2002 Investment Actuary Symposium

Below you will find presentations from various sessions at the SOA Investment Actuary Symposium in Chicago, IL held on November 6–8, 2002. Please note that some may have multiple presentations from different authors/presenters and that some are not available.

• General Sessions
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• Enron–Secrets of Destruction
• Crista Boyles, Retirement Specialists, Inc.
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• Current Issues Faced by Investment Managers
• John Foehl, Summit Strategies
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• Concurrent 1
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• State of the Art Risk Management
• Wayne Stuenkel, Protective Life
• Harry Miller, ING
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• Dynamic Spreads/Private Placement Default Study
• Bill Pauling, Tillinghast
• Peter Tilley, Great West
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• Embedded Value
• Charlie Ford, CGU
• Mike McLaughlin, Ernst & Young
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• Concurrent 2
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• RBC C–3 Phase 2/Fair Value Developments
• Mike McLaughlin, Ernst & Young
• Tim Hill, Milliman USA
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• Understanding Equity Risk Premium
• Dick Wendt, Towers Perrin
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• Credit Risk Management
• Peter Davis, Ernst & Young
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• Concurrent 3
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• Pricing Implications of Default
• Marc Altschull, Tillinghast
• Robert Lamarche, RGA
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• Pension ALM
• Michael Peskin, Morgan Stanley
• Bryan Boudreau, Morgan Stanley
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• Hedging Liability Risks: Micro and Macro Approaches
• Mike O’Connor, Tillinghast
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• Concurrent 4
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• Risk Management Task Force and ALM Specialty Guide
• Warren Luckner, Benedictine University
• Valentina Isakina, SOA
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• Closed Block Securitization
• Jackie Keating, Milliman USA
• Shiv Kumar, Goldman Sachs
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• Leveraging Cash Flow Testing Models
• David Weinsier, Tillinghast
• Max Rudolph, Mutual of Omaha
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• Concurrent 5
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• Liquidity/FHLB
• Donna Claire, Claire Thinking a ¦ b ¦ c
• Tom Grondin, Aegon Institutional Markets
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• What Does A Chief Risk Officer Do?
• Phil Gath, Nationwide
• Zafar Rashid, AIG American General
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• Hedging in Practice
• Ravi Ravindran, Annuity Systems
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• Concurrent 6
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• Regime Switching Operator
• Mary Hardy, University of Waterloo
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• Hedge Funds for Insurers
• Mark Hunt, Hartford Investment Management
• Chris Rutten, Max Re. Ltd.
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• Canadian/International Issues
• Ken Mungan, Milliman USA
• Charles Gilbert, Nexus Generations
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