EAA Web Session ‘Stochastic Projection Models in Life Insurance’

This web session provides an overview of three conceptually different approaches for stochastic life insurance projection models currently observable in the market. It compares their key ideas, explains their strengths & challenges, and introduces the underlying mathematical / actuarial methodologies. Concerning the application of the comparably little-known Liability-2-Step approach, the session will present the operational experience of an Austrian insurance company. Although the comparison of the modelling approaches will mainly be conducted from the viewpoint of Solvency II reporting, the session will also discuss their applicability as basis for the integration of external financial reporting with internal planning and performance management.

Anmeldeschluss: 2024-12-11

Link: https://actuarial-academy.com/seminars/seminar?No=E0448