Planned Maintenance: SOA login will be intermittently unavailable from Saturday, June 19th 11:00PM CST to Sunday, June 20th 5:00AM CST.

Finance Research Reports

If you’re looking for research projects and reports on finance, you’ve come to the right place. The SOA offers research, authored by an individual or a team of authors, for download in just a few clicks.

2021

  • Deep Learning for Liability-Driven Investment
    June

    The Society of Actuaries’ Committee on Finance Research is pleased to make available a research report that develops a framework for applying deep learning and reinforcement learning techniques to optimal dynamic strategic asset allocation for Liability Driven Investment (LDI).

  • Managing Investment Risks of Insurance Contractual Designs

    The Society of Actuaries’ Committee on Finance Research and Joint Risk Management Section Research Committee are pleased to make available a research report developing a framework for quantifying and analyzing various forms of contractual designs.

2020

  • COVID-19 Investment Section Member Survey Summary Report
    September
    As part of its ongoing effort to provide useful information on COVID-19, the Society of Actuaries issued a brief survey to its Investment Section members to gain insight as to how COVID-19 is impacting investment professionals. The survey results are intended to help members compare their thinking and future expectations of COVID-19 with their peers.
  •  
  • Real Time Delphi Study of Four Economic Variables
    June

    The Society of Actuaries Predictive Analytics and Futurism Section, the Financial Reporting Section, the Investment Section and the Canadian Institute of Actuaries are pleased to release a new and improved version of the 2005 Society of Actuaries (SOA) Delphi study of four economic variables. Performed by Theodore J. Gordon, the research acquaints actuaries with the application of futures methods that could supplement traditional actuarial forecasting practices.

2019

2018

2017

2016

2015

2014

2013

 

 

2012

2010

2009

2007

 

 

2005

2004