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Agenda
| 7:30–8:30 a.m. |
Registration and Breakfast |
| 8:30–8:40 a.m. |
Opening Comments by Chairman |
| 8:40–9:30 a.m. |
Overview of Market Landscape
This session reviews the evolution of the marketplace leading up to the current product designs in the VA/EIA markets. It also covers the current state of affairs regulatory and accounting wise. |
| 9:30–10:00 a.m. |
Coffee Break |
| 10:00 a.m.–12:10 p.m. |
Managing and Modeling Policyholder Behavior Risks
Speakers in this session will address models and methods used to quantify policyholder behavioral risks (which is an unknown walking "time bomb" that also happens to be a big driver of the pricing of the guarantees) in the presence of lack of experience. |
| 12:10.–1:30 p.m. |
Lunch |
| 1:30–3:00 p.m. |
Pricing GMWB Riders
This session discusses the assumptions and models typically used by VA writers to price such riders taking into account commission, capital, etc. |
| 3:00–3:30 p.m. |
Coffee Break |
| 3:30–5:00 p.m. |
Pricing EIA Guarantees
This session discusses the assumptions and models typically used by EIA writers to price various crediting strategies that are offered in the marketplace today, taking into consideration commission, capital, etc. |
| 6:00–8:00 p.m. |
Reception and Networking |
| 7:30–8:30 a.m. |
Breakfast |
| 8:30–10:00 a.m. |
Hedging Solutions for VA and EIA Products
In this session, attendees get to hear of myriad of solutions available in both the capital markets and reinsurance space from writers of these risks. |
| 10:00–10:30 a.m. |
Coffee Break |
| 10:30 a.m.–12:40 p.m. |
Risk Managing VA and EIA Risks
In this session, attendees get to hear first–hand experiences from writers of these risks on their experiences in running an in–house hedging program, the resources required, interaction with the investment banks and how they balance between different risk management objectives. |
| 12:40– 2:00 p.m. |
Lunch |
| 2:00–3:00 p.m. |
Impact of Stochastic Interest Rates and Volatilities in Living Benefits
In this session, attendees get to hear from direct writer’s first hand experience how important modeling stochastic interest rates and stochastic volatilities can be for living benefits while talking about the challenges associated with implementing these models. |
| 3:00–4:00 p.m. |
Ask the Experts
In this session, the audience would have the ability to ask expert speakers of the conference any question relating to equity based guarantee products (VAs/EIAs) on any aspect of the product/risk–management/process etc..
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| 4:00 p.m. |
Closing Comments by Chairman
K. Ravindran, Annuity Systems Inc.
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