Description: This paper develops some new uses of the Choleski factor matrix, including modeling serial correlation, adding asset classes with contingent returns, adjusting premliminary results to final targets, and adjusting large unfactorable matrices. From Actuarial Research Clearing House 1993, VOL. 3.

Description: This session discussion is about application of actuarial analysis and models to evaluate investment features. From Record of the Society of Actuaries Vol. 15, No. 1.

Description: This article presents asset/liability matching, including techniques for pension plans. Application of techniques to stabilize expense and protect plan surplus against economic fluctuations will also be discussed. From the Record of the Society of Actuaries, Vol. 21, No. 4b.

Description: Panelists at this session of the SOA 1998 Maui II Spring Meeting present methods for scenario generation and establishing stochasitc models for pension plans.

Description: This article discusses equity risk premium, what it is, how it should be measured, if a constant risk premium provides the best model and what are reasonable expectations for the future.

Description: 1993 SOA Annual Meeting, New York. This session is about the ASB proposed standard for pension economic assumptions. Topics included: 1. Methods of choosing discount rates. 2. Subsidiary assumptions that tie into discount rates. 3. Thoughts about the status report, comments received during the comment period, and insights into what the ASB is thinking about. 4. A financial viewpoint applied to economic assumptions.

Description: Time Track: Analyzing Historical Asset Returns by Richard Q. Wendt from Risks and Rewards Newsletter, September 2000, Issue No. 35.