Investment Actuary

Below you will find materials available for your download from the 2004 Investment Actuary Symposium held in Boston, MA between Monday, November 8, 2004 - Wednesday, November 10, 2004.

Monday, November 8, 2004

• 8:30–10:00am
• General Session
• Keynote: Dr. Mark Warshawsky

• 10:30–12:00 pm Concurrent Sessions
• Investment Basics I
• Moderator and Presenter: Charles Ford
• Presenter: Richard Mattison

• What's New with Derivatives Interest Rate, Equity, Credit and Other
• Moderator: Mike O'Conner
• Presenter: Pradip Ghosh

• 1:00–2:30 pm Concurrent Sessions
• Investment Basics II
• Moderator and Presenter: Charles Ford
• Presenter: Richard Mattison

• Transparency
• Moderator: Mark Abbott
• Presenters: David Cummins, Sara Stehlik, Eric Weinstein

• 3:00—4:30 pm Concurrent Sessions
• Minimizing Contribution Volatility for Pension Plan Funding
• Moderator: Josee DeRoy, Jared Gross, Louis Liu, Louise Purtle

• Life Insurance Securitization—What has been done?
• Moderator: Sean Casey
• Presenters: Steve Schreiber, Ron Klein, David Cummins

Tuesday, November 9, 2004

• 8:00–9:30 am Concurrent Sessions
• Modeling Dynamic Investment Strategies
• Moderator: Nancy Bennett
• Presenters: Teri Geske

• ALM Practitioners Association Meeting (Handout Not Available)
• Moderator: Charles Gilbert

• 10:00–11:30 am Concurrent Sessions
• Hedging Equity Based Guarantees/Assumptions
• Moderator and Presenter: Hubert Mueller
• Presenters: Russ Hackman, Ken Mungan

• ALM Practitioners Association Meeting (cont.) (Handout Not Available)
• Moderator: Charles Gilbert

• 1:00–2:30 pm Concurrent Sessions
• Financial Reinsurance
• Moderator and Presenter: Gerald Kopel
• Presenters: Larry Carson, Alex Cowley

• Investment Strategies in a Low Interest Rate Environment
• Moderator: Nancy Bennett
• Presenters: Doug Brooks, Neil Salowitz

• Pension Funds: Funding Index, Mismatch Risk Premium and Volatility (Handout Not Available)
• Presenter: Roland van Gaalen

• 3:00–4:30 pm Concurrent Sessions
• Foreign Exchange Risk and Multinational Insurers
• Moderator: Joe Koltisko
• Presenter: Ed Sunoo, Lucia Fedina

• Current US and Canadian Pension Issues
• Moderator and Presenter: Karen Harris
• Presenter: Jonathon Shelon

• Financial Risks Seminar–Financial Economics (Handout Not Available)
• Moderator and Presenter: Charles Gilbert
• Presenter: Jeremy Gold

• AFIR Business Meeting (Handout Not Available)

• Life Insurance Securitization–What's on the Horizon?
• Moderator: Sean Casey
• Presenters: Alex Cowley, Mike That, Jose Siberon

Wednesday, November 10, 2004

• 8:00–9:30 am Concurrent Sessions
• Picking Up the Pieces–Have Pension Plans Recovered From the "Perfect Storm"?
• Moderator: Bryan Boudreau
• Presenters: Dimitry Mindlin, David Kingston

• Financial Risks Seminar–Opening Remarks (Handout Not Available)
• Presenters: Jim Macginnitie, Doug Brooks

• Solvency–Towards a Global Framework
• Presenter: Stuart Wason

• Financial Sector Supervision (Handout Not Available)
• Presenter: TBD

• Credit Risk Modeling for Life Insurers
• Moderator: Martin Le Roux
• Presenters: Fred Ten Lohius, Paul Narayanan

• 9:45–11:15 am Concurrent Sessions
• Current Pension Plan Investment Topics (Handout Not Available)
• Presenter: Bryan Boudreau

• Economic Scenario Generators
• Moderator: Charlie Ford
• Presenter: Dmitry Mukhin

• Financial Risks Seminar–Modeling and Uncertainty Risks (Handout Not Available)
• Presenter: Mike O'Conner

• Financial Risks Seminar–Chief Risk Officer
• Moderator: Charles Gilbert
• Presenters: Tony Coleman, Doug Brooks

• 11:30–1:15 pm Concurrent Sessions
• Investment Benchmarking and Analytics
• Moderator and Presenter: Nancy Bennett
• Presenter: Jim Bachman

• Ask the Experts Forum (Handout Not Available)