Description: In session 136 PD of the Washington annual Meeting panelists discuss various methods for measuring investment performance and benchmarking investment performance against liabilities. From the Record of the Society of Actuaries, Vol. 23, No. 3.

Description: 1999 SOA Annual Meeting, San Francisco. This panel expanded on earlier research to examine the potential costs of long-term guarantees, transfer risk modeling techniques, and the formulation of practical strategies to manage investment accumulation products.

Description: Financial Accounting Standard Number 91 deals with the calculation of investment income and amortized cost for mortgage backed securities, as well as whole mortgages and callable bonds. The method described in this paper uses a Taylor series to eliminate the storage of all past cash flows, while still providing an accurate FAS 91 adjustment. From Actuarial Research Clearing House 1993, VOL. 3.