Invention Grant
- Patent Title: Earnings at risk method and system
- Patent Title (中): 风险收益方法和制度
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Application No.: US11847089Application Date: 2007-08-29
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Publication No.: US08275637B1Publication Date: 2012-09-25
- Inventor: Anson J. Glacy, Jr. , Ronald C. Davidson , Cynthia S. MacDonald , Alan A. Schecher , Kurt J. Stump
- Applicant: Anson J. Glacy, Jr. , Ronald C. Davidson , Cynthia S. MacDonald , Alan A. Schecher , Kurt J. Stump
- Applicant Address: US IL Northbrook
- Assignee: Allstate Insurance Company
- Current Assignee: Allstate Insurance Company
- Current Assignee Address: US IL Northbrook
- Agency: Banner & Witcoff, Ltd.
- Main IPC: G06Q40/00
- IPC: G06Q40/00

Abstract:
A method and system for determining and optimizing an insurance company's asset-liability risk is disclosed. The method and system comprises determining numerous earnings at risk (EaR) estimates to assess risks associated with asset and liability portfolios. EaR estimates may be determined through modeling of various risk factors. The EaR calculations may be processed through a distributed processing infrastructure to maximize efficiency and cycle time.
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