Description: This research report summarizes methodologies used for yield curve extrapolation to value liability cash flows that extend beyond the maximum observavble portion of the yield curve.

Description: A report providing a high-level review of the literature that addresses the relationship between bond prices/yields and demographic variables, a deep dive into one of the papers, and empirical analysis starting with the methodology of that paper and extending to the stability of the relationship over time, to longer-dated bonds, and to the sovereign bonds of various countries

Description: This research report introduces the concept of a preference function, which is a generalization of the utility function.

Description: This paper presents the application of the asset share technique of pricing to Home Equity Line of Credit insurance. The paper's objective is to provide useful tools when developing a new HELOC product including projections for marketing and underwriting, distinctions between desirable and undesirable product design features, and development of premium rate structures. From Actuarial Research Clearing House 1990, VOL. 2

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 paper develops a new method of determining long-range interest rate assumptions. Followed by discussion papers submitted by 2 authors

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: This report identifies the risks that can affect insurance company solvency, provides information and opinions on techniques currently available, and comments on what additional research may be necessary.

Description: The Society of Actuaries' Committee on Finance Research (CFR) is seeking proposals for research projects that will produce information, data, theoretical models and/or empirical tools useful to actuaries practicing in investment and other finance-related areas.

Description: Presentation of some of the factors to be considered, and approaches which might be employed, in valuing a life insurance company.