Please note when you make your purchase you will need to add which Webcast Dates you wish to participate in on the Select Sessions Tab in the store. If your purchase remains at $0 you are not fully registered as no webcasts were selected.
The block of three webcasts combined will cover uses and techniques for Economic Scenario Generators. Series is recommended to pricing, product, and valuation actuaries as well as risk management actuaries in life insurance companies. Each webcast can be attended independently.
Choose from up to three starting at $144 per webcast (SOA member, non-section single line price) with discounts for each additionally purchased webcast.
Discounts will be applied at the end of your checkout.
Fundamentals - May 7, 2019
This Economic Scenario Generator (ESG) webcast, is an introductory course that will educate the audience regarding uses and techniques for ESG. We will discuss the following topics:
1. ESG Intro: Stochastic Modeling 101
2. Where do we use risk neutral modeling or real world modeling?
3. Common approaches to modeling equity prices and interest rates.
Real World - May 14, 2019
This Economic Scenario Generator (ESG) webcast focuses on real world economic scenarios. We will discuss the following topics:
1. Real World ESG Applications: Statutory Reserving, Capital Calculations and Asset Allocation
2. Closer look at modeling equity prices and interest rates
3. Calibration and model validation considerations
Risk Neutral - May 28, 2019
This Economic Scenario Generation (ESG) webcast will focus on risk neutral application and its uses and techniques. We will discuss the following topics:
1. Where do we use risk neutral modeling or real world modeling for pricing embedded options and FAS 133 instruments?
2. Risk neutral approaches to modeling equity prices and interest rates
3. Calibration and Validation Considerations
Hal Warren Pedersen, ASA, Ph.D.
Managing Director, Risk Solutions
Conning & Company
Ricky Power, FSA
Associate Director - ERS Product Specialist
Daniel Mark Schobel, ASA
VP & Actuary, Insurance Product Manager
James Stuart McClure, FSA, MAAA
Vice President, Life Products
Global Atlantic Life and Annuity