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.

While case studies are based on SAA’s experiences, all company and individual names/information are completely hypothetical.

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?


Note: Case studies do not necessarily represent the experiences of other clients, nor do they indicate future performance. In fact, we do not discuss or detail performance or outcomes below because investment results always vary. The investment strategies and services discussed are not appropriate or applicable for every investor and should be considered given a person’s investment objectives, financial situation and particular needs.