Delivering deep actuarial insight across LS, longevity analytics, and advanced valuation modelling.
Producing clean, intelligent, and audit-ready actuarial outputs.
With a proven track record in institutional LS valuation.
Built from 15 years of specialist LS actuarial practice.
Independent policy-level and portfolio-level valuation using market-aligned assumptions, advanced mortality calibration, and audit-ready actuarial modelling.
Comprehensive A/E studies, multi-LE blending, provider credibility weighting, and stochastic confidence interval evaluation to optimize pricing inputs and policy selection.
Dynamic premium optimization based on policy mechanics, shadow account rules, risk constraints, and NAV-impact modelling to reduce downside exposure.
Assessment of LE consistency, impairment alignment, mortality curve calibration, and underwriting quality.
Assumption reviews, validation frameworks, stress testing, policy selection guardrails, A/E governance, and actuarial oversight for institutional platforms.
Custom actuarial tools, reporting suites, premium optimization engines, and valuation model automation tailored to fund-specific requirements.
A rigorous, market-aligned actuarial framework combining bottom-up and top-down modelling, experience-driven calibration, and proprietary analytics built for institutional life settlement portfolios.
Approach
Paragon applies a disciplined, market-consistent valuation framework grounded in actuarial best practice, transparent assumptions, and defensible modelling techniques. Every policy is valued using calibrated mortality curves derived from 2015 VBT, adjusted to each insured’s life expectancy profile and underwriting characteristics.
Cashflow Mechanics
Premium projections incorporate guaranteed schedules, shadow account mechanics, and policy-specific structural features, with tail-risk considerations applied where appropriate.
Discount Rate Framework
Discount rates are developed using a hybrid approach that blends bottom-up risk components with top-down calibration informed by institutional booking bases. This includes longevity uncertainty, carrier credit quality, liquidity considerations, operational execution risk, and premium-increase exposure. Sensitivity analysis, probability-of-loss metrics, expiry risk, and portfolio stress tests are included as standard.
Result
The result is a valuation methodology that is rigorously actuarial, fully transparent, and aligned with the expectations of sophisticated institutional investors.
Paragon Longevity Analytics is an independent actuarial consultancy specialising in the valuation, analytics, and risk management of life settlement portfolios and longevity-linked assets. Built on more than 15 years of senior actuarial experience in the U.S. life settlement market and 20 years in the broader life insurance and longevity sector, Paragon delivers disciplined actuarial insight with a focus on transparency, defensibility, and institutional-quality governance.
We apply a market-aligned actuarial framework that combines bottom-up modelling, top-down calibration, experience-driven adjustments, and proprietary analytical tools. Our mission is to help institutional investors, fund managers, and asset allocators make better decisions through rigorous modelling, consistent methodology, and risk-aware portfolio analytics.
Paragon's work is grounded in:
Whether supporting monthly valuations, stress testing, experience studies, portfolio due diligence, or actuarial oversight, Paragon Longevity Analytics offers a uniquely specialised, high-precision service tailored for sophisticated institutional clients.
Sharpening institutional understanding of mortality, valuation methodology, and market-aligned actuarial practice in the life settlement asset class.
Title: Market Dynamics & Longevity Modelling
Subtitle: Insights Coming Soon
Teaser: A deep dive into how longevity, underwriting, and discount-rate structures influence institutional life settlement valuations.
Title: Building a Defensible Actuarial Framework
Subtitle: Insights Coming Soon
Teaser: Exploring best-practice modelling, calibration, and A/E methodologies for institutional portfolios.
Title: Understanding Portfolio Risk & Return
Subtitle: Insights Coming Soon
Teaser: A practical examination of mortality dispersion, policy-level risk factors, and stress-testing techniques in senior-life portfolios.
