Learn about the financial research studies and reports from the Society of Actuaries. Our organization develops a variety of financial and investment research reports.
Finance and Investment Research
Recent Publications
Investment Year Method: Aligning Renewal Credited Rates with Investment Strategy
The Society of Actuaries Committee on Finance Research is pleased to make available a research report that explores investment year methodology to set renewal credited rates.
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.
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.
Read the case study on predictive modeling for long-term disability pricing.
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.
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.