Description: 1994 SOA Spring Meeting, Orlando. This teaching session introduced Course 230 to seasoned actuaries who missed the opportunity to study ALM material on their road to Fellowship. The focus of this session was to expose the various subjects covered, identify reading materials, and highlight a few topics.

Description: This presentation outlines strategies for optimal return on bonds and presents the advantages of liability driven investing. From the Actuarial Research Clearing House ARCH 1990 Vol. 1.

Description: 1998 Valuation Actuary Symposium. The panelists discussed how asset liability management is synonymous with a dynamic financial analysis and quantitative risk management. Topics covered were systems implementations including asset risk exposure optimization given a company-specific set of liabilities and total risk exposure optimization, which includes stochastic analysis of alternative asset and liability strategies.

Description: 1994 SOA Meeting, San Antonio. This session provided an overview of the state-of-the-art asset-liability matching techniques for pension plans. It also discussed application of the techniques to stabilize FAS 87 expense, protect pension plan surplus against economic fluctuations, and manage the nonparallel yield-curve shift.

Description: 1998 Valuation Actuary Symposium. The panelists discussed the keys to an effective Asset Liability Management process and the conceptual tools that they're using, including value-at-risk, optimization techniques, and holistic ALM.

Description: Using a case study, this session discussed the asset-liability matching process, uses of the process, and the strengths and weaknesses.

Description: Presented at 1995 Valuation Actuary Symposium. Discusses the evolving nature of the work of the valuation actuary, including asset liability management, cash flow testing and the responsibilities of the valuation actuary in management decisions.

Description: This session at the SOA 1990 Hartford Spring Meeting is about asset segmentation, i.e. segmenting assets among lines of business or liabilities, and how this enhances asset/liability mangement.

Description: 1992 SOA Annual Meeting, Washington, D.C. This session discussion was about the performance measurement in a risk/return context, incentive compensation as a tool for achieving effective performance, and return attribution using liability-based performance indices.

Description: This session discussion is about various asset related items that are needed to perform necessary projections. From Record of the Society of Actuaries Vol. 15, No. 2.