Description: Correspondent's report from the Investment Section Breakfast at the SOA Annual Meeting in Austin 2015

Description: Investment Correspondent's report for the Opening session of the 2017 Annual Meeting & Exhibit in Boston, MA.

Description: The article summarizes and comments on a recent IRS Chief Counsel Advice that addressed how the proration formula works for purposes of the separate account dividends received deduction in the context of a partnership structure. The article explains the historical background of the proration formula as it appeared in the 1959 Act and the differences between how the applies and affects the dividends received deduction in the partnership structure versus the more tradition RIC structure.

Description: Up until recent past, the artificial intelligence portion of data science was looked upon cautiously due to its history of booms and flops . In the latest stream of events, major improvements have taken place in this field and now deep learning, the new leading front for Artificial Intelligence, presents a promising prospect for overcoming problems of big data.

Description: 1993 SOA Spring Meeting, Boston. This session is about applications of the capital asset pricing model in the fixed-income environment, in the international investment environment, and in the property/casualty environment. Topics addressed: • Single-index model. • Multiple-index model. • Impact on risk.

Description: The optimal degree of integration and/or coordination of these two functions is examined by presentation of diverse opinions and actual experiences. From the 1988 Record of Society of Actuaries, Vol. 14, No. 3.

Description: In this article, we will analyze the recent value investing experience in the Canadian equity market, determine the main macroeconomic variables that drove the value cycle performance in that period, and draw some conclusions about the benefits of style rotation between value- and growth-oriented styles in the management of an investment portfolio.

Description: Presents results of 2003-2012 cohorts of insurance company private placement bonds. Finds private bonds show a 15bp annual advantage relative to public bonds, due to lower loss severity.

Description: Feature article describing the use of arithmetic means in the production of return results predictions.

Description: This session from the 1994 Valuation Actuary Symposium covers the collapse of the real estate market in the early 1990's and the problems it created in cash flow testing and valuation work. It also covers an integrated asset/liability model and the applications beyond cash flow testing including an example for an SPDA.