On May 28th I made my first SOA presentation at the Spring Health Conference. I was one of three vendor representatives on a panel covering the Actuaries High Performance Computing Challenge.
I thought I gave a reasonable presentation, but after the fact I received some feedback that it was bit Vendor centric and contained too much product information given the objectives of the conference. This was great feedback and I hope to use it to improve the presentation scheduled for the Life conference in Quebec on June 17.
If you plan on attending the Life conference please let me know what you want to hear about. My presentation at the health conference was focused on cost savings, because frankly, with the exception of the work by IHA consultants I had not been exposed to a great deal of computational modeling work by Health focused actuaries.
The Life Conference should be much different. The challenges of PBA, VA hedging and increased emphasis on adequacy of Economic capital have driven compute requirements up by up to 3 orders of magnitude. The presentation in Quebec should focus on the problem of using existing compute resources more efficiently to meet these requirements.
Please say hi if you see me in Quebec. If you mention the code word "Copper" I will have a small gift for you 🙂
See you in Quebec