Announcement: SOA congratulates the new ASAs and CERAs for May 2022.

Retirement Plans Research Reports

If you’re looking for research projects and reports on pensions, you’ve come to the right place. The SOA offers research, authored by an individual or a team of authors, for download in just a few clicks. Most reports are in PDF format.

Highlights of SOA Pension Research Projects (August 2019)

2022

  • Optimal Consumption and Annuity Equivalent Wealth with Mortality Model Uncertainty
    April
    The Society of Actuaries Research Institute is pleased to make available a report that aims to understand the cause of low annuity demand through the angle of mortality model uncertainty.
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  • Communicating Defined Benefit Risk
    April
    The Society of Actuaries Retirement Section is pleased to make available material that addresses the challenges in communicating pension risk to stakeholders.
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  • Pension Risk Transfer in Canada and the U.S.
    April
    This report was prepared to provide an overview of pension risk transfer for use in the educational curriculum of the Society of Actuaries. It presents general principles and highlights major differences between Canada and the U.S. from a life insurer’s perspective. The focus is on group annuities, which are the most common solution for pension risk transfer.

2021

  • Variable Uninsured (Value) Life Annuities
    November

    The aim of this project is to present proposals for Variable Uninsured Life Annuities—or “Value annuities.” The report and the accompanying models illustrate how Value annuities work. The practicalities of designing and administering a Value pool are addressed, and legislative, regulatory and supervisory implications are illuminated by case studies on two countries (India and Malaysia). This set of material is broader than most contributions to the literature and is aimed at making the approach more feasible and accessible to policymakers, thereby facilitating actual introduction and implementation.


  • Predictive Analytics: A Primer for Pension Actuaries
    October
    The Society of Actuaries Aging & Retirement Strategic Research Program and Retirement Section are pleased to make available a report that introduces predictive analytics to pension actuaries.
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  • Maximizing Health Span: A Literature Review on the Impact of a Healthy Lifestyle on Retirement
    September
    The Society of Actuaries’ Aging and Retirement Strategic Research Program is pleased to release a literature review on the impacts of healthy lifestyle behaviors and chronic condition management, providing a resource for actuaries and others on these issues.
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  • Deep Learning for Liability-Driven Investment
    June
    The Society of Actuaries’ Committee on Finance Research is pleased to make available a research report that develops a framework for applying deep learning and reinforcement learning techniques to optimal dynamic strategic asset allocation for Liability Driven Investment (LDI).
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  • Pension Risk Transfer: Evaluating Impact and Barriers for De-Risking Strategies - Update
    June
    The Society of Actuaries Aging & Retirement Strategic Research Program is pleased to make available an update to a 2014 paper related to changes in the continually evolving pension risk transfer landscape. This updated report seeks to discuss pension risk transfer in depth and identify key de-risking actions, alternatives and triggers that impact pension risk transfer strategies.
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  • Understanding the Impact of the Low Interest Rate Environment on Retirement Security in the United States
    June
    The Retirement Section and Retirement Section Research Committee are pleased to make available a research report examining academic and practitioner research on low interest rates in the United States
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  • Trends in Maturity Metrics, Asset Allocations and Assumed Rates of Return for Large U.S. Public Pension Plans
    March
    This report considers trends in public defined benefit plan maturity metrics, asset allocations and assumed rates of return among 139 state-based and large local defined benefit pension systems or plans in the United States from 2001 to 2018.

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