Description: Investment Fallacies: Bitcoin Fallacies

Description: A brief overview of modeling bonds and mortgages

Description: 1993 SOA Meeting, Quebec. This session discussion is about accounting, collateralized mortgage obligation structures, hybrid bonds, federal income taxes, fair-value disclosures and derivatives.

Description: The article is a summary of Session 9PD at the Society of Actuaries annual meeting in New Orleans in October 2001. Terminal funding the purchase of annuities by pension plans usually at plan termination and stable value GIC's became major product lines in the 1980's. This article describes the changes in the those products, the markets and regulatory environment.

Description: Panelists discuss issues faced by the insurance-company portfolio manager, how to measure or value interest-rate risk, some of the new cash investment vehicles available, the futures and options market, construction of a synthetic security, and the review of mortgage-backed securities under new analytical techniques. From the 1987 Record of Society of Actuaries, Vol. 13, No. 3.

Description: 1994 SOA Spring Meeting, San Francisco. In this interactive presentation, the panel fielded investment questions from the audience. Prepared and audience questions included: 1. What is the FLUX measure? What's it supposed to do for regulators and insurance companies? 2. What sort of things really went on that caused the difficulties at Executive Life, First Capital, and Mutual Benefit? 3. What are some examples of hedges that you would recommend for a $100 million SPDA portfolio to try and combat the effects of rising interest rates? 4. Given the changes that experienced in interest rates, what's that been doing to the durations of typical interest-sensitive liabilities? 5. What do you do to hedge with derivatives or whatever if interest rates are going down? 6. What level of asset-liability matching do companies usually target? How do regulators view this?

Description: [Title should have been 'Communication by Actuaries WITH Investment Professionals ....'] Actuaries working with investments must communicate not only with investment professionals, but also with senior managers and board members with non-financial backgrounds. Panelists show and critique examples of communicating such information using statistics and graphs. From the 2002 Record of Society of Actuaries, Volume 28, No. 3. Session 136PD of the Boston Annual Meeting.

Description: The article provides a summary of the Drake Risk & Opportunity Forum held on October 21, 2022. The forum was a hybrid conference that attracted more than 200 attendees from 17 states, two countries, 48 employers, and five universities. Following an introduction by the Zimpleman College of Business Dean, the forum held six sessions. First was an insurance company CRO panel followed by a panel of non-insurance company CROs. Gary Zhu shared his outlook for interest rates and capital markets. The fourth panel discussed insurance capital models. The fifth panel discussed environmental, social, and governance (ESG) criteria when building insurance company investment portfolios. The final session of the day was a discussion about the NAIC, how they operate, and their priorities for the coming year.

Description: This session 10 of the 1990 Valuation Actuary Symposium is a panel discussion on collateralized mortgage obligations and other asset projections.