Learn about the financial research studies and reports from the Society of Actuaries. Our organization develops a variety of financial and investment research reports.
Recent Publication Yield Curve Extrapolation Methods: Methodologies for Valuing Liability Cash Flow that Extend Beyond the Maximum The Society of Actuaries Committee on Finance Research is pleased to make available a research report that summarizes methodologies used for yield curve extrapolation to value liability cash flows that extend beyond the maximum observable portion of the yield curve. The Potential Effect of Brexit on the U.S. Insurance Industry: Analyzing the U.K.’s Exit from the European Union The Society of Actuaries Committee on Finance Research is pleased to make available a research report that models the impact on the U.S. insurance market resulting from a post-Brexit economy in the UK. To predict and measure the impact, the report develops three different forecasts based on a consistent growth trend, a moderate view of the future impact, and a worst-case scenario. Reinvestment Strategies for Life Insurance Products in a Changing Economic Environment The Society of Actuaries Committee on Finance Research is pleased to make available a research report that addresses how to model different reinvestment strategies to determine those that maximize results in different economic conditions. Research Reports Most Viewed Predictive Modeling: A Modeler's Introspection - A Paper Describing How to Model and How to Think Like a Modeler Read the case study on predictive modeling for long-term disability pricing. View All Research Opportunity Finance Research Projects 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. Experience Studies Most Viewed 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. View All