Presentation: PRMIA Workshop on Variable Annuities

Great Success for the Workshop on Variable Annuities

Thank you for the large interest! The PRMIA (Professional Risk Managers' International Association) Munich Chapter meeting, took place on the 3^rd of April 2012 and has been organized by Thetaris. Variable Annuities (VAs) and their importance in the area of research and industry – this was one interesting and suspenseful aspect of the 3 presentations. After lively discussions with the three competent speakers most of participants took the opportunity to intensify the exchange of ideas and opinions during the following get together.

Janos Benk explaining the ThetaML based PDE solver FITOB

It is a pleasure for us to provide you with the presentations of the Event:

A High-Dimensional PDE-Based Approach for Capital Market Guarantees
by Dr. Stefanie Schraufstetter, TU Munich,

Massive Parallel Solutions of Variable Annuity PDEs
by Janos Benk, TUM

How To Price & Hedge Variable Annuities With Unhedgeable Risk
by Dr. Stefan Jaschke, Munich Re