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33rd Annual Conference of the Caribbean Actuarial Association




The Caribbean Actuarial Association hosted its second hybrid conference, emphasizing the theme „Balancing the Equation – Shaping a Sustainable Future„. This conference aimed to address the role of actuaries in tackling climate change and sustainability within the profession. Highlights included sessions on social security sustainability, IFRS 17 implications, and digital insurance distribution. The event provided a platform for discussing sustainable risk management solutions and fostered innovative thinking among participants.

The 33nd Annual Caribbean Actuarial Association Conference, was held at the Hyatt Regency Hotel in Trinidad from November 29 to December 1, for actuaries and professionals across the globe.

Discover all conference recordings of November 30 and December 1 below!

Program

November 30, 2023

  • 8.30am – 8.50am Welcome
  • 8.50am – 9.00am Tribute to St. Elmo
  • 9.00am – 9.25am Welcome by CAA President
  • 9.30am – 10.15am Key Note Address
  • 10.35am – 11.35am Local Sustainability Efforts
  • 12.55pm – 2.25pm Social Security Panel
  • 2.40pm – 3.40pm Concurrent Sessions
    • IFRS 17 Session Part I: Implementation Trends of IFRS 17
    • Gender Wealth Gap
    • Advancements In Actuarial Science And Financial Analysis Through AI And Comparative Studies
      • A Multi-Asset Implied Volatility Market Simulator using Functional Principal Components and Neural SDEs & a sneak peek at automating the limit order book of the Trinidad & Tobago Stock Exchange.
      • A comparison of the capital requirements for Life companies in South Africa (SAM) and the Caribbean (RBC)
  • 4.05pm – 5.05pm Concurrent Sessions
    • IFRS 17 Session Part II: Development of IFRS 17 Compliant Discount Rates and Management Reporting
    • AI & Machine Learning – Implications for Actuaries
    • The All Things Actuarial Student Session

December 1, 2023

  • 8.00am – 8.45am Round table of Presidents
  • 8.45am – 9.30am Address from IAA President: Message from IAA and Sustainability Efforts
  • 9.35am – 10.35am Life Insurance 2.0 : Click, Insure, Repeat!
  • 10.55am – 11.40am Concurrent Sessions
    • Measuring Sensitivity for Value-at-Risk & Expected Shorfall
    • Bringing Numbers to Life
    • Life & Annuity Reinsurance Trends
  • 12.45pm – 1.45pm Concurrent Sessions
    • Climate Risk Analysis and Scenario Planning in Finance
      • CAA Climate Index Phase 1
      • Speaking on Climate Scenario Analysis
    • Pension Reform and Climate Change Risk Management
      • CBTT Pension Reform Paper
      • Climate Change Considerations for Pension Fiduciaries
    • Asset Risk Management and Asset-Liability Matching in Long-Term Insurance
      • Insurance Company Asset-side Risk, Revisited
      • ALM for Long-Term Insurance: Complex, market-linked long-term products and assets are forming an increasingly greater share of insurance company porfolios
  • 1.50pm – 2.50pm Concurrent Sessions
    • Post-Retirement Solutions Around The Globe
      • Post-Retirement Solutions around the Globe
      • Current State – What’s New – Life Illustrations and E-Applications
    • Development and Appliation of Actuarial Tables in the Caribbean
      • Formation of Mortality Tables for Caribbean Nations using Indigenous data
      • The Smart Tables: Development of Actuarial Loss of Earnings Tables for the Caribbean
    • Innovations in Data Analytics and Model Risk Management for Life Insurance and Annuities
      • Data-Smart Life & Annuities: Embracing Analytics for Insurance Transformation
      • Model Risk Management
  • 3.10pm – 4.10pm Concurrent Sessions
    • Strategies for Green Financing Strategic Asset Allocation in a Dynamic Market Environment
      • Balancing Future Green Financing and Funding for Mitigation and Adaption Strategies
      • Strategic Asset Allocation in the Wild
    • Advanced Statistical Methods for Predicting Insurance and Annuity Behaviour and Employer Inactivity Risks
      • A Comparision of Prediction Methods for Lapses and Surrenders, Using Insurance and Annuity Data
      • Predicting the Risk of Employer Inactivity in a Social Insurance System: an Application of Survival Analysis Methods
    • Mortality Forecasting in Geographical Space and Time