The Economic Scenario Generators (ESG) are at the core of stochastic models used by insurance companies. The applications of stochastic models are very diverse and include such applications as economic capital under Solvency II, ALM projections, dynamic hedging etc. Hence, practitioners have to keep abreast of the current ESG-related challenges and approaches to overcome these. […]

The Economic Scenario Generators (ESG) are at the core of stochastic models used by insurance companies. The applications of stochastic models are very diverse and include such applications as economic capital under Solvency II, ALM projections, dynamic hedging etc. Hence, practitioners have to keep abreast of the current ESG-related challenges and approaches to overcome these. […]

Over time, the understanding of all the assumptions behind the typically used reserving models can have grown a bit stale, and more recent developments might not have percolated all the way to the day-to-day practice. This seminar will help the participants to overcome this. The most widely used deterministic macro-level models, such as the Chain […]

Over time, the understanding of all the assumptions behind the typically used reserving models can have grown a bit stale, and more recent developments might not have percolated all the way to the day-to-day practice. This seminar will help the participants to overcome this. The most widely used deterministic macro-level models, such as the Chain […]