Materials: PBR Boot Camp, June 6–8

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AGENDA

Day 1

PBR 101—The Basics
Stochastic, Deterministic, and NPR Reserves
Reserving Case Study
Modeling Caveats
Modeling Overview
- Economic Scenario Generator
Mortality Overview
Mortality Case Study
- Attachment 1
- Answers

Day 2

Additional Liability Assumption Overview
Assumption Case Study
Asset Overview
Assets Case Study
- Attachment 1
- Attachment 2
Reinsurance Overview
Reinsurance Case Study
- Answers
PBR Model Governance Checklist

Day 3

Practice Notes—Sources of Information
Regulatory and Other Considerations
Regulatory and Other Considerations Case Study and Wrap-Up

Reference Materials

Proposed Reading Materials
Actuarial Guideline XXXVIII (AG 38)
Actuarial Guideline XLVIII (AG 48)
Life, Accident and Health Annual Statement Blank and Instructions
VM-20: Requirements for Principle-Based Reserves for Life Products
Statements of Statutory Accounting Principle No. 51
Statements of Statutory Accounting Principle No. 52
Statements of Statutory Accounting Principle No. 54
Statements of Statutory Accounting Principle No. 55
Statements of Statutory Accounting Principle No. 61

Materials are available only to registered attendees. If you experience technical difficulties accessing any of the links above, please contact Leiloni Hayward at 202-223-8196 or hayward@actuary.org.