Description: The paper will focus on two broad areas, integration of insurance products with investment products to mitigate the risk of outliving one’s assets in post-retirement financial planning. Modeling and pricing for the longevity risk in the secondary market in insurance.

Description: Investment Fallacies: Simulation of Long-Term Stock Returns: Fat-Tails and Mean Reversion

Description: This session will serve as a guide on how to implement a factor-based optimization in the Strategic Asset Allocation process. The session will review a factor-based investing approach and cover the top-down macroeconomic drivers of risk and return for various asset classes. We will then illustrate implementation of this investing approach and determination of an optimal Strategic Asset Allocation through a pension fund case study. There will be an interactive element to the session as the factor sensitivities of various portfolios can be examined in real-time.

Description: Presented at May 1985 Spring Meeting. This session discussed: Capital gains and losses accounting, Internal sales of investments among portfolios, Equity investment accounting, Internal stripping of securities, Internally manufactured puts and calls, Allocation of taxes and investment expenses among portfolios, Accounting systems needed.

Description: Presented at June 1986 Spring Meeting. This session discusses current trends in state regulation of insurance company investments.

Description: The object of this paper is to present several aspects on the valuation of bonds which are not usually in textbooks but very important to consider in countries with inflation. The analysis of bonds must consider the economic background, the consequences of the monetary policy and the retrospective and prospective evolution of the particular index of each bond. From the Actuarial Research Clearing House 1990 Vol. 1.

Description: This article illustrates how today’s retirement system tools have potential to achieve financially secure retirement and lists options for system improvement.

Description: Discussion of FinTech including PIMCO research on 401(k) use of managed accounts and observations about cybersecurity, genetic data, and retirement spend down.

Description: The Investment Section is hosting a member’s only contest on asset allocation. The results will be reported each week.

Description: This session from the 1984 SOA New York City Meeting discusses various investment risks, monitoring investment performance compared to objectives, measuring investment performance of GIC's, cash flow forecasting and investment programs and objectives. From Record of the Society of Actuaries Vol. 10, No. 3