Risk Appetite for Variable Annuity (1.8 units CPD)
Track
:
Strategic Insight & Integration
Program Code:
61PD
Date:
Tuesday, October 19, 2010
Time:
8:30 AM to 10:00 AM
EST
Location:
Murray Hill A
MODERATOR
:
Andrew Y. Lin, FSA, MAAA
SPEAKER
(S):
Nicholas Anthony Jacobi, FSA, CERA
Amit Ayer, FSA, MAAA
Description
Was any variable annuity (VA) writer surprised by the losses/risks in VA during the crisis? Do you have a risk appetite? How can risk appetite at the corporate level be bridged down to the VA level? How do companies define their VA risk exposure limits? How does a company implement a risk appetite framework at the product level?