As part of the Society of Actuaries Research Institute’s Aging and Retirement Strategic Research Program, you'll find links on this page to studies, tables, reports and documents on retirement plans, as well as mortality and longevity statistics as they relate to these programs. Helpful tools link to a longevity illustrator and a multi-employer plan metrics calculator.
Benefit at Risk for Lifetime Pension Pools
The SOA Research Institute’s Aging and Retirement Strategic Research Program and Canadian Institute of Actuaries are pleased to make available the first of two reports that look at Benefit at Risk (BaR) in lifetime pension pools.
RPEC 2022 Mortality Improvement Update
This report presents research into recent population mortality experience compiled by the Retirement Plans Experience Committee of the Society of Actuaries Research Institute as it pertains to development of mortality improvement assumptions for measuring obligations of retirement programs in the United States.
Optimal Consumption and Annuity Equivalent Wealth with Mortality Model Uncertainty
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.
Communicating 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. The project was a multi-phase effort, including a literature search and expert interviews.
Predictive Analytics: A Primer for Pension Actuaries
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.
Maximizing Health Span: A Literature Review on the Impact of a Healthy Lifestyle on Retirement
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.
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).
Highly Accessed
Mortality Improvement Scale MP-2021
This annual update to RPEC’s mortality improvement scales reflects historical U.S. population mortality experience through 2019.
Value Annuities are an approach to provide lifetime income in social retirement systems. This report and the accompanying models show how this approach can work and illustrates case studies of implementing in retirement systems using India and Malaysia as examples.
Access the actuarial profession’s resources on U.S. multiemployer pension plans.
Dale Hall, Patrick Nolan and Martin Hill discuss the SOA Research Institute’s Mortality Improvement Scale MP-2021 and Mortality Improvement Model, MIM-2021.
Visit the SOA Research Institute’s GitHub overview page to access repositories for code from research projects. You also can post code and make comments. To publish material not related to research, please contact David Schraub at DSchraub@soa.org. The SOA’s general GitHub page is also available.
