Description: Presented at May 1986 Spring Meeting. This session discussion is about techniques companies are using to maintain compatibility between investment practices and pricing assumptions for interest-sensitive products: Segregated assets, Use of options/futures, Asset/liability matching, Market value adjustments.

Description: The appropriate role for actuaries when advising on long-term investment strategies for individual retirement savings.

Description: Summary of research project designed to document method to credit interest rates to account value based products. The investment year method (IYM) can theoretically align with investment strategy and be fair to policyholders. These products were designed in the 1980s with guaranteed nominal rates above what is currently accessible so most products credit the guaranteed rate. This paper documents how it could be resurrected during the next interest rate cycle.

Description: This paper investigates a technique for developing investment assumptions for pricing that are consistent with the investment practices of the company for use in the pricing of single premium immediate annuities. From Transactions of Society of Actuaries 1979, Vol. 31.

Description: In session 131 PD of the New York Annual Meeting panelists discuss the nature of derivatives and emerging practice with respect to the financial reporting for these instruments. From the Record of the Society of Actuaries, Vol. 24, No. 3.

Description: Insurance companies are not immune to liquidity risks.

Description: Diverse Risks 2016 Call for Essays

Description: Article discusses possible effects of negative interest rates on product development, risk management, investment management and in-force management.

Description: From a session at the annual meeting of the Society of Actuaries held in Chicago, Illinois, October 15-18, 2000 Discussion of indexed guaranteed separate accounts, typically issued to defined-benefit pension plans. Contract terms, risks, marketing, financial reporting, reserves, and investment strategies are discussed. Risk-based capital and the National Association of Insurance Commissioners Model Regulation for Separate Accounts with Guarantees are also discussed. A hypothetical indexed separate account is analyzed for return on capital and economic risk.

Description: How to set asset assumption, at the cycle or through the cycle and other considerations