BEGIN:VCALENDAR
VERSION:2.0
PRODID:-//AKTUARVEREINIGUNG ÖSTERREICHS (AVÖ) - ECPv6.16.2//NONSGML v1.0//EN
CALSCALE:GREGORIAN
METHOD:PUBLISH
X-ORIGINAL-URL:https://avoe.at
X-WR-CALDESC:Veranstaltungen für AKTUARVEREINIGUNG ÖSTERREICHS (AVÖ)
REFRESH-INTERVAL;VALUE=DURATION:PT1H
X-Robots-Tag:noindex
X-PUBLISHED-TTL:PT1H
BEGIN:VTIMEZONE
TZID:UTC
BEGIN:STANDARD
TZOFFSETFROM:+0000
TZOFFSETTO:+0000
TZNAME:UTC
DTSTART:20210101T000000
END:STANDARD
END:VTIMEZONE
BEGIN:VEVENT
DTSTART;TZID=UTC:20221004T093000
DTEND;TZID=UTC:20221004T124500
DTSTAMP:20260516T084900
CREATED:20220407T082210Z
LAST-MODIFIED:20220407T082210Z
UID:10000255-1664875800-1664887500@avoe.at
SUMMARY:EAA Web Session: Dependence Between Longevity and Financial Risks
DESCRIPTION:The purpose of this web session is to revisit the valuation of some life insurance products in a financial and longevity stochastic environment with potential correlation\nbetween these two risks. We will start from the very basic actuarial formula and present first our analysis using a simple bivariate correlated binomial model. Then\, we will extend the modelization\, using continuous time stochastic processes for interest rates\, risky returns of investment funds and mortality intensities. Our goal is to measure the effect of eventual correlation insurance – finance on the valuation of life insurance contracts. \nAnmeldeschluss: 2022-09-30
URL:https://avoe.at/event/eaa-web-session-dependence-between-longevity-and-financial-risks/
LOCATION:Wien
CATEGORIES:European Actuarial Academy (EAA)
END:VEVENT
END:VCALENDAR