So far, most of the industry’s player approached ESG risks exclusively from a scenario analysis perspective. However, scenario data can only cover a small portion of all ESG risk factors, […]

The web session first gives an overview of current practices of applications of telematics in Europe and outside of Europe. Then best practices in pricing with telematics will be discussed […]

The purpose of this session is to introduce the relevant aspects of regulation, timelines and consequences with respect to the actuarial practice. Starting from the study of relevant articles of […]

The calculation of life insurance products is traditionally based on the approach of commutation values, whose table properties enable extensive actuarial calculations even without large computer capacities. However, especially for […]

This session aims at explaining the evolution of the interest rate capital requirement under the current formula versus the new formula following the SII review and how the deficiencies have […]

Mortality curves are a critical ingredient for the valuation of any longevity-related product (for example, pensions, life insurance, reverse mortgages). Typically, several statistical agencies provide mortality curves differentiated on gender […]

Mortality curves are a critical ingredient for the valuation of any longevity-related product (for example, pensions, life insurance, reverse mortgages). Typically, several statistical agencies provide mortality curves differentiated on gender […]

This session aims at explaining the sources of liquidity, the requirements and supervisory measures under Solvency II, possible approaches and metrics to monitor and manage this risk.   We start […]

The 4-day web session assists actuaries in broadening their knowledge about modern quantitative financial and actuarial modelling; these topics form an essential part of the CERA syllabus. At the beginning […]