Description: From a session at the 2000 Valuation Actuary Symposium held in Washington DC, September 14-15, 2000 Discussion of newer and more innovative investment structures and the modeling of these securities in cash-flowing testing and asset/liabilities management analysis.

Description: From the 1985 Valuation Actuary Symposium Discussion of techniques for determining capital requirements needed to support an insurance business, based on the nature of the assets and liabilities on the books and related investment strategies, using ALM modeling

Description: What is the impact of aging populations on economic growth and interest rates?” “Are low interest rates and inflation a short-term phenomenon?” “How will returns from different asset classes be impacted by future demographic trends?” “What are the differences between different countries and regions around the world?”

Description: From a session at the annual meeting of the Society of Actuaries held in Chicago, Illinois, October 15-18, 2000 Discussion of purposes and approaches for creating interest-rate scenarios.

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: Panelists discuss: [1] a way to study interest-rate risk using stochastic methods, [2] a conceptual framework needed to evaluate the suitability of an investment strategy for insurance liabilities, and [3] how one company [Capital Holding] develops investment strategies and asset/liability management policies. From the 1988 Record of Society of Actuaries, Vol. 14, No. 2.

Description: From the Record 1977 Vol. 3, No. 1, this presentation is from a concurrent session at the Society of Actuaries 1977 Regional Meeting, held in Atlanta March 31-April 1. In this session, the presenters discuss investment objectives, strategies and plans. The actuary’s role in investment planning is addressed, including how asset management relates to pricing and reserves, asset liability matching, liquidity, and management of risk exposure.

Description: This session will provide an overview of recent developments from the perspective of an insurance company and an auditor.

Description: This session will demonstrate the advantages of approaches to duration matching and cash flow matching. Plan examples and sponsor’s objectives will be presented. An overview of when to choose one approach versus a blend of the two approaches will also be covered.

Description: In this session, panelists will lift the curtain on the main features of investment grade (IG) private placement bonds and below investment grade (BIG) private debt and compare them with available public bond and bank loan alternatives. The panel will examine the motivations for insurance companies and pension funds to invest in private debt and the legal, diligence and operational requirements to maintain a private debt portfolio. We will also conduct a 2017 private placement market review and look forward to 2018’s likely new USD and non-USD issuance and which industry sectors are likely to issue. This session will also cover their risk and reward characteristics, and the structural intricacies of the various IG and BIG debt types and whether there is sufficient compensation for illiquidity and other risks.