Description: Join us for a fast-paced webcast unpacking results from the 2026 Emerging Risks Survey. Get key insights from 350+ insurance and financial services leaders, including C-suite respondents, on what they see ahead for 2026 and beyond – spanning economic volatility, geopolitics, adverse AI outcomes, and cyber risk. We’ll spotlight key sector differences and the long-term combinations of risks shaping strategic planning.

Description: Adoption of AI in Actuarial Practice: From Enterprise Strategy to a Deep Dive of Modeling Software Innovation Webcast

Description: "In this session, we will explore the latest trends in asset allocation, focusing on how these trends are shaping the investment landscape in 2025. With insights from industry experts and real-world examples, attendees will gain a comprehensive understanding of the factors driving asset allocation decisions and the implications for portfolio management. We will delve into the impact of economic policies, market volatility and emerging asset classes on asset allocation strategies. This session is designed for actuaries, investment professionals and anyone interested in staying ahead of the curve in the ever-evolving world of asset allocation. Learning outcomes: Understand the key trends in asset allocation for 2025, including the influence of economic policies and market dynamics. Identify emerging asset classes and their potential impact on portfolio diversification and risk management. Gain insights into the strategies used by leading investment professionals to navigate market volatility and optimize asset allocation. Learn how to apply these trends and strategies to enhance your own investment decision-making process."

Description: As sales registered index-linked annuity (RILA) sales continue to exhibit strong growth, insurers may be faced with challenges and opportunities to best manage the hedging requirements of the product. In this session we will explore the potential benefits of dynamically vs. static hedging and how insurers could recognize synergies in hedging RILA alongside traditional variable annuities. We will also dive into how hedging overlaps with strategy and modeling as companies need to simulate future index crediting strategies and monitor the risks of emerging guaranteed lifetime withdrawal benefit (GLWB) riders. Coming out of this session, attendees will gain key insights on hedging strategies and considerations for RILA products, with considerations around interaction with existing VA business, as well as the potential challenges of RILA hedging in an evolving market.

Description: The article explores a closed-form forecasting method that combines Exponentially Weighted Moving Average (EWMA), weighted linear regression, and ridge regression (L2 regularization). The approach addresses two key challenges in time-series forecasting: adapting to nonstationarity and mitigating overfitting due to multicollinearity. EWMA assigns more weight to recent observations, while ridge regression penalizes large coefficients to stabilize estimates. A cross-validation strategy across rolling time windows selects optimal hyperparameters: the EWMA decay factor (α) and the ridge penalty (λ). The method is tested using repeated regressions of stock returns, showing that most hyperparameter combinations outperform ordinary least squares (OLS) under the (λ=1, α=0) setting.

Description: Authored by Charles L. Gilbert and Hélène Baril of Nexus Risk Management, this expert-opinion piece advises Canadian life insurers on how IFRS 17 changes asset-liability management for the Contractual Service Margin (CSM). It presents a two-lens ALM framework—(1) manage assets notionally supporting fulfilment cash flows to control interest-rate driven P&L/OCI volatility, and (2) use strategic asset allocation for assets notionally supporting capital and the CSM to optimize market-risk/return and capital efficiency. The article contrasts backing the CSM with FVPL growth assets (higher long-term returns but more earnings volatility and capital cost) versus amortized-cost/FVOCI fixed income (greater earnings stability but lower yield), and discusses reinvestment, capital implications and operational choices. Its intent is practical guidance; its value is a clear, actionable framework for weighing accounting, capital and economic trade-offs.

Description: View the IAI waiver program publication.

Description: Case Study for the course GI 302 General Insurance in the U.S. Case Study

Description: Review the PA Syllabus for October 2025.