Description: This article considers considers how the assumptions and statistical methods used to analyze investments are likely to change as a result of the events of Black Monday, October 19, 1987.

Description: This article suggests ways for small insurance companies to obtain modeling information on more intricate assets, such as collateralized mortgage obligations [CMO], at a low cost.

Description: This study note focuses on actuarial applications and loss distributions for insurance products.

Description: Presented at June 1996 Spring Meeting. Provides overview of modern pricing of assets such as derivatives. It includes theory and practical applications, particularly how they relate to insurance companies.

Description: This paper presents a model that projects withdrawal and investment returns for a hypothetical retirement account. From Retirement Needs Framework, M-RS00-1.

Description: In a stochastic world consideration of only a few deterministic scenarios can potentially be dangerous. The aim of the present research is to study the computation of the cost of mismatch using stochastic interest rate models instead of scenario testing. In this paper, two commonly used Stochastic interest rate models are considered: the one introduced by Vasicek 1977 and the one proposed by Cox, Ingersoll and Ross 1985.

Description: Article discusses possible effects of negative interest rates on product development, risk management, investment management and in-force management.

Description: Panelists discuss the process and challenges presented by mergers or acquisitions. From the Record of the Society of Actuaries, Vol. 24, No. 2.

Description: This article discusse key considerations to account for while planning for and executing the initial actuarial model handoff from development to production.

Description: Modeling experience sharing by David Yu who leads the retirement product and asset model development team within Prudential Financial