Presented at the Equity-Based Insurance Guarantees Conference | November 2018

This presentation entitled “Modeling Considerations for Embedded Guarantees” was given by Daniel Schobel of Numerix at the Equity-Based Insurance Guarantees Conference in Chicago on November 5th.

The presentation addressed:

  • Insurance contracts with embedded guarantees
  • How to set-up an ESG for nested stochastic simulations
  • Sensitivity analysis on a nested framework

 

Numerix Presenter Bio:

Daniel Schobel, Vice President & Actuary, Insurance Product ManagerDaniel Schobel, Vice President & Actuary, Insurance Product Manager, 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.

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