Description: Update on a contest being held by the Investment Section.

Description: This report looks at closed form models or 'exact solutions' in which calculus produces 'simple' formulae. The conclusion is that for Gaussian interest rate models we can solve the problem of an American option provided the option holder behaviour can be described by a force of option exercise which is linear or quadratic in the state variables.

Description: This panel of session 3PD of the Washington Annual Meeting discusses a range of topics which fall under a new professional label of financial engineer, and how this role relates to the role of the actuary. From the Record of the Society of Actuaries, Vol. 23, No. 3.

Description: In session 151PD of the Washington Annual Meeting the panel presents an overview of present methodologies and design considerations for asset/liability modeling. From the Record of the Society of Actuaries, Vol. 23, No. 3.

Description: This article will cover the background, objectives, investment strategy, fee structure, and results to date of an investment management account dedicated to convertible securities for a major insurance company’s general account. This account was established in March 1986 and funded in 10 equal monthly installments throughout the remainder of the year.

Description: Ad for articles to be entered in the Investment Sections Council's newsletter competition.

Description: Examine how investment portfolios have been changing over recent years with a panel of industry experts from the life insurance industry, and learn what lies ahead. This will be a highly practical session, with real-life case studies referenced as much as possible.

Description: 1996 Valuation Actuary Symposium Proceedings - Table of Contents

Description: Explore insights to non-traditional actuarial roles from a panelist with experiences in data science, finance and entertainment. The panelist will be sharing their perspectives on their non-traditional actuarial role in relation to the actuarial profession.

Description: To discuss the principles to be followed in the determination of dividend distribution scheme, how to ensure the fairness and sustainability of dividend distribution, and the specific issues to be considered in the practice of dividend distribution.