Managing Investment Risks of Insurance Contractual Designs

Authors

Runhuan Feng, PhD, FSA, CERA

Longhao Jin, PhD Candidate

Description

The Society of Actuaries’ Committee on Finance Research and Joint Risk Management Section Research Committee are pleased to make available a research report developing a framework for quantifying and analyzing various forms of contractual designs.  The report was written by a team from the University of Illinois Urbana-Champaign

Report

Managing Investment Risks of Insurance Contractual Designs

Acknowledgments

The Society of Actuaries would like to thank the Project Oversight Group for their guidance and input:

Mathieu Beaubien Caron

Abid Kazmi

Robert R. Reitano

Henry Yim

Barbara Scott, SOA Sr. Research Administrator

Steven Siegel, SOA Sr. Practice Research Actuary

Jim Wright, Project Manager

Questions or Comments?

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