Description: 1992 SOA Annual Meeting, Washington, D.C. This session on cash-flow testing for product actuaries covered the following topics: 1. Guidance notes designed to help in writing up reports on cash-flow testing. 2. Investment strategies in product design. 3. Surplus requirements.

Description: In session 136 PD of the Washington annual Meeting panelists discuss various methods for measuring investment performance and benchmarking investment performance against liabilities. From the Record of the Society of Actuaries, Vol. 23, No. 3.

Description: This presentation is a concurrent session from the 1991 Meeting of the Society of Actuaries, held April 18-19 in New Orleans. The panelists discuss determining an optimal investment strategy in the current economic environment, taking into account prospects for the future, and how investment decisions are affected by product features. From the Record of Society of Actuaries, Volume 17, No. 1.

Description: This session from the 1995 SOA Boston Meeting reviews issues relating to various methods of evaluating portfolio managers. Specifically addressed will be developing benchmarks based on liability requirements, linking the benchmarks to business needs, measuring performance against the benchmark and an SPDA benchmark. From the Record of the Society of Actuaries, Vol. 21, No. 4a.

Description: 1993 SOA Meeting, Quebec. This session discussion is an introduction to derivative products. Topics included: 1. Definition and basic description of instruments. 2. General pricing concepts. 3. Applications for life insurance company portfolios.

Description: This session from the 1994 Valuation Actuary Symposium focuses on the modeling of assets and the problems and solutions for calculating asset market values in asset/liability models. It also covers considerations in using deterministic versus stochastic yield curve scenarios and modeling issues in developing investment strategies.

Description: Presented at May 1986 Spring Meeting. This session discussion is about techniques companies are using to maintain compatibility between investment practices and pricing assumptions for interest-sensitive products: Segregated assets, Use of options/futures, Asset/liability matching, Market value adjustments.