Please note that this event is co-sponsored or jointly-sponsored by the CIA, therefore information may not be available in both English and French.
Noon to 1:30 p.m. EDT
Robert Jarrow, managing director, research, Kamakura Corporation
Jens Hilscher, senior research fellow, Kamakura
Donald Van Deventer, chair and CEO, Kamakura
Members of the Joint Risk Management Section, a group venture of the CIA, Society of Actuaries (SOA), and Casualty Actuarial Society, and other actuaries are invited to join this webcast to hear three experts evaluate actuarial practices for modelling credit risk in the life insurance industry. The trio will summarize the development of credit models and describe their application in risk management systems and calculations. They will also discuss contrasts between best practice techniques and regulatory calculations, and summarize the findings of a study undertaken by Kamakura under the auspices of the SOA to determine the state of credit modelling in the insurance industry compared with the broader state of the art.
To learn more and register for the webcast, visit the link below.