Description: This discussion is on asset management for an insurance company, including issues of varying investment strategies for different product lines through various asset segmentation approaches, management of the assets supporting surplus, and asset/liability risk management considerations

Description: 1994 SOA Spring Meeting, Orlando. In this session panelists discussed new investment options including an overview of traditional assets, an asset-allocation framework, specific markets' risk characteristics and some implications for risk-based capital for asset management. The discussion included derivatives, fixed income alternatives, and equity alternatives.