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.
Real Time Delphi Study of Four Economic Variables
Read the new and improved version of the 2005 Society of Actuaries Delphi study of four economic variables.
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.