Description: Read the September 2020 issue of Risks & Rewards published by the Investment Section. Newsletters provide practical information for the working actuary, articles on trends that impact sections and news about section activities.

Description: Read the February 2020 issue of Risks & Rewards newsletter published by the Investment Section. Newsletters provide practical information for the working actuary, articles on trends that impact sections and news about section activities.

Description: A feature article discussing the financial opportunities of investing in gold.

Description: Feature article describing a framework for the computation of credit capital requirements under the constant position paradigm, taking into account recovery rates.

Description: Read the August 2019 issue of Risks & Rewards published by the Investment Section. Newsletters provide practical information for the working actuary, articles on trends that impact sections and news about section activities.

Description: Read the February 2018 issue of Risks & Rewards published by the Investment Section.

Description: This is a book review of Uncertain Times: A Chief Investment Officer's Journey, by Alton R. Cogert.

Description: Feature article summarizing a talk given by Andrew Lo at the SOA 2009 Annual Meeting on the credit crisis and why risk management failed to stop the excessive risk taking.

Description: Feature article discussing the variable annuity industry rebuilding and reinventing itself.

Description: This article aimed to make Liability Driven Investing LDI more accessible by providing a simple definition and by showing how plans of different sizes and circumstances may adopt an appropriate LDI approach.

Description: As we meet with pension plan sponsors and consultants across Canada we find that the subject of liability-driven investing LDI comes up repeatedly even when we do not initiate the discussion. We also find that LDI seems to mean something different to each person we meet. Is LDI just a new name for asset/liability management ALM? Or is LDI just about hedging interest rate risks with fancy securities? In this article we describe a framework for understanding what LDI is, how it relates to ALM, and how it can be used to solve real-life problems for Canadian pension funds.

Description: This article, with some humor, describes a movement known as “econophysics” of physicists modeling economic systems, including capital markets, using techniques and concepts developed in studying the out-of-equilibrium dynamics of complex systems. A version of this article appeared in The Actuary UK in August 2004. Reprinted with permission.

Description: An overview of the recent Advanced Risk Management Seminar New York, December 2002.

Description: Announcement of an upcoming 2003 Stochastic Modeling Symposium.

Description: This article presents recent developments and trends with respect to Economic Capital based on the work of the EC subgroup of the SOA's Risk Management Task Force.

Description: The second of three articles exploring the new technology offered by Santa Fe, New Mexico-based Assuratech, Inc. Describes the development of the applied complex adaptive systems technology behind Assuratech’s highly sophisticated program that uses simulation and data mining techniques for accurate, reliable versatile risk modeling.

Description: Risk Management and Actuaries—SOA Risk Management Task Force Update

Description: This articles gives an overview of the recent Investment Actuary Symposium.

Description: This article is an overview of the Financial Risk Managment of Insurance Enterprises course. The course incorporates financial risk management, asset pricing models and all risks facing an insurance company. The basics are then applied to asset-liability management and valuation.