Maintenance: The SOA will be performing scheduled maintenance of our Actuarial Directory and Explorer servers on Thursday, April 25th, 2024 from 5:00 AM to 9:00 AM CT.

Negative Interest Rates and the Insurance Industry: A Survey of Risk-Management Capabilities and Practices

The Casualty Actuarial Society, Canadian Institute of Actuaries, and the Society of Actuaries' Joint Risk Management Section is pleased to make available new research on negative interest rates. Authored by Mark E. Alberts of Alberts Actuarial Consulting LLC, the report reviews negative interest rates and overviews existing literature related to negative interest. It also provides the results of a survey of actuarial practitioners on risk management capabilities and practices.

Report

Negative Interest Rates and the Insurance Industry

Thank You

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

Louise A. Francis, FCAS, MAAA, CSPA

Ronald J. Harasym, FSA, FCIA, MAAA, CERA

Dan Kim, FSA, MAAA, CERA

Jing (Nancy) Ning, FSA, FCIA, MAAA

Scott Orr, FSA, FCIA

Jan Schuh, SOA Sr. Research Administrator

Ronora Stryker, ASA, MAAA, SOA Sr. Practice Research Actuary

Questions or Comments?

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