Description: The author discusses the use of genetic algorithms as they apply to actuaries, specifically the application of characteristics and their potential to solve life insurance asset and liability management problems. He also highlights various ways genetic algorithms can be used to solve a variety of actuarial problems.

Description: This article outlines the results of the appointed actuaries survey to gather information on current practices related to asset adequacy analysis performed in 2008 by the Financial Reporting Section Council.

Description: 1994 SOA Spring Meeting, Orlando. This session is about Asset/Liability Management from property and casualty and life insurance perspectives in Europe and North America.

Description: Brief summary of how asset/liability management for life insurance companies has evolved over the last decade.

Description: How insurers can include a liquidity score and liquidity stress scenarios as part of their asset liability management (ALM) protocol.

Description: Discussion about recent ALM and Benchmarking survey conducted by strategic consulting firm Patpatia & Associates.

Description: In this paper, a general multivariate duration analysis is introduced that does not depend on a mathematical formulation of the way in which a yield curve moves. A discussion of the paper follows. From Transactions of Society of Actuaries 1991, Vol. 43.

Description: This paper reviews Redington's theory of immunization and sketches how it may be extended to the general case of stochastic flows by means of modern option-pricing theory. From the Actuarial Research Clearing House 1992 Vol. 1 .

Description: This literature guide is a background reading reference for the practice of asset-liability management 'ALM'. It is being published to offer guidance not only to actuaries seeking to gain knowledge on ALM as it relates primarily to life and health insurance, but also to practitioners in the property and casualty insurance and pension fields.

Description: U.S. bond markets have undergone dramatic changes due to the 2008 Global Financial Crisis (GFC) and the COVID-19 pandemic. In taking a retrospective view, we can see that bond markets, viewed through the lens of major bond indices, have been evolving for quite some time. Within this paper, TD Asset Management Inc. (TDAM) will explore underlying changes that have occurred within the U.S. Corporate Bond Index, a sub-component of the larger U.S. investment grade bond market, over the past decade. We will highlight key structural changes that have occurred within bond markets and why they are noteworthy