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The Design and Control of Effcient VA Models (1.5 units CPD)
Program Code:
131PD
Date:
Wednesday, October 20, 2010
Time:
10:45 AM to 12:00 PM
EST
MODERATOR
:
Jason Christopher Alleyne, FSA, FCIA, FIA
SPEAKER
(S):
Anthony Dardis, FSA, CERA, FIA, MAAA, Barrie & Hibbert Inc
Trevor C. Howes, FSA, FCIA, MAAA
Description
Sophisticated, complex and expensive modeling techniques are required to measure the risks inherent in the guarantees in variable annuity (VA) products and the financial instruments used to mitigate those risks. This session will examine the trade-offs and compromises inherent in historic modeling approaches, and the attraction of a holistic approach to modeling the VA.