Description: This session from the 1995 SOA New York Meeting covers securitization of insurance liabilities. Securitization of insurance risk is an alternative risk transfer other than reinsurance based on the idea that investors participate directly in the insurance risk. From the Record of the Society of Actuaries, Vol. 21, No. 2.

Description: This session from the 1995 SOA Boston Meeting covers the dollars-at-risk, or value at risk, system for risk management in the banking industry and the applicability of this system in the insurance industry. It also covers a practical example of using dollars-at-risk at an insurance company. From the Record of the Society of Actuaries, Vol. 21, No. 4b.

Description: This session discussion is about investment policy and how it relates to the long term goals for the investment returns as told in the context of an Indian Tribe's desire to invest compensation received for past wrongs by the US government. From Record of the Society of Actuaries Vol. 15, No. 3B.

Description: This session at the SOA 1990 Annual Meeting looks at global investing. Areas discussed include rationale for investing globally, fixed income opportunities, a model for active global investing, and other issues.

Description: This report covers credit risk loss experience during the period 2003 through 2015 on non-Rule 144A private placement securities (and, with limited exceptions, some specific types of Rule 144A bonds) held by participating companies of the life insurance industry.

Description: The COVID-19 pandemic infection has greatly affected the economy, resulting in volatile market conditions. Because market conditions greatly impact the value of insurance company’s assets and liabilities, the fourth survey in this series focused on best practices around asset and liability management (ALM). The survey was directed at actuaries, investment managers and risk managers directly involved in assessing the impact of recent events on ALM. Responses to the survey were collected between April 22-28, 2020. Thirty-two companies responded to the survey.

Description: ALM #2 Survey Questions

Description: The Society of Actuaries’ Committee on Finance Research is pleased to make available a research report that develops a framework for applying deep learning and reinforcement learning techniques to optimal dynamic strategic asset allocation for Liability Driven Investment (LDI).

Description: This is an article that discusses the retreat of savings banks from mutuality. As we ponder the future of mutual life insurance, we should be aware of the change sweeping through the mutual savings bank industry.

Description: This article provides an analysis of Treasury Inflation-Protected Securities TIPS, examining the mechanics of these bonds, how they have performed to date and what may be expected for the future.