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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 …

Are we living in a Big Bond Bubble? Talk 1 in the Bubble Series More and more pension investments are moving into fixed interest asset class due to desire to de-risk and regulatory pressure to match liabilities. But what value do  bonds offer at current …

EGM followed by meeting: The Latest on United States Mortality, Lapse, and Underwriting An Extraordinary General Meeting of the Society of Actuaries in Ireland will take place at 6.30pm.  You must be a Fellow of the SAI to attend this EGM. Papers are …

Non-life Insurance Technical Provisions Prediction Errors : ‘Ultimo’ and One-year perspectives Assessing the uncertainty in reserve estimates has become an increasingly important requirement of reserving actuaries’ work.  Ideally this will involve a …

General Insurance Forum - SAI MEMBERS ONLY To access podcast please contact the Society:  info@actuaries.ie   General Insurance Podcast Presentation CPD Event Fri, 28/11/2014 - 10:15 9.45am - tea/coffee 10.15am - meeting starts 12.15pm - meeting finishes …

Operation of Treasury Centres The meeting will provide an overview of the capital structure of a large multi-national, and the primary role and functions of the Treasury team therein, including; Capital structure management Financial risk management …

Big data and analytics: An actuarial approach Complimentary Webinar from The Actuary magazine.   Overview Actuaries are beginning to embrace the development of technology that enables them to use the analysis and problem-solving skills they have to …

General Insurance Forum The General Insurance Forum will consist of two parts. Part 1:                 Attendees will be invited to partake in  group/table based discussion on the following topics; Unallocated Loss Adjustment Expense (ULAE) Additional …

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 …