AegisNow demos/Life Value & ALM
The pointRaising lapses cuts benefits and premiums at once, so the reserve moves in a direction you have to compute rather than predict.

Step 1 of 3 — Life Value & ALM

The reserve, projected rather than factored

Decrements first, discounting second — and a lapse shock that fights itself.

Gross-premium reserve — 15-year term, 12,000 policies

projectPolicyLiability — decrements projected, then discounted

PV benefitsPV expensesPV premiumsReserve
123456789101112131415
Death benefitsPremium income

Reserve

$30.81m

vs base

+$0

at 4.2%, base lapse

PV benefits

$46.52m

PV premiums

$19.10m

Lapses cut both ways on a term book

Raise lapses and the reserve falls — fewer policies to pay a death benefit on. But premium income falls too, and on a book where premiums are still funding future claims the second effect fights the first. That is why lapse is a valuation assumption rather than an administrative statistic, and why moving it here moves the answer in a direction you have to look at rather than predict.

Where the survivors go

YearIn forceDeathsLapses
112,000111,319
58,27813496
106,27319281
155,03432150

Stated limit

Deaths are taken before lapses within each year, which is a convention rather than a fact about the world. On a book with this much decrement the ordering is worth a fraction of a percent — small, and the kind of small that is only small because somebody checked.

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