Case Studies: Asset Allocation

The following case studies, as presented at our annual Insurer Investment Forum or Investment Seminar for Gov’t Risk Pools, have been lauded for their clarity, applicability and usefulness by attendees.

They are based upon the SAA’s real client experiences (names/data kept anonymous).

Case studies are available for presentation at your company’s site for a nominal fee.

Please indicate the case studies you would like presented to your staff, board of directors/trustees and/or investment committee. One of SAA’s Principals will contact you to discuss scheduling and provide a quote.


Paranormal Re’s investment portfolio was comprised solely of U.S. investment‐grade fixed income securities. Within the first weeks of the new CEO’s arrival, he managed to persuade the Board to make a 5% equity allocation to diversify and support long‐term surplus growth. How does this new allocation compare to your opinion of the company’s enterprise risk profile? What asset allocation decision would you make?