2015 Investment Symposium

Anybody going?



Register for my session:

Quote:

9:15 AM - 10:30 AM Session 23: Investment Strategy & Optimization: Trend and Case Study Competency: Technical Skills & Analytical Problem Solving Moderator(s): Larry Zhao, FSA, CERA Presenter(s): Mary Pat Campbell, FSA, MAAA; Ming Chiu, FSA, MAAA Mary presents trends of General Account investments for life-annuity insurers. Ming Chiu discusses the concepts and implementation processes for using Genetic Algorithm for a global optimization problem in the context of P&C companies. Ming describes a process to tag assets to P&C lines of business according to S&P capital charge. A key component of the asset tagging process is to optimize asset allocation to LOBs according to duration, cash flows, and asset class constraints. Genetic Algorithm method is used to allocate assets at CUSIP level to lines of business broken down by regions within these constraints. Experience Level: All Levels Session Coordinator(s): Larry Zhao, FSA, CERA

I'm doing the trend, as mentioned in the description.

2015 Investment Symposium