61: Solvency

Actuarial Specialties: (L) (E)

Examine the natural hedging approach proposed to internally hedge systematic longevity risk exposures. Check out a proposed method that generates parameters drawn from a given set that maximizes the reserve. And hear a comparison of simulation results of the financial development of insurance portfolios containing policies with differing guarantee designs.

Moderator: Cynthia MacDonald
Wednesday, April 2, 2014
9:30 a.m. - 11:00 a.m.