What do the Actuaries of the Future Think Actuaries Could Be Doing in the Future

What do the Actuaries of the Future Think Actuaries Could Be Doing in the Future

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The research used actuarial techniques and historical commodity price data to synthetically create new historical investment return data going back 200-750 years - mostly based on data from the US, England and the EU. The research produced a surprising result - that equities may not be the investment class with the highest historical investment returns. The research also enabled comparison of investment risk over very long periods of time - both in relation to variance and skew - again showing surprising results. The research will be of interest to actuaries involved in asset-liability modelling and it presents a potential challenge to accepted wisdom in the investment industry. The implications of the results are discussed from a variety of perspectives, including that of a pensions actuary, but also from a more general investment perspective. Furthermore, the results are presented in light of the prolonged Quantitative Easing monetary policies enacted by the major central banks around the world. A possible hedge to potential downsides risks arising from this form of monetary policy is also discussed.

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