Finance and Investment Research
Population Aging, Implications for Asset Values, and Impact for Pension Plans: An International Study
The Society of Actuaries is pleased to make available material for a multi-phased research effort investigating Population Aging and its impact on pension plans.
Liability-Driven Investment – Benchmark Model
The Society of Actuaries’ Retirement Section Research Committee and Committee on Finance Research are pleased to make available research material that developed a Liability-Driven Investment (LDI) benchmark framework.
Actuarial Utility and Preference Functions
The Society of Actuaries is pleased to make available a research report that introduces the concept of a preference function, which is a generalization of the utility function.
Read the case study on predictive modeling for long-term disability pricing.
The SOA is seeking proposals for research projects that will produce information, data, theoretical models and/or empirical tools that actuaries in investment and other finance-related areas can use.
2003-12 Credit Risk Loss Experience Study: Private Placement Bonds
This report measures incidence rates, loss severities and economic loss rates associated with credit risk events for privately placed debt during the years 2003-2012.