Description: Feature article discussing the creation and effects of orphaned VEBAs, Voluntary Employee Benefit Associations.

Description: The second of three articles exploring the new technology offered by Santa Fe, New Mexico-based Assuratech, Inc. Describes the development of the applied complex adaptive systems technology behind Assuratech’s highly sophisticated program that uses simulation and data mining techniques for accurate, reliable versatile risk modeling.

Description: Expanding channels and datasets to understand our policyholders

Description: This article summarizes key points from the recently published research paper “Deep Learning for Liability-Driven Investment,” which applies reinforcement learning and deep learning techniques to liability-driven investment (LDI).

Description: All things considered, caution needs to be applied to the use of so-called “standard” mortality tables. Sharpening up these blunt estimates by using individual assumptions reveals material differences in the structure of longevity, both between plans and within plans.

Description: While the major market crash subsequent to the widespread contagion of the COVID-19 virus was readily predictable, the rapid recovery and ongoing growth subsequent to it was not. Market dynamics around the recovery resist characterization by most traditional analytical approaches. In examining the circumstances around the emergence of a large retail class of investors, one sees that ingrained human tendencies, particularly optimism bias, have fueled much investor behavior responsible for the recovery. Understanding this makes it possible to predict potential future crashes and develop behavioral interventions for subsequent market recoveries.

Description: This articles offers an approach for accounting for executive stock options.

Description: Why Write Variable Products When You Can Put the Money Directly into the Stock Market?

Description: Feature article discussing numerical short cuts, rules of thumb, estimators, modeling tips, etc. The featured problem is fitting the intermediate points for a real-world stochastic model of interest rates.

Description: This article aimed to make Liability Driven Investing LDI more accessible by providing a simple definition and by showing how plans of different sizes and circumstances may adopt an appropriate LDI approach.