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 Hidden Markov Model for Portfolio Management with Mortgage-Backed Securities Exchange-Traded Fund This report provides a primer on the mechanics and uses of the Hidden Markov Model (HMM) for actuarial and financial applications and also includes development of a new application for the HMM to mortgage-backed securities exchange-traded funds. Software and Tools Regime Switching Equity Model Workbook Gain access to a workbook on Regime Switching Equity Models. 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