Description: In 2022, the Society of Actuaries (SOA) Research Institute Committee on Finance Research (CFR) of the Investment Section in collaboration with the SOA Research Institute Catastrophic and Climate Strategic Research Program, published a research report on the impact of disaster events on investments. The report, The Impact of Disaster Events on Investment-Contagion Channels Perspective, which explored this issue from the perspective of contagion channels, provided a framework for further investigation. As a next step, CFR is seeking essays on how the concepts in the report and related studies may be practically applied in specific situations and recent experiences.

Description: The Society of Actuaries’ Committee on Finance Research is pleased to make available a research report covering the extent to which investment sectors have been contagiously affected by major disasters.

Description: View The Impact of Disaster Events on Investments – Contagion Channels Perspective.

Description: The pandemic and other current events have greatly impacted the risks that individuals face during retirement. Join us to explore this topic as the results of the Society Actuaries 2021 Retirement Risk Survey are presented. Discover the findings regarding retirement concerns, preparedness and understanding individuals in the U.S. nearing retirement or those who are already retired. This marks the 11th iteration of this biennial survey completed through the SOA Research Institute’s Aging and Retirement Strategic Research Program.

Description: The growing global recognition of the importance of climate-related risks (transition and physical) has triggered a significant demand for research on the interface between climate and actuarial sciences, for example on the impact of risks from climate change on insurance markets and their operations. Furthermore, the systemic nature of climate-related risks underpins actuaries’ need to engage and work with diverse groups of stakeholders, including clients, communities, governments, regulators, boards, and investors. Contributions are invited for a special issue of the Annals of Actuarial Science featuring research on the topic ‘Managing Climate-Related Risks’. This special issue aims to capture leading interdisciplinary thinking, with clear relevance to actuarial problems in pensions and insurance.

Description: This is a notice is a call of papers reflecting actuarial and insurance related themes.

Description: it discusses the framework and modeling of the market consistent valuation of fixed indexed annuity, against the backdrop of the convergence of accounting standards and internal risk management.

Description: Dedicated to those interested in the approaches of long-term pension assets, the How Should Long-Term Pension Assets Be Invested? A Debate webcast allows you to focus on where to devote your pension attention. Participants in this panel concentrate on perspectives and opinions on the direction of long-term pension assets. Expand your viewpoint on the investment of long-term pension assets by discovering other ideas about the industry. Determine how to handle your association with these assets and how to make the best move for the retirement business.

Description: S&P Global released its initial version of proposed changes regarding its Insurer Risk-Based Capital Adequacy methodology and assumptions on Dec. 6th, 2021. Unlike prior guidance notes or criteria releases, the proposed changes comprehensively updated the current S&P rating criteria released in 2010. These updates would directly impact many insurers. S&P Global anticipates that 10 percent of existing ratings in the insurance sector would be impacted and the change would lead to more positive rating implications than negative impact. This article focuses on the proposed changes on the S&P risk-based capital (RBC) vs. the current model, then simulate impacts to a representative U.S. life insurer through an illustrative case study.

Description: This article summarizes key points from the recently published research paper “Deep Learning for Liability-Driven Investment,” which applies reinforcement learning and deep learning techniques to liability-driven investment (LDI).