Description: The Society of Actuaries’ Committee on Finance Research is pleased to make available a research report that develops a framework for applying deep learning and reinforcement learning techniques to optimal dynamic strategic asset allocation for Liability Driven Investment (LDI).

Description: The monograph walks the reader through the hindsight, insight and foresight building process while discussing theoretical and practical issues supporting the building of valid forecasts with provenance for each of these schema examples

Description: This report describes the results of the latest intercompany study of mortality experience under Structured Settlement annuities.

Description: The Society of Actuaries’ Aging and Retirement Strategic Research Program is pleased to release a literature review on the impacts of healthy lifestyle behaviors and chronic condition management, providing a resource for actuaries and others on these issues.

Description: In Memory of Susan M. Lamb

Description: InsureTech Connect 2021 covered emerging trends and future opportunities for insurance technology. In addition, Society of Actuaries (SOA) staff along with key SOA volunteers who work in the insurtech industry interviewed a variety of attendees to gather further information on these trends. This report covers key trends in the insurtech industry, opportunities for actuaries, and future considerations and observations.

Description: 2021 Generally Recognized Expense Table (GRET) recommendations.

Description: This web page, provided by the Society of Actuaries Pension Section Research Committee, contains links to a 2004 introductory report and a full report regarding the impact of mortality projection scales on defined benefit pension plan valuations. The study that led to these reports was initiated to provide quantitative information illustrating the impact of reflecting mortality improvement using a 'Generational Approach' in actuarial valuations of defined benefit pension plans versus traditional methods. The full report was written by David Kays of ACUFF Associates. Accompanying the full report is an introductory report authored by Marilyn Oliver, who chaired the Project Oversight Group for this effort. The introductory report provides an overview on the work and summarizes the issues explored in the full report. It is suggested that the reader review the introductory report first for an overall perspective on the extensive details found in the full report.

Description: Based on work performed by Bob Howard, a former member of RPEC, the SOA developed a spreadsheet-based program that allows users to create a customized mortality improvement scale using the RPEC_2014 model. The RPEC_O2_v2018 model found here utilizes the same projection methodology underpinning the RPEC_2014 model except that the historical rates have been developed using “order-2” Whittaker-Henderson graduation rather than “order-3”.

Description: Web page for posting of research report identifying considerations for actuaries and annuity insurers in determining the actuarial present value of additional benefits for computing required minimum distributions under a deferred annuity contract. The paper discusses types of benefits covered under Treasury Regulation Section 1.401 a9–6, Q&A–12 as well as possible assumptions and methods for calculating the actuarial present values of additional benefits provided under an annuity contract.