Description: Sustainable operations under changes in accounting principles and solvency standards

Description: How insurers can include a liquidity score and liquidity stress scenarios as part of their asset liability management (ALM) protocol.

Description: Discussion about recent ALM and Benchmarking survey conducted by strategic consulting firm Patpatia & Associates.

Description: Discusses the three complexity science sessions at the Annual Meeting that were sponsored by the Section.

Description: How insurers can include a liquidity score and liquidity stress scenarios as part of their asset liability management (ALM) protocol.

Description: How to set asset assumption, at the cycle or through the cycle and other considerations

Description: The author discusses how the use of a weighted average dollar duration book yield, WADD, rather than the more traditional book yield determined by book value or market value weighting, can provide a better basis for determining the crediting rate on the liabilities.

Description: This paper looks at the problem of valuing and managing the ALM risks associated with insurance liabilities that are too long to be matched by available investments. Two options were explored and the paper concludes by arguing that the Static Control Model leads to more useful ALM strategies for long liabilities.

Description: To address non-parallel movement in the interest rates the concept of key-rate duration was introduced in mid-'80s by Tom Ho. I will define certain key rate metrics, their variation used in the industry, how to calculate them, and an existing industry issue with how they are used. Additionally, I propose a novel technique to calculate key rates to mitigate the problem faced in the industry

Description: To address non-parallel movement in the interest rates the concept of key-rate duration was introduced in mid-'80s by Tom Ho. I will define certain key rate metrics, their variation used in the industry, how to calculate them, and an existing industry issue with how they are used. Additionally, I propose a novel technique to calculate key rates to mitigate the problem faced in the industry