabilities -0.975 -0.391 0.0532 0.590 0.715 0001072627 0001214816 0000049071
16 PolicyholderBenefitsAndClaims -6.25 -2.13 0.0755 1.66 2.92 0000049071 0000850141 0001832466
17 SellingGeneralAndAdministrativeExpense -9.16 -2.18 0.144 0.436 1.20 0001179929 0001127703 0001065201
18 DeferredPolicyAcquisitionCostAmortizationExpense -1.11 -0.407 0.0665 0.319 0.418 0001065201 0001691421 0001832466
19 remainder_Expenses -7.68 -2.98 0.144 1.24 1.98 0001832466 0001126328 0000049071
20 PremiumsEarned -4.15 -1.37 0.0850 4.18 5.76 0001371285 0001401521 0001179929
21 InvestmentIncome -0.461 -0.351 -0.0350 0.113 0.582 0001832466 0001801754 0000881453
22 InsuranceCommissionsAndFees -0.126 -0.0963 -0.0235 0.0352 0.753 0001832466 0001761312 0001072627
23 remainder_Revenues -1.62 -1.02 -0.206 2.97 6.98 0001832466 0000819913 0001371285
24 remainder_NetIncome -0.196 -0.0820 -0.00337 0.0455 0.156 0000899051 0001761312 0001042046
25 remainder_ComprehensiveNetIncome -0.388 -0.0752 0.0107 0.201 0.284 0001065201 0001681206 0001832466
  yvar min 5% median 95% max min_company median_company max_company
0 Assets -1.99 -0.771 -0.00996 0.431 0.635 0001832466 0000914748 0001691421
1 Liabilities -0.592 -0.488 0.00957 1.07 2.52 0001126328 0000776867 0001584831
2 Expenses -5.30 -3.13 0.0178 0.587 1.51 0001832466 0000914748 0001584831
3 Revenues -0.911 -0.562 0.0576 2.88 4.03 0001828105 0001095073 0001179929
4 StockholdersEquity -1.08 -0.646 -0.0403 0.384 0.887 0001818383 0000850141 0001584831
5 NetIncome -2.53 -1.34 0.0170 0.472 4.14 0001788882 0001412100 0001584831
6 ComprehensiveNetIncome -2.48 -1.23 0.0317 0.491 4.18 0001788882 0000944695 0001584831
7 BaseVar nan nan nan nan nan 0000004977 0001096343 0000004977
8 EconomicCapitalRatio -2.24 -1.04 0.00884 0.677 5.20 0001788882 0001331875 0001584831

2022

Logs

error 1 × Negative Expenses, ignoring company. pre-agg
error 1 × Median ECR is negative check_abs_values
{'median': -0.029331783987918324}
error 1 × IME and Company effects mismatched for Policyholder Benefits and Claims. IME Effects: 54.0, Company Effect: 53.9 subcommand.report
error 1 × IME and Company effects mismatched for Economic Capital Ratio. IME Effects: 0.0, Company Effect: 0.00481 subcommand.report
warning 21 × Similarly named company. Duplicate? None
warning 4 × Large missing amount for aggregate "Revenues" added to remainder. industry.us_generic
warning 3 × Large missing amount for aggregate "Liabilities" added to remainder. industry.us_generic
warning 3 × Large missing amount for aggregate "Assets" added to remainder. industry.us_generic
warning 2 × NetIncome node detected by IncomeLoss name heuristic input.sec.calculation_linkbase.edgar_model_mapping
warning 2 × Negative minimum value check_abs_values
{'var_name': 'PolicyholderBenefitsAndClaims', 'min_value': -338239000}
{'var_name': 'InvestmentIncome', 'min_value': -965000000}
warning 1 × Too many companies have an ECR < -100% check_abs_values
{'quantile_095_val': -1.0114843917469416}
warning 1 × Large missing amount for aggregate "Expenses" added to remainder. industry.us_generic
warning 1 × Ignoring company because Liabilities is zero pre-agg

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 Investments 0 0 2,925,686,057 85,576,355,000 309,150,000,000 0000049071 0000084246 0000005272
1 SeparateAccountAssets 0 0 0 1,557,105,000 155,375,100,000 0000004977 0000776867 0001126328
2 PremiumsReceivable 0 0 139,170,122 9,603,165,000 13,272,000,000 0000049071 0000814585 0001071739
3 DeferredPolicyAcquisitionCosts 0 0 60,282,925 5,547,500,000 15,518,000,000 0000049071 0001669162 0000005272
4 ReinsuranceRecoverables 0 0 28,791,369 8,616,303,150 22,041,000,000 0000004977 0001127703 0000896159
5 IntangibleAssets 0 0 47,951,554 23,126,250,000 107,753,000,000 0000004977 0001598665 0000731766
6 AssetsCurrent 0 0 61,687,256 27,560,950,000 69,069,000,000 0000005272 0001072627 0000731766
7 AssetsNonCurrent 0 0 139,378,772 8,024,600,000 13,968,000,000 0000776867 0000876437 0000060086
8 remainder_Assets -9,369,000,000 1,015,759 715,529,971 12,525,050,000 91,156,000,000 0001071739 0001127703 0000005272
9 LiabilityForClaimsAndClaimsAdjustmentExpense 0 0 1,953,919,463 49,695,835,000 134,390,000,000 0000776867 0001379041 0000005272
10 PolicyholderContractDeposits 0 0 0 9,932,050,000 247,653,000,000 0000021175 0000731766 0000005272
11 LiabilitiesCurrent 0 0 0 21,128,100,000 89,237,000,000 0000004977 0000020286 0000731766
12 UnearnedPremiums 0 0 340,413,140 18,274,300,000 22,311,000,000 0000049071 0001828105 0000899051
13 ReinsurancePayable 0 0 0 2,290,497,350 30,383,000,000 0000004977 0000860748 0000005272
14 LongTermDebt 0 0 0 17,605,200,000 67,352,000,000 0000004977 0000101199 0000731766
15 remainder_Liabilities -26,287,000,000 -5,395,850,000 696,829,975 12,461,080,000 53,635,000,000 0000731766 0000876437 0000005272
16 PolicyholderBenefitsAndClaims -338,239,000 0 424,944,965 51,271,255,000 210,842,000,000 0000890926 0001669162 0000731766
17 SellingGeneralAndAdministrativeExpense 0 0 250,141,972 22,444,050,000 138,020,000,000 0000074260 0001379041 0001739940
18 DeferredPolicyAcquisitionCostAmortizationExpense 0 0 0 4,285,550,000 7,392,000,000 0000020286 0000084246 0000896159
19 remainder_Expenses -140,811,000 1,427,900 503,471,930 7,766,390,000 14,504,000,000 0000064996 0000850141 0001071739
20 PremiumsEarned 0 0 1,053,484,469 62,705,980,000 257,157,000,000 0000814585 0000776867 0000731766
21 InvestmentIncome -965,000,000 -88,250,000 12,726,282 2,373,750,000 20,758,000,000 0000896159 0000819913 0000005272
22 InsuranceCommissionsAndFees 0 0 0 67,207,200 4,324,000,000 0000004977 0000005513 0001331875
23 remainder_Revenues -1,039,000,000 -404,270,000 19,476,091 8,582,775,000 139,446,000,000 0000914748 0000033992 0001739940
24 remainder_NetIncome -110,000,000 -9,525,200 0 68,663,700 1,309,000,000 0001179929 0001042046 0001071739
25 remainder_ComprehensiveNetIncome -31,818,000,000 -8,441,305,000 -238,621,365 0 75,200,000 0000005272 0001379041 0000776867
  yvar min 5% median 95% max min_company median_company max_company
0 Assets 4,082,455 184,433,787 6,366,183,384 163,256,200,000 526,634,000,000 0001065201 0000064996 0000005272
1 Liabilities 1,627,000 212,609,698 3,947,103,133 122,635,200,000 484,399,000,000 0001584831 0000814585 0000005272
2 Expenses 2,596,000 78,379,675 1,479,897,306 109,280,350,000 303,523,000,000 0001584831 0001832466 0000731766
3 Revenues 0 65,638,095 1,568,001,481 110,956,950,000 324,162,000,000 0001591890 0000084246 0000731766
4 StockholdersEquity -876,000,000 10,350,328 1,385,755,406 38,438,350,000 86,347,000,000 0000814585 0001224608 0000731766
5 NetIncome -1,364,000,000 -475,577,900 15,048,248 5,560,100,000 20,639,000,000 0000899051 0001072627 0000731766
6 ComprehensiveNetIncome -20,543,000,000 -4,496,350,000 -138,053,790 1,292,300,000 17,111,000,000 0000005272 0000101199 0000731766
7 BaseVar 17,163,645 693,013,254 13,711,949,378 756,627,390,000 1,657,477,465,000 0001584831 0000094344 0000731766
8 EconomicCapitalRatio -3.97 -1.01 -0.0293 0.698 1.42 0001722438 0000101199 0001448893

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 Investments -2.22 -0.954 0.0109 0.389 0.658 0001722438 0001761312 0000004977
1 SeparateAccountAssets -0.213 -0.0709 -0.0160 0.00380 0.519 0001722438 0001267238 0001126328
2 PremiumsReceivable -0.453 -0.150 -0.00585 0.0603 0.202 0001722438 0000005272 0001385613
3 DeferredPolicyAcquisitionCosts -0.244 -0.0810 -0.00232 0.0396 0.231 0001722438 0000876437 0001267238
4 ReinsuranceRecoverables -0.861 -0.287 -0.0406 0.311 0.823 0001722438 0001412100 0001401521
5 IntangibleAssets -0.206 -0.0532 -0.0124 0.166 0.381 0001832466 0001412100 0001818383
6 AssetsCurrent -0.0875 -0.0718 -0.0172 0.794 1.61 0000064996 0001214816 0001065201
7 AssetsNonCurrent -0.270 -0.0599 -0.00643 0.0370 0.248 0001818383 0001224608 0001065201
8 remainder_Assets -1.25 -0.426 -0.0770 0.547 3.38 0001722438 0001669162 0001584831
9 LiabilityForClaimsAndClaimsAdjustmentExpense -1.02 -0.325 -0.0163 0.710 0.877 0001722438 0000860748 0001179929
10 PolicyholderContractDeposits -0.676 -0.238 0.0372 0.171 0.259 0001126328 0001096343 0001179929
11 LiabilitiesCurrent -0.673 -0.470 0.0111 0.0209 0.0696 0001179929 0000896159 0001818383
12 UnearnedPremiums -0.493 -0.155 -0.00873 0.340 0.476 0001267238 0000021175 0001179929
13 ReinsurancePayable -0.123 -0.0468 0.0133 0.0922 0.139 0001722438 0001761312 0001179929
14 LongTermDebt -0.237 -0.137 0.00871 0.0461 0.209 0000731766 0001401521 0001818383
15 remainder_Liabilities -1.11 -0.394 0.0412 0.551 0.730 0001072627 0001214816 0001179929
16 PolicyholderBenefitsAndClaims -7.05 -2.65 0.0739 1.98 3.14 0000049071 0000850141 0001832466
17 SellingGeneralAndAdministrativeExpense -10.5 -2.63 0.143 0.471 0.947 0001179929 0000899051 0001371285
18 DeferredPolicyAcquisitionCostAmortizationExpense -0.610 -0.327 0.0674 0.373 0.454 0001681903 0001042046 0001832466
19 remainder_Expenses -8.96 -2.59 0.210 1.48 2.49 0001818383 0001095073 0000049071
20 PremiumsEarned -4.08 -1.78 0.126 4.44 6.77 0001371285 0001598665 0001179929
21 InvestmentIncome -0.488 -0.287 -0.0301 0.108 0.681 0000064996 0001412100 0000084246
22 InsuranceCommissionsAndFees -0.160 -0.131 -0.0276 0.0292 1.53 0001832466 0000914748 0001072627
23 remainder_Revenues -1.24 -0.738 -0.194 2.59 7.24 0001832466 0001598665 0001371285
24 remainder_NetIncome -0.390 -0.130 -0.0356 0.0255 2.95 0001832466 0001598665 0001591890
25 remainder_ComprehensiveNetIncome -0.805 -0.348 0.0421 0.849 1.12 0000876437 0001096343 0001832466
  yvar min 5% median 95% max min_company median_company max_company
0 Assets -3.12 -1.00 -0.0107 0.367 1.19 0001722438 0000084246 0001584831
1 Liabilities -1.29 -0.358 -0.0262 0.999 1.21 0001722438 0000086312 0001179929
2 Expenses -5.33 -4.19 -0.00776 0.611 1.24 0001832466 0001072627 0000876437
3 Revenues -2.20 -0.584 0.0567 3.48 5.48 0001591890 0001095073 0001179929
4 StockholdersEquity -1.31 -0.655 -0.0624 0.437 1.00 0001818383 0001091748 0001584831
5 NetIncome -3.93 -1.15 0.0928 0.670 1.34 0001722438 0001224608 0000876437
6 ComprehensiveNetIncome -3.24 -0.942 0.0716 1.16 1.71 0001722438 0001400810 0001179929
7 BaseVar nan nan nan nan nan 0000004977 0001091748 0000004977
8 EconomicCapitalRatio -3.87 -0.915 0.0671 0.794 1.52 0001722438 0000101199 0001448893

Estimates

Parameter Value Min Max
PresentValueFactor 4.61 1.0 15.0
BalanceFactor 0.7 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