Description: In this paper, chapter III of the 1987 Valuation Actuary Handbook, the authors discuss building a liability model to evaluate the C-3 risk. The article discusses the data and assumptions needed, and the importance of sensitivity testing given that the model results are very sensitive to the assumptions used.

Description: There are two main techniques for evaluating the financial impact of interest rate movements on insurance companies: duration measures and computer simulations. In many ways these approaches provide complementary viewpoints.

Description: The author discusses the use of genetic algorithms as they apply to actuaries, specifically the application of characteristics and their potential to solve life insurance asset and liability management problems. He also highlights various ways genetic algorithms can be used to solve a variety of actuarial problems.

Description: Modeling experience sharing by David Yu who leads the retirement product and asset model development team within Prudential Financial

Description: Discusses the three complexity science sessions at the Annual Meeting that were sponsored by the Section.

Description: This article deals with enterprise risk management and how the techniques contained within the discipline can help prevent unforeseen large mistakes in strategy, product design, and product management