Description: This presentation considers a stochastic model for a target benefit pension fund in continuous time.

Description: This session from the 1995 SOA Boston Meeting reviews one and five year returns in the stock and bond markets, fund expenses for retail funds versus insurance dedicated funds, revenue sharing arrangements between mutual funds and insurance companies, the suitability of a variable annuity, recent developments with the SEC and NASD and how arrangements are structured between insurance companies and investment companies. From the Record of the Society of Actuaries, Vol. 21, No. 4b.

Description: Diverse Risks 2016 Call for Essays

Description: Explains the method used to calculate Liquidity Cost Score and Price Impact Score. Describes the rationale for and applications of these methods.

Description: In this paper the researchers analyze pension plans for three countries (Canada, the UK, and the US) using an ESG that includes a demographic ratio that has been defined consistently for all countries. In that regard the paper extends the literature and opens areas for future research.

Description: Measuring Fair Value for Participation Units of Stable Value Pooled Funds

Description: The paper will focus on two broad areas, integration of insurance products with investment products to mitigate the risk of outliving one’s assets in post-retirement financial planning. Modeling and pricing for the longevity risk in the secondary market in insurance.

Description: Discussion of FinTech including PIMCO research on 401(k) use of managed accounts and observations about cybersecurity, genetic data, and retirement spend down.

Description: This article illustrates how today’s retirement system tools have potential to achieve financially secure retirement and lists options for system improvement.

Description: Actuarial Assumptions for Pension Plans Invite Arbitrage The Case of Pension Obligation Bonds by Jeremy Gold from Risks and Rewards Newsletter, September 2000, Issue No. 35.