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. […]
Online-Vortrag im Rahmen des Actuarial Modelling Clubs (AMC), die Teilnahme ist kostenfrei. Die Veranstaltung ist öffentlich zugänglich. Die AVÖ vergibt dafür 1,5 CPD-Punkte. Vortragender: DI Sven Jörgen, Geschäftsführer Valida Vorsorge Management; Leiter des AVÖ-Arbeitskreises Sozialkapital Veranstalter: Forschungsgruppe für Finanz- und Versicherungsmathematik der TU Wien in Kooperation mit der AVÖ Details und Anmeldung: https://fam.tuwien.ac.at/vr/20210928.php Die ÖFdV GmbH bietet […]
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. […]
Vortragender: DI Wolfgang Herold, Spezialist für Marktrisiko bei der österreichischen Finanzmarktaufsicht (FMA) In der Folge von marktwertorientierten Aufsichtsregimen wie Solvency II spielen Kapitalmärkte und deren Merkmale eine immer größere Rolle in zahlreichen Geschäftsbereichen von Versicherungen und Pensionskassen, die traditionell nicht mit Vermögensverwaltung befasst waren. Dazu zählen vor allem das Aktuariat, Risikomanagement, Controlling, Compliance sowie das Rechnungswesen. […]
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 […]
The Professionalism Plus course is about augmenting your professionalism skills to enhance both your self-interest and your capacity to create win-win outcomes from your professional interactions. The course is a mixture of theory and practical examples with an optional additional practical assignment at the end of Day 1. The practical examples will cover techniques to […]
Life annuities are aimed at providing income and, notably, post-retirement income. In the context of health insurance, long-term care insurance (LTCI) products conversely aim at protection against the risk of senescent disability. Technical and financial features of the above products might negatively impact their attractiveness, from both the customer’s and the insurer’s perspective. Nonetheless, appropriate […]
The Professionalism Plus course is about augmenting your professionalism skills to enhance both your self-interest and your capacity to create win-win outcomes from your professional interactions. The course is a mixture of theory and practical examples with an optional additional practical assignment at the end of Day 1. The practical examples will cover techniques to […]
Vortrag im Rahmen des Actuarial Modelling Clubs (AMC), die Teilnahme ist kostenfrei. Die AVÖ vergibt für die Teilnahme an dieser Veranstaltung einen CPD-Punkt. Vortragende: DI Mario Kasper (SCOR Global Life) und DI Dr. Jürgen Hartinger (Kärntner Landesversicherung VaG). Veranstalter: Forschungsgruppe für Finanz- und Versicherungsmathematik der TU Wien in Kooperation mit der AVÖ Details und Anmeldung: https://fam.tuwien.ac.at/vr/20211109.php
Many demographic studies have shown an important positive relationship between life expectancy and socio economic conditions. Shortly summarized, we could say that rich people live longer than poor people. The correlation can be observed, based on different indicators such as education level, wealth or level of income. The gap in terms of life expectancy is […]
The objective of this web session is that participants should become familiar with machine learning techniques used to solve practical problems in finance, banking and insurance. To achieve this we begin from the scratch and introduce machine learning techniques step by step: To start with, we give an overview of this interesting field with the […]
