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Actuarial Methods for Valuing Illiquid Assets

Research Projects – Risk Management


The Casualty Actuarial Society, Canadian Institute of Actuaries, and the Society of Actuaries' Joint Risk Management Section is pleased to make available a research report encompassing a literature review and case study on the valuation of illiquid assets. The report was written by Doug Andrews of the University of Southampton.

Report

Actuarial Methods for Valuing Illiquid Assets

Thank You

The Joint Risk Management Section would like to thank the following individuals for their input and review:

  • Barry Franklin
  • Ronald Harasym
  • Jin Li
  • Stephen Marco
  • Scott Orr
  • Robert Wolf, SOA Staff Fellow
  • Steven Siegel, SOA Research Actuary
  • Barbara Scott, SOA Research Administrator

Questions Or Comments?

If you have comments or questions, please send an email to research@soa.org.