Announcement: SOA congratulates the new ASAs and CERAs for May 2024.

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  • A Tale of Two Pension Plans: Measuring Pension Plan Risk from an Economic Capital Perspective
    pension plans; and Devolder and Lebegue (2017) used dynamic risk measures. Some literature has compared the ... of the techniques they have discussed include dynamic asset allocation (Liang and Ma 2015) and automatic ...

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    • Authors: Stephen Bonnar, Lori Curtis, Jaideep Oberoi, Aniketh Pittea, Pradip Tapadar
    • Date: Nov 2019
    • Competency: External Forces & Industry Knowledge
    • Topics: Finance & Investments; Finance & Investments>Asset allocation; Finance & Investments>Economic capital; Finance & Investments>Risk measurement - Finance & Investments; Pensions & Retirement; Pensions & Retirement>Defined benefit plans; Pensions & Retirement>Plan design; Pensions & Retirement>Risk management; Finance & Investments>Economic Scenario Generators
  • Replacing the Replacement Rate: A Better Way
    Replacing the Replacement Rate: A Better Way The standard for measuring retirement income adequacy ... largest dynamic micro-simulation models of society—Statis- tics Canada’s LifePaths dynamic population ...

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    • Authors: Bonnie-Jeanne MacDonald
    • Date: May 2017
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: International News
    • Topics: Pensions & Retirement>Assumptions and methods; Pensions & Retirement>Defined benefit plans; Pensions & Retirement>Defined contribution and 401k plans; Pensions & Retirement>Plan design; Social Insurance>Social Security