Description: This session discussion is about various asset related items that are needed to perform necessary projections. From Record of the Society of Actuaries Vol. 15, No. 2.

Description: This session at the SOA 1990 Hartford Spring Meeting is about asset segmentation, i.e. segmenting assets among lines of business or liabilities, and how this enhances asset/liability mangement.

Description: The author encourages the use of sound actuarial principles to develop reasonable retirement spending budgets instead of rule of thumb approaches commonly used.

Description: This report introduces actuaries and risk managers in the insurance and pension industries to current literature discussing growth rates in the past and future expectations.

Description: This presentation from the 1983 SOA Vancouver Meeting covers the actuaries' role in matching assets and liabilities, hedging, disintermediation risk and determining the appropriate level of surplus, the future of products with market value cash out adjustments and indexation in the construction of long term debt instruments. From Record of Society Of Actuaries Vol. 9. No. 3

Description: Summary of research project designed to document method to credit interest rates to account value based products. The investment year method (IYM) can theoretically align with investment strategy and be fair to policyholders. These products were designed in the 1980s with guaranteed nominal rates above what is currently accessible so most products credit the guaranteed rate. This paper documents how it could be resurrected during the next interest rate cycle.

Description: In this paper, chapter III of the 1987 Valuation Actuary Handbook, the authors discuss building a liability model to evaluate the C-3 risk. The article discusses the data and assumptions needed, and the importance of sensitivity testing given that the model results are very sensitive to the assumptions used.

Description: The Investment Symposium is a day-and-a-half long seminar that will focus on the issues and questions faced by investors and risk managers, especially related to insurance companies and retirement plans. Presenters will discuss the big picture issues and explore practical solutions to today’s challenges. Experts will share new approaches to portfolio management and cutting edge research in asset-liability management. Technology, regulation and the economic environment will

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