Description: A paper on investment results of life insurance companies investing in high-yield, lower quality bonds, September, 1999.

Description: From a session at the Spring regional meeting of the Society of Actuaries held in Atlanta, Georgia, May 24-25, 1999 Panelists discuss the process of selecting outside investment managers.

Description: A report providing a high-level review of the literature that addresses the relationship between bond prices/yields and demographic variables, a deep dive into one of the papers, and empirical analysis starting with the methodology of that paper and extending to the stability of the relationship over time, to longer-dated bonds, and to the sovereign bonds of various countries

Description: In this session, we will explore investment solutions that aim to maintain the long-term viability of a pension plan, with considerations on hedging interest rates, credit, inflation, longevity and other risks, while accounting for the many particularities associated with underlying liabilities and their corresponding ramifications.

Description: This article examines trends of the stock market beginning with Dow theory - market prices tend to trend either upwards, a bull trend, or downwards, a bear trend. It discusses the many trading rules based on diverse patterns in the price series since the time of Dow including strictly filter rules.

Description: This session from the 1995 SOA New Orleans Meeting discusses implementing an equity portfolio to support a reserve for long-term liabilities. Also covered will be valuing, pricing implications, cash-flow testing and implications on risk-based capital. From the Record of the Society of Actuaries, Vol. 21, No. 1.

Description: In this paper the researchers analyze pension plans for three countries (Canada, the UK, and the US) using an ESG that includes a demographic ratio that has been defined consistently for all countries. In that regard the paper extends the literature and opens areas for future research.

Description: This discussion is on asset management for an insurance company, including issues of varying investment strategies for different product lines through various asset segmentation approaches, management of the assets supporting surplus, and asset/liability risk management considerations

Description: This session from the 1984 SOA New York City Meeting discusses financial futures and options, an example of using options to hedge a risk, investment optimization and taxation. From Record of the Society of Actuaries Vol. 10, No. 3

Description: 1994 SOA Spring Meeting, San Francisco. This session discussed the work of an industry group that is in the process of developing total return benchmarks and universes for the measurement of insurance company investment performance.