Research projects in pension - Pension Risk Management: Derivatives, Fiduciary Duty and Process by Susan Mangiero

This is a discussion of a previously published paper, "Social Security—Adequacy, Equity, and Progressiveness: A Review of Criteria Based on Experience in Canada and the United States."

This is a discussion of a previously published paper, "Hedging and Reserving for Single-Premium Segregated Fund Contracts."

This is a discussion of a previously published paper, "Measuring Foreign Exchange Risk in Insurance Transactions."

This is a discussion of a previously published paper, "Calculating Funding Premiums for Universal Life Insurance."

This is a discussion of a previously published paper, "Pricing Dynamic Investment Fund Protection."

Slides from a session at the Investment Symposium held on March 22–23, 2010 in New York, NY. Discussion focuses on the inflation outlook and investment strategies to consider in an inflationary period, with supporting economic data

A number of models have been proposed for the equity return process for equity-linked guarantees, following the introduction of stochastic modeling requirements by the Canadian Institute of Actuaries and the American Academy of Actuaries. In this paper we present some of the models that have become well known and discuss the use of residuals to test the fit. From NAAJ, October 2006, Volume 10, Number 4.

This paper considers the investment decision facing a defined-contribution pension scheme investor close to retirement. Specifically, it investigates the lifestyle strategy whereby investors automatically switch investment policy in the years before retirement. From NAAJ, April 2000, Volume 4, Number 2.

Summarizes a research paper considering insurer performance during the financial crisis, with actions and circumstances that improved results highlighted.