Description: This specialty guide is a background reading list reference for the practice of asset-liability management 'ALM'. It is intended to provide guidance to anyone seeking to gain knowledge regarding ALM, especially with respect to its application to financial security systems such as life or health insurance, property and casualty insurance and pensions.

Description: Discusses the three complexity science sessions at the Annual Meeting that were sponsored by the Section.

Description: How to set asset assumption, at the cycle or through the cycle and other considerations

Description: 1994 SOA Meeting, San Antonio. This session provided an overview of the state-of-the-art asset-liability matching techniques for pension plans. It also discussed application of the techniques to stabilize FAS 87 expense, protect pension plan surplus against economic fluctuations, and manage the nonparallel yield-curve shift.

Description: 1998 Valuation Actuary Symposium. The panelists discussed the keys to an effective Asset Liability Management process and the conceptual tools that they're using, including value-at-risk, optimization techniques, and holistic ALM.

Description: 1994 SOA Spring Meeting, Orlando. This teaching session introduced Course 230 to seasoned actuaries who missed the opportunity to study ALM material on their road to Fellowship. The focus of this session was to expose the various subjects covered, identify reading materials, and highlight a few topics.

Description: Frank Redington, the author of the article, reminiscenses of the origin of immunisation beginning in 1951.

Description: This paper discusses extending the general nonparallel shift approach to duration analysis developed previously and explores the immunization model within the multivariate context. A discussion of the paper follows. From Transactions of Society of Actuaries 1991, Vol. 43.

Description: This presentation outlines strategies for optimal return on bonds and presents the advantages of liability driven investing. From the Actuarial Research Clearing House ARCH 1990 Vol. 1.