The experts at Milliman have held two new webinars recently, which are now available here on actuview:
LIBOR-SOFR Related and Implications on Variable Annuities in the U.S.
by Poojan Shah, Jeanne Russo, David Schreiner
Milliman consultants in the US discuss considerations for LIBOR Transition and US Annuity Valuations. They explore the current status of transition, concerns raised and plans for the future.
Neural Network Calibration for Interest Rate Modelling, with Application to Regulatory Compliance
by Yousra Cherkaoui Tangi, Greg Darkiewicz
Milliman consultants from Warsaw and Paris look at the regulatory context of the weights calculation problem and some examples and results of calibration of interest rate models using neural network techniques.