Session Information
SOA - Life Spring Meeting 2007
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Modeling Equity Markets
Track
:
Sessions
Program Code:
36
Date:
Thursday, May 10, 2007
Time:
3:30 PM to 5:00 PM
Location:
Desert Conference suite VII
MODERATOR
:
Steven Lane Craighead, ASA, MAAA
SPEAKER
(S):
Hal Warren Pedersen, ASA
Richard M. A. Urbach
Description
In an interactive setting, life and pension financial modeling experts will explore the
following topics:
• Emerging and current techniques for modeling equity markets;
• Equity duration and its utility;
• Implications for insurers and pension funds for reversion in the equity markets; and
• Actuarial assumptions impacted by mean reversion
following topics:
• Emerging and current techniques for modeling equity markets;
• Equity duration and its utility;
• Implications for insurers and pension funds for reversion in the equity markets; and
• Actuarial assumptions impacted by mean reversion
This session is a part of: