Summary: In this presentation, we will explore the latest investment trends shaping the life insurance industry today. We will start with an overview of the various types of assets and strategic asset allocations that are prevalent within the industry. Moving beyond the basics, we will delve into an advanced asset optimization tool that is revolutionizing how asset portfolios are constructed. This tool considers factors such as asset liability cash flow matching, target yields, durations, Risk-Based Capital (RBC) requirements, and asset type restrictions. As the life insurance sector places greater emphasis on sophisticated asset management and navigates increasingly complex portfolios, understanding and leveraging this optimization tool has become crucial. Join us to gain valuable insights into optimizing asset portfolios to meet the evolving demands of the life insurance industry. Framework for the Presentation Proposal: - Overview of the asset types in insurer GA portfolios and industry SAA trends - General overview of how different regulatory regimes and product types can lead to different portfolio selection objectives and what those objectives tend to be. - The capabilities of linear programming in solving these problems. - Impacts of a sample selected portfolio when compared to the existing original portfolio. Audience: Those involved in M&A and reinsurance transactions, SAA development, and ALM outsourcing, as well as anyone seeking to understand current portfolio optimization and asset selection capabilities.
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