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Aggregation and the use of Copulas The aim of this presentation is to give an understanding of some of the issues surrounding aggregation and in particular on the use of copulas. The intention is to communicate an intuitive understanding of the subject …

Stochastic Modeling - Theory and Reality from an Actuarial Perspective In cooperation with the International Actuarial Association (IAA), the EAA – European Actuarial Academy GmbH will offer a seminar on 20-22 November 2013 in Dublin, Ireland, based on …

Common Mistakes in Variable Annuity Hedging Programs: Hedge to what? What to hedge? The speaker will discuss some common mistakes VA writers made on their hedging programs (based on an informal survey of industry practitioners and own experience). In …

Investment Related Guarantees A working party of the Life committee has compiled a taxonomy of investment related guarantees and considered the issues for pricing, reserving and risk management.  This session is an introduction to the wide range of issues …

Retirement Actuary of the Future - MEMBERS ONLY EVENT A Working Party of the Society of the Actuaries in Ireland was formed to explore the roles that actuaries might play in the future Irish pensions landscape.   This presentation covers key points from …

European Insurance Forum 2014 - What's ahead for the Reinsurance Industry? Running since 1999, EIF (European Insurance Forum) is a must attend annual event for C-suite executives from the Irish and international re/insurance and captive industry. Meet …

The Fiscal Treaty, the Economic Environment & Solvency II: Possible Implications for Life and General Insurance Companies Our paper looks at: (i) the possible implications of the forthcoming Fiscal Treaty for the economic environment in the EU; (ii) the …

Possible Unintended Consequences of Basel III and Solvency II Malcolm Kemp and Padraic O’Malley, members of the International Monitory Funds’ Working Party that produced this paper, will present it to the Society on 12th June.   The paper is now attached. …

SAI Annual Convention - LIFE Forum To access podcast please contact the Society:  info@actuaries.ie   Life Assurance Podcast Presentation SAI Annual Convention Fri, 15/06/2012 - 08:30 Live Dermot Corry, Dervla Tomlin, Shane O'Farrell, Chris Jewon, Kevin …

Hedging Variable Annuities Using a simple example of a Put Option, this paper explores such matters as the significance of Realised Volatility risk, Underlying Volatility risk and choice of hedged formula on the effectiveness of applying a hedging …