Description: The SOA's Committee on Finance Research is please to make available the results of this research project, jointly sponsored by the SOA and CAS, that explores economic series and provides and Excel based tool for generating future economic scenarios. This is an Excel Spreadsheet for Appendix C showing Simulated Financial Scenario Data of inflation rates and interest rates from this research project. Please see the SOA website for the full report and other related spreadsheets.

Description: A survey report designed to provide an overview of the current state of the industry’s preparedness for implementing PBR.

Description: In this paper, the authors have analyzed the Cash Balance pension and contributions using the methods and principles of financial economics, to give a market consistent evaluation of the costs of the CB liability.

Description: This report establishes a new basis for mortality assumptions for retirement programs in the United States.

Description: 2017 Loaded CSO Smoker-Distinct Tables

Description: A review of the e-book, "Universal Coverage of Long-Term Care in the United States: Can We Get There from Here?"

Description: Survey of Asset Valuation Methods for Defined Benefit Pension Plans. From The Pension Forum, August 2001, Volume 13, Issue No. 1

Description: 2019 Academy Interest Rate Generators

Description: This paper develops a new technique, which allows the analyst to maximally use all thte historical interest rate information available in forecasting interest rates. Interest rates' daily change do not follow a stationary random process over long time periods. Instead, the process is comprised of stationary periods, each a few years long, with relatively short transitional periods between different stationary periods.

Description: A defined contribution plan with a defined benefit minimum guarantee is valued as a put option or exchange option. This paper compares the resulting price with the actual additional contribution rate used by one public sector plan, and considers extensions of the option theory to allow more accurately for the pension plan characteristics.