This presentation entitled “Risk-Neutral Economic Scenario Generation” was given by Daniel Schobel of Numerix at the ESG for the Practitioner Seminar in Baltimore on May 6th.
The presentation addressed:
Daniel Schobel, Vice President & Actuary, Insurance Product Manager at Numerix
Mr. Schobel joined Numerix at the beginning of 2014 and has been instrumental in helping win and deliver several Insurance projects covering both VA/FIA and ESG solutions. He has been critical to the expansion of the insurance client base from North America to Asia (Korea/Japan) as well as Europe (Spain/Italy).
Prior to joining Numerix, Daniel was at New York Life where he worked for 5 years in valuation, annuity pricing and ESG. He was responsible for the calibration and generation of market consistent and real world scenarios for a variety of purposes, including, but not limited to economic capital, stochastic product pricing, VA guarantee valuation, and surplus-at-risk.
Complete the form to the right to download this slide deck from Daniel Schobel's May 2018 ESG for the Practitioner Forum presentation.
Complete the form below to download this slide deck from Daniel Schobel's May 2018 ESG for the Practitioner Seminar presentation.
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