Date
Time

Tea/coffee - 6pm

Meeting 6.30pm

Venue
Alexander Hotel
Enterprise Risk Management
Life Assurance
Life Reinsurance
Paper
Podcast
Presentation

UL Guarantees

The paper will cover:

  • Assessment of Risks and Risk Mitigation of Unit Linked Guarantees with a primary focus on Variable Annuities
  • Specifically looking at the primary challenges of risk replication covering transaction, funding and collateral costs
  • Together with an update on recent regulatory developments under Solvency II, CP41 and CP42
  • Closing out with an update on recent developments in hedging and product structures.

An Executive’s Handbook for Understanding and Risk Managing Unit Linked Guarantees, presented by the Variable Annuities Member Interest Group of the UK Actuarial Profession in April 2010, is attached.

Also attached is a paper by James Maher on OTC Option Pricing for Insurers.  James will draw on these papers in his presentation.

 

To access podcast please contact the Society: info@actuaries.ie 

Cost (members)
No charge for members/€50 for non members
Event Type
Evening Meeting
Speakers/Presenters
James Maher
File attachments
Date Attachment Size
30/11/2016 Executive Handbook for UL Guarantees.pdf 697.67 KB Download
30/11/2016 Presentation.pdf 925.98 KB Download
30/11/2016 OTC Option Pricing For Insurers.pdf 351.46 KB Download