Cynthia V Macdonald

US Patent:

8275637, Sep 25, 2012

Filed:

Aug 29, 2007

Appl. No.:

11/847089

Inventors:

Ronald C. Davidson - Woodstock IL, US
Cynthia S. MacDonald - Arlington Heights IL, US
Alan A. Schecher - Wheaton IL, US
Kurt J. Stump - Chicago IL, US

Assignee:

Allstate Insurance Company - Northbrook IL

International Classification:

G06Q 40/00

US Classification:

705 4, 703 3, 705 7, 705 26, 705 36 R, 705 38, 705 39

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.