Description: Presented at April 1985 Spring Meeting. Discusses: Futures, Options, Floating rate securities, Oil and Gas, Real Estate, Leased equipment, Joint ventures, Stripped securities, Zero coupon bonds, Mortgage pools, Sales - leasebacks.

Description: 1994 SOA Spring Meeting, Orlando. In this session panelists discussed new investment options including an overview of traditional assets, an asset-allocation framework, specific markets' risk characteristics and some implications for risk-based capital for asset management. The discussion included derivatives, fixed income alternatives, and equity alternatives.

Description: The Society of Actuaries’ Committee on Finance Research and Joint Risk Management Section Research Committee are pleased to make available a research report developing a framework for quantifying and analyzing various forms of contractual designs.

Description: The Society of Actuaries’ Committee on Finance Research and Joint Risk Management Section Research Committee are pleased to make available a research report developing a framework for quantifying and analyzing various forms of contractual designs.

Description: Frist Quarter 2022 updates on tax issues involving: IRS publication of 7702 60-month avg. applicable federal interest rates, OECD Global Minimum Tax, final Foreign Tax Credit regulations issued by Treasury and IRS, Final Regulations on Tax Issues Associated with LIBOR Transition issued by Treasury and IRS, and the Multistate Tax Commission Partnership Project focusing on insurer investment partnerships.

Description: This session from the 1984 SOA New York City Meeting discusses real estate investments, mortgages and equities. Record of the Society of Actuaries Vol. 10, No. 3

Description: This report describes a stochastic simulation approach used to estimate the amount of a level-payment annuity payable as long as the person is alive and living in his/her house. A discussion of the paper follows. From Transactions of Society of Actuaries 1991, Vol. 43.

Description: This article lists potential problems as a result of the elimination of Thirty-Year Treasury Auction Issue. Some problems mentioned are 1 discounting pension liabilities, 2 bond market 3 swap curve and 4 liquidity.

Description: The author, head of Alternatives Investment Specialists at Fortis Investments, recently presented a research paper on the potential benefits and possible pitfalls of investing in illiquid assets. This newsletter provides a brief summary of that paper. The full paper is available upon request.

Description: Explains the method used to calculate Liquidity Cost Score and Price Impact Score. Describes the rationale for and applications of these methods.