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Equity–Based Insurance Guarantees Conference
Below you will find presentations from the Equity–Based Insurance Guarantees Conference, held October 27-28, in Boston, MA. Please note that some have multiple handouts from different authors/presenters.
- Overview of Market Landscape
- Hubert Mueller, Towers Perrin
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- Managing and Modeling Policyholder Behavior Risks
- John Marcsik, Aegon; Matthew Wion, Ernst & Young
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- Pricing GMWB Riders
- Radha Lakshminarayanan, Penn Mutual Life Ins. Co.; Christophe Pochart, BNP Paribas
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- Pricing EIA Guarantees
- Noel Abkemeier, Milliman; Eric Petersen, Americo
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- Hedging Solutions for VA and EIA Products
- Michael Chun, JP Morgan Securities, Inc.; Frank Zhang, Societe Generale
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- Risk Managing VA and EIA Risks
- David Florian, Wachovia Reinsurance; Robert Painter, Deutsche Bank; Andy Rallis, MetLife
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- Impact of Stochastic Interest Rates and Volatilities in Living Benefits
- Dan Heyer, Nationwide Financial Hedge Team
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