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  • A View from the SOA's Staff Fellow for Retirement
    A View from the SOA's Staff Fellow for Retirement Andy Peterson provides for interesting insights from ... I recently had the opportunity to attend the SOA’s Investment Symposium event held in New York in mid-March ...
    • Authors: Andrew Peterson
    • Date: May 2013
    • Competency: Professional Values>Practice expertise; Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Pension Section News
    • Topics: Finance & Investments>Investments; Finance & Investments>Investment strategy - Finance & Investments
  • Introducing Funding Longevity Task Force
    leap, flew to San Diego, and just sat around a table to discuss their emerging interest in the role of ... will any other mortgage. Source: The 4 Nevers. (2000). Giordano The initial credit capacity is based ...

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    • Authors: Shelley Giordano
    • Date: Feb 2017
    • Competency: Professional Values>Practice expertise; Results-Oriented Solutions>Actionable recommendations; Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
    • Publication Name: Pension Section News
  • Response to authors comments on Presenting Market Value Liabilities for Public Employee Retirement Systems
    Response to authors comments on Presenting Market Value Liabilities for Public Employee ... Employee Retirement Systems Response to David Kausch’s comments on the paper. Pension plan governance;Employer ...

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    • Authors: Robert North
    • Date: Jan 2017
    • Competency: Strategic Insight and Integration>Influence decisions; Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Pension Section News
    • Topics: Enterprise Risk Management>Financial management; Enterprise Risk Management>Governance; Enterprise Risk Management>Operational risks; Enterprise Risk Management>Risk measurement - ERM; Enterprise Risk Management>Strategic risks; Enterprise Risk Management>Systemic risk; Pensions & Retirement>Assumptions and methods; Pensions & Retirement>Defined benefit plans; Pensions & Retirement>Pension legislation and regulation; Pensions & Retirement>Public sector plans; Pensions & Retirement>Risk management; Public Policy
  • Comments on the paper Presenting Market Value Liabilities for Public Employee Retirement Systems
    Comments on the paper Presenting Market Value Liabilities for Public Employee Retirement ... Employee Retirement Systems Comments on Robert North’s paper, a real case study of disclosing MVL in a public ...

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    • Authors: David Kausch
    • Date: Jan 2017
    • Competency: Strategic Insight and Integration>Influence decisions; Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Pension Section News
    • Topics: Enterprise Risk Management>Financial management; Enterprise Risk Management>Governance; Enterprise Risk Management>Operational risks; Enterprise Risk Management>Risk measurement - ERM; Enterprise Risk Management>Strategic risks; Enterprise Risk Management>Systemic risk; Pensions & Retirement>Assumptions and methods; Pensions & Retirement>Defined benefit plans; Pensions & Retirement>Pension legislation and regulation; Pensions & Retirement>Public sector plans; Pensions & Retirement>Risk management; Public Policy
  • Flight Paths – A Dynamic Investment Strategy
    settle some of the liabilities with lump sums and annuity purchases. Flight Path Martin McCaulay, FSA ... FSA, FCA, EA, MAAA, is an actuary with the U.S. Department of Energy in Washington, D.C. He can be reached ...

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    • Authors: Philip McCaulay
    • Date: May 2014
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
    • Publication Name: Pension Section News
    • Topics: Pensions & Retirement>Pension investments & asset liability management
  • Expected Geometric Returns
    46 σ p2 Figure 1: Formula for Rate of Return Table 1 shows the expected geometric rates of return for ... Martin McCaulay, FSA, EA, is an actuary for the U.S. Department of Energy in Washington, D.C., and can ...

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    • Authors: Philip McCaulay
    • Date: May 2016
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Pension Section News
    • Topics: Finance & Investments>Risk measurement - Finance & Investments; Pensions & Retirement>Assumptions and methods; Pensions & Retirement>Pension investments & asset liability management
  • Interesting Perspectives about Lifetime Income
    variable TIAA-CREF annuity. Of- ten they liked the flat pension better than the variable annuity, because they ... was asking (which impacted whether the variable annuity was going up or down). My initial experience on ...

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    • Authors: Anna M Rappaport
    • Date: Jan 2014
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
    • Publication Name: Pension Section News
    • Topics: Annuities>Payout annuities; Pensions & Retirement>Defined contribution and 401k plans
  • The New Era of Defined Benefit Plan Risk
    a partial equities market recovery in 2009, the U.S. stock market dropped by nearly six percent (on ... corporate bonds, the funded status of the typical U.S. corporate pension plan remained at a historically ...

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    • Authors: Sheva Levy, Christopher Lipski
    • Date: Dec 2010
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Pension Section News
    • Topics: Pensions & Retirement>Defined benefit plans; Pensions & Retirement>Risk management
  • Model Legislation for Better Public Plan Governance (vs. Risk Disclosure)
    to accomplish this, the plan had to eliminate mortality improvement projections used in the prior valuation ... be plan design dependent (e.g., for a variable annuity plan, entry age normal funding is not a model funding ...

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    • Authors: Thomas Lowman
    • Date: Jan 2017
    • Competency: Strategic Insight and Integration>Influence decisions; Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Pension Section News
    • Topics: Enterprise Risk Management>Risk measurement - ERM; Public Policy