Description: This session at the SOA 1990 Hartford Spring Meeting presents an overview of asset backed securities including the various types available - many based on auto loans and credit cards, their return characterisitics, and the credit risk aspects of this market.

Description: The Society of Actuaries Predictive Analytics and Futurism Section, the Financial Reporting Section, the Investment Section and the Canadian Institute of Actuaries are pleased to release a new and improved version of the 2005 Society of Actuaries (SOA) Delphi study of four economic variables. Performed by Theodore J. Gordon, the research acquaints actuaries with the application of futures methods that could supplement traditional actuarial forecasting practices.

Description: The management of the investments of an insurance enterprise has undergone a considerable evolution since the pioneering work of Redington in the mid 20th century. Best practices have evolved to incorporate ever more complex insurance liabilities, expanding investment asset classes and global market opportunities. Strategic asset allocation (SAA), liability driven investing, and other robust optimization approaches form the core of the professional management of insurance company investments.

Description: 1996 Valuation Actuary Symposium. In this session on sources of earnings, the panelists discusses implementation of SOE reporting, use of SOE as a management tool, why having SOE reporting is particularly useful for international operations, and SOE reporting from a reinsurance perspective.

Description: Traditionally, actuarial techniques are used to study mortality and morbidity experience. But an SOA study demonstrates that similar methods can be used to analyze the mortality and morbidity of assets i.e., credit risk events such as restructures, defaults, foreclosures, and bankruptcies. This is a Summary of the Final Report: 1986-1989 Credit Risk Event Loss Experience, Commercial Mortgage Loans and Private Placement Bonds. From ACTUARIAL RESEARCH CLEARING HOUSE, 1994 VOL. 1.

Description: The purpose of this paper is to discuss the fundamentals of fund accounts in relation to effective company administration. From Transactions of Society of Actuaries 1949, Vol. 1, No. 1.

Description: This report studies the various benchmarks for analyzing the option-adjusted spreads of the major fixed income asset classes of life insurance companies. In addition, this report analyzes the historical benchmark performance against default rates for the asset class being benchmarked.

Description: 1992 SOA Regional Meeting, Anaheim. This panel used case studies to discuss adequacy testing, capital management, reporting solvency issues to management, single premium deferred annuity persistency, and credit risk.

Description: Presented at June 1985 Spring Meeting. This session discussed: Demutualization process overview, Considerations, Current developments - Society of Actuaries committee New York legislation, Accounting for the demutualized company, How investment analysts will view the demutualized company.