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Economic Capital and Market–Consistent Embedded Value: Bringing it all Together
Below you will find presentations from various sessions at the seminar on Economic Capital and Market–Consistent Embedded Value: Bringing it all Together, held on February 23–24, 2009 in Orlando, FL. Please note that some have multiple presentations from different authors/presenters and that some may not be available.
- Opening Remarks
- Hubert Mueller, Towers Perrin
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- Introduction to Market–Consistent Methodology and Tools/Link EC–Value
- Ian Farr, Towers Perrin; Hans Wagner, AXA
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- EC–Best Practices in Implementing EC
- Hubert Mueller, Towers Perrin; Russ Osborn, AEGON USA; Gerald Wilson, Old Mutual Financial Network
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- MCEV–Recent Market Tends and Best Practices
- Noel Harewood, Towers Perrin; Fernando Trujillo, Met Life
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- MCEV–CFO/CRO Forum Developments, Link with Solvency II and IFRS
- Wolfgang Hoffmann, Towers Perrin; George Christopher, ING
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- Rating Agency View of EC/MCEV: Acceptance of Internal Models
- Raj Guttha, AM Best; Jeff Mohrenweiser, Fitch Ratings; Mark Puccia, Standard & Poors
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- EC–Implementation Issues (calibrating Stress Tests, RW vs RN)
- Mark Scanlon, Towers Perrin; Eric Sandberg, AEGON USA
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- Efficient Modeling/Replicating Portfolios
- John Rowland, Towers Perrin; Kent Quam, Lincoln Financial Group
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- Summary Day 1/Overview Day 2
- Todd Erkis, Towers Perrin
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- Case Study: Market–Consistent Pricing
- Dominique Lebel, Towers Perrin; Brian Campbell, Allianz Life
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- Case Study: Implementing MC Financial Reporting
- Wolfgang Hoffmann, Towers Perrin; Gary Hatfield, Securian Financial Group
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- Case Study: Use of MCEV Techniques in Actuarial Appraisals
- Jack Gibson, Towers Perrin; Rich Lambert, Prudential
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- Case Study: Implementing EC/MCEV in the US for a Multinational
- Ian Farr, Towers Perrin; Andreas Graser, Allianz Life
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- Minimum Cost Replicating Portfolios (MCRP)
- David Dullaway, Towers Perrin
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- "Bringing it All Together"–Q&A and Panel Discussion
- All Presenters
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