Description: Read the May 2018 issue of Innovators & Entrepreneurs published by the Entrepreneurial and Innovation Section.

Description: The article discusses the innovative integration of the SOA Research Challenge into the actuarial curriculum at the University of New South Wales (UNSW). This integration, part of the capstone course "Actuarial Theory and Practices," transforms the educational experience by focusing on hands-on problem-solving and mirroring professional actuarial work. Key topics covered include setting assumptions, understanding external environments, the modeling process, data quality, and risk management.

Description: On April 22, 2025, the Society of Actuaries (SOA) and the Illinois State University (ISU) Actuarial Program held an Actuarial Day for high school and college students on the ISU campus. It was part of a series of such events that the SOA sponsors and helps organize on college campuses to inspire future generations of actuaries and popularize the actuarial profession among high school and college students.

Description: Retrospective on the E&I council goals and accomplishments heading into the new SOA community model

Description: Read this Chairperson's Corner for the March 2024 issue of International News to learn more about planned meetings and upcoming events.

Description: This publication presents an exploratory framework that applies volatility signals—specifically the VIX and MOVE indices—to asset allocation decisions. Rather than prescribing a definitive model, the work highlights a potential pathway for linking equity and bond market risk expectations to portfolio construction. The analysis demonstrates how relative volatility between asset classes can inform dynamic weighting, opening the door to more adaptive strategies in shifting market environments. Importantly, this is not intended as a finished methodology, but as a foundation on which more experienced professionals can build. Readers with advanced backgrounds in finance, risk management, or quantitative analysis are encouraged to refine, stress-test, and extend the framework to suit their own investment contexts. By positioning the concept as a starting point rather than a conclusion, the publication invites collaboration and deeper exploration into how volatility-based metrics may enhance long-term allocation models.

Description: Our previous article, “Introduction of Cashflow Matching Strategic Asset Allocation (SAA) Framework,” introduced the concept and included a real-world case study that developed a liability-driven investment strategy for a single line of business (LOB) for a life insurer. This article expands the framework and the case study from a single LOB to simultaneously optimize asset allocation across multiple LOBs. It discusses how this multi-line SAA framework can enable an insurance company to efficiently tag its asset holdings to each LOB, identify opportunities in the public and private asset markets to enhance risk-adjusted returns, and develop a deeper understanding of the trade-off between the degree of cashflow matching and risk-adjusted returns across LOBs.