Deep Learning for Liability-Driven Investment
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).
Pension Risk Transfer: Evaluating Impact and Barriers for De-Risking Strategies - Update
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.
Understanding the Impact of the Low Interest Rate Environment on Retirement Security in the United States
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
Trends in Maturity Metrics, Asset Allocations and Assumed Rates of Return for Large U.S. Public Pension Plans
This report considers trends in U.S. public defined benefit plan maturity metrics, asset allocations and assumed rates of return from 2001 to 2018.
Defined Benefit Risk
The Society of Actuaries Retirement Section is pleased to make available material that addresses the challenges in communicating pension risk to stakeholders.