Description: This presentation from Session 109 of the SOA May 2004 Anaheim Spring Meeting discusses how to improve the manner in which the funding of a defined benefit pension plan reacts under adverse economic conditions using asset-liability projections. Investigating the utility of hedge funds and other investment products in the risk management of pension plans is also discussed. From the Record of the Society of Actuaries, Volume 30, No. 1.

Description: The speaker of this session will provide a bottom up analysis and categorization of the $200 billion of volatility control funds related investments while recapping volatility control fund trading around volatility spikes (including Aug. 2015 and June 2016). The assessment of potential market impact of the volatility control funds’ rebalancing activity will also be discussed.

Description: This presentation from Session 56 of the SOA June 2005 New Orleans Health/Pension Spring Meeting discusses the risks faced by sponsors of defined benefit pension plans and how actuaries can help these plan sponsors adopt plan design strategies to manage these risks. From the Record of the Society of Actuaries, Vol. 31, No. 2.

Description: This presentation from Session 73 of the SOA June 2005 New Orleans Health/Pension Spring Meeting discusses the emerging risks faced by Social Security, Medicare, and other public sector retirement plans. From the Record of the Society of Actuaries, Vol. 31, No. 2.

Description: In this session, a company will share its experience on managing risks underlying the equity-linked insurance guarantees and what lessons were learned over these years as it adapted its strategies to suit the current market environment.

Description: This presentation from Session 68 of the SOA June 2005 New Orleans Health/Pension Spring Meeting discusses Panelists discuss how sponsors of pension plans balance the risks of operating such plans against the needs of other stakeholders such as, employees, shareholders, and government regulatory and guaranty agencies. From the Record of the Society of Actuaries, Vol. 31, No. 2.

Description: This presentation from Session 82 of the SOA June 2005 New Orleans Health/Pension Spring Meeting discusses the risks faced by pension plan sponsors, and the role of the actuary in measuring, discussing, managing, and mitigating these risks. From the Record of the Society of Actuaries, Vol. 31, No. 2.

Description: The presenters in this session will show attendees how to measure surplus risk for a corporate pension plan (or a pension plan where liabilities are valued on a current marked to market yield curve) in several different ways, understand the value of each of those methods, and use the results to make decisions on relevant corporate pension actions such as asset allocation and pension risk transfer. They will also compare LDI strategies between corporate and public pension plans.

Description: This presentation considers a stochastic model for a target benefit pension fund in continuous time.

Description: The speaker of this session will discuss some common difficulties one encounters when dealing with exotic equity linked derivatives. In particular, a study of a Monthly Sum Cap (MSC) will be presented. Pricing issues, along with dynamic hedging, as well as projections of MSC into the future will also be discussed. Time permitting, some aspects of historical performance will also be addressed