PBR Bootcamp: Hedge Modeling
Sept. 20, 2023 | Noon to 1:30 p.m. | USQS CE Available
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ABOUT THIS WEBINAR
The Valuation Manual requires that all hedges be modeled. Are you prepared for this? The webinar discussed:
- Differences in types of hedges, including
Variable annuity with guaranteed lifetime withdrawal benefit
Indexed universal life
Fixed indexed annuities
Registered index-linked annuity/Index-linked variable annuity
Clearly Defined Hedging Strategy (CDHS) vs. non-CDHS
- Hedge effectiveness
- Error testing
- Real-world hedging versus models
- Richard L. Hayes, MAAA, ASA
- Andrew C. Jenkins, MAAA, FSA
Co-Vice Chairperson, Annuity Reserves and Capital Subcommittee
Co-Vice Chairperson, Variable Annuity Reserves and Capital Subcommittee
- Craig A. Michaud, MAAA, FSA
- Linda M. Lankowski, MAAA, FSA
Chairperson, PBR Implementation Subcommittee
The American Academy of Actuaries believes in good faith that attendance at this live webinar constitutes an organized activity as defined under the current Qualification Standards for Actuaries Issuing Statements of Actuarial Opinion in the United States, and that attendees may earn up to 1.8 organized continuing education (CE) credits for attending this live webinar.
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