Description: This session at the SOA 1990 Annual Meeting looks at global investing. Areas discussed include rationale for investing globally, fixed income opportunities, a model for active global investing, and other issues.

Description: The theme of this paper relates to solving portfolio selection problems using linear programming. The authors extend the linear optimization framework for Conditional Value-at-Risk-based portfolio selection problems to optimization over a more general class of risk measure known as the class of Coherent Distortion Risk Measure. From Actuarial Research Clearing House, 2012 Vol. 1.

Description: This article discusses the attributes of a unified Operational Risk Management framework and how those attributes can underpin a seven-factor economic capital model.

Description: This session from the 1994 Valuation Actuary Symposium covers the collapse of the real estate market in the early 1990's and the problems it created in cash flow testing and valuation work. It also covers an integrated asset/liability model and the applications beyond cash flow testing including an example for an SPDA.

Description: Why Write Variable Products When You Can Put the Money Directly into the Stock Market?

Description: This article describes the Investment Year Method for allocation of general portfolio investment income and demonstrates the equivalence of a fixed index or declining index system.

Description: This panel discussion presented at the April 1976 SOA meeting in Washington D.C. presents opinions and information related to investment policy in a changing economy.

Description: Panelists at this session of the SOA 2003 Washington, DC Spring Meeting discuss how changes in interest rates affect the assets and liabilities of a life insurance company and what a company can do to prepare. This session examines historical trends in interest rates and how companies have reacted to both sudden and gradual changes.

Description: This article discusses risk transfer and how difficult it is to define and describe. For actuaries, the challenge is to develop an analytical framework under which the presence of insurance risk can be identified and assessed.

Description: This article aimed to make Liability Driven Investing LDI more accessible by providing a simple definition and by showing how plans of different sizes and circumstances may adopt an appropriate LDI approach.