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Embedding stress testing as part of an integrated risk management framework Life Assurance Enterprise Risk Management Podcast Presentation Evening Meeting Wed, 24/10/2012 - 18:00 6pm - tea/coffee 6.30pm - meeting Alexander Hotel David Hare and Alastair …

How Strong Are your Rating Factors? A Life (re)insurance view. This presentation is a practical mortality demonstration using Generalised Linear Models (GLMs). GLMs provide an approach where rating factor interactions can be analysed, thereby avoiding the …

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 …

Demography Forum The Demography Forum will include the following speakers; Colm Guiry, Chair of the Demography Committee, will provide an update on the Committee’s recent work and plans for the coming year. James Tait and Jamie Leitch will provide an …

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 …