Description: The SOA is pleased to make available a report updating the 2012 risk assessment performed by Porteous et al. The report also provided an economic capital analysis for a stylized US plan with the same member profile and the USS provisions modified to reflect a typical US DB plan.

Description: This research report that provides a literature survey of methodologies applying machine learning to insurance claim modeling.

Description: In most countries in the developed world and also in a number of other countries, the population is aging. What impact will a changing demographic structure have, if any, on economic factors such as growth and inflation? This question is of vital importance to actuaries who use demographic and economic projections in the pricing and valuation of products, design of risk management solutions, and in opinions regarding the sustainability of social programs. This research report, funded by the Society of Actuaries (SOA), provides background on research in this area and offers insights that may be of use to practicing actuaries.

Description: This research report that provides a literature survey of methodologies applying machine learning to insurance claim modeling.

Description: This research report that provides a literature survey of methodologies applying machine learning to insurance claim modeling.

Description: This research report that provides a literature survey of methodologies applying machine learning to insurance claim modeling.

Description: This research report that provides a literature survey of methodologies applying machine learning to insurance claim modeling.

Description: Examines the link between population structure and asset values by generating returns on assets in the presence of demographic change using an OLG Model.

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: In this paper the researchers analyze pension plans for three countries (Canada, the UK, and the US) using an ESG that includes a demographic ratio that has been defined consistently for all countries. In that regard the paper extends the literature and opens areas for future research.