Description: The results obtained during the last one-third of the research project and the project at whole are presented. The report only contains brief descriptions of the results which are placed in addendums and which are in reality copies of papers and a chapter of a book submitted for publication. Some theoretical and applied problems induced by the research are discussed.

Description: In this paper, we propose measures of the risk that the value of the liabilities becomes larger than the value of the assets, and this especially for insurance companies. We study probabilities of mismatching and a degree of mismatching in unsegmented and multidimensional models of the balance, in which we stress the influence of interest rates on the active and passive side of the balance.

Description: This paper studies the statistical theory underlying minimum surplus required to protect a group insurer from the insurance, or C2, risk. Followed by 2 submitted discussion papers

Description: This article describes the development of the uninsured pensioner, UP-94 Mortality Table, including a comparison with other tables and description of projection methodologies using Projection Scale AA.

Description: The Actuarial Innovation and Technology Steering Committee of the Society of Actuaries is sponsoring this competition to encourage contestants to find innovative usages for data visualization software. This contest seeks to give actuaries and non-actuaries the chance to showcase their ability to tell a story by creating data visualizations for one of two standard datasets that have been created for this purpose.

Description: This research addresses how to model different reinvestment strategies to determine which ones maximize the economic results in different economic conditions.

Description: This report is a collection of sources that deal with how do scientists know and what could actuaries do regarding climate change and environmental risks.

Description: This report describes trends in asset allocation of major life insurers across eight Asian markets.

Description: The Society of Actuaries’ Pension Section is pleased to make available a research report addressing the potential consequences of accumulating education debt for retirement security.

Description: This report includes information on variations in wind-up funding levels and examines differences in required PfADs attributable to differences in plan design.