Description: Edited Content: Discover more about key Economic Scenario Generation (ESG) topics that are relevant for actuarial applications. Expect a focus on risk-neutral / market-consistent ESGs, like setting long term assumptions and scenario reduction. Long tern assumptions will focus on a basic introduction to challenges in deriving long term assumptions and key concepts to better understand how those are set. Come explore a basic overview of scenario reduction techniques and challenges as well as common sense criteria to address the reasonableness of the reduction. Provided Content: The overall objective would be to introduce key ESG (Economic Scenario Generation) topics to actuaries, with two topics below that are relevant for actuarial applications. We intend to focus on risk-neutral / market-consistent ESGs. 1. Setting long term assumptions o A basic introduction to challenges in deriving long term assumptions and key concepts to better understand how those are set 2. Scenario reduction o A basic overview of scenario reduction techniques and challenges as well as common sense criteria to address the reasonableness of the reduction

Description: Discover more about key Economic Scenario Generation (ESG) topics that are relevant for actuarial applications. Expect a focus on risk-neutral / market-consistent ESGs, like setting long term assumptions and scenario reduction. Long tern assumptions will focus on a basic introduction to challenges in deriving long term assumptions and key concepts to better understand how those are set. Come explore a basic overview of scenario reduction techniques and challenges as well as common sense criteria to address the reasonableness of the reduction.

Description: Discuss changes in group life waiver of premium claim recovery and mortality experience since the 2005 table was released, the development of the 2023 table, and the new statutory valuation standard approved by the National Association of Insurance Commissioners (NAIC).

Description: Join us for this popular annual webcast covering the latest considerations for the year's U.S. statutory financial reporting work. Get ready to hear from three expert speakers, who will discuss cash flow testing and this year’s New York and California holiday letters, the impact of recent interest rate changes including treatment of negative IMR, potential changes to statutory financial reporting due to climate change, and updates regarding Principle Based Reserves.

Description: Come discuss modeling costs and its governance, as well as introduce some platforms for more granular asset modeling.