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  • A Tale of Two Pension Plans: Measuring Pension Plan Risk from an Economic Capital Perspective
    Tale of Two Pension Plans: Measuring Pension Plan Risk from an Economic Capital Perspective The SOA is ... available a report updating the 2012 risk assessment performed by Porteous et al. The report also provided an ...

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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
  • Population Structure and Asset Values
    Examines the link between population structure and asset values by generating returns on assets in the presence ... presence of demographic change using an OLG Model. Pension Plan Assets ;Asset Modeling;Investment Risk ...

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    • Authors: Stephen Bonnar, Lori Curtis, Miguel Leon-Ledesma, Jaideep Oberoi, Kathleen Rybczynski, Mark Zhou
    • Date: Jun 2018
    • Competency: External Forces & Industry Knowledge
    • Topics: Demography>Population data; Economics>Macroeconomics
  • Literature Review on Demographics and Asset Returns and Model Specifications Related to Housing Prices
    Caveat and Disclaimer The opinions expressed and conclusions reached by the authors are their own and ... opinion of the Society of Actuaries, Canadian Institute of Actuaries, or the Institute and Faculty of Actuaries ...

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    • Authors: Society of Actuaries, Douglas Andrews, Stephen Bonnar
    • Date: Feb 2018
    • Competency: External Forces & Industry Knowledge
    • Topics: Demography>Population data; Economics>Macroeconomics
  • Population Aging, Implications for Asset Values, and impact for Pension Plans: An International Study
    this paper the researchers analyze pension plans for three countries (Canada, the UK, and the US) using ... countries. In that regard the paper extends the literature and opens areas for future research. 5/10/2021 ...

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    • Authors: Douglas Andrews, Stephen Bonnar, Pradip Tapadar, Lori Curtis, Jaideep Oberoi, Aniketh Pittea
    • Date: May 2021
    • Competency: External Forces & Industry Knowledge
    • Topics: Finance & Investments>Investments; Pensions & Retirement>Plan design
  • Draft Literature Review for Member Comment Regarding the Connection between Demographic Factors and Asset Class Returns/Prices
    Draft Literature Review for Member Comment Regarding the Connection between Demographic Factors and Asset ...

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    • Authors: Society of Actuaries, Douglas Andrews, Stephen Bonnar, Jaideep Oberoi, Aniketh Pittea, Soheyl Sadinejad
    • Date: Aug 2017
    • Competency: External Forces & Industry Knowledge
    • Topics: Demography>Population data; Economics>Macroeconomics
  • The Connection between Population Structure and Bond Yields
    The Connection between Population Structure and Bond Yields A report providing a high-level review of ... of the literature that addresses the relationship between bond prices/yields and demographic variables ...

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    • Authors: DOUGLAS MARTIN ANDREWS, Stephen Bonnar, Jaideep Oberoi, Aniketh Pittea
    • Date: Apr 2020
    • Competency: External Forces & Industry Knowledge
    • Topics: Finance & Investments; Finance & Investments>Investments