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 […]
Vortragender: DI Lukas Ludwig, FWU AG Vortrag im Rahmen des Actuarial Modelling Clubs (AMC). Die Teilnahme ist kostenfrei. Die Veranstaltung ist öffentlich zugänglich. Die AVÖ vergibt dafür 1 […]
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 […]
The objective of this web session is to provide an educational experience by discussing the benefits, challenges, and concerns associated with these therapies. While from a mainly U.S. perspective, we […]
IFRS 17 requires that risks inherent in the cash flows of the insurance contracts are considered in measurement, differentiating between financial risks and non-financial risks. While the financial risks are […]
IFRS 17 requires that risks inherent in the cash flows of the insurance contracts are considered in measurement, differentiating between financial risks and non-financial risks. While the financial risks are […]
This session aims at explaining the evolution of the Volatility Adjustment (VA) under the current formula versus the new formula following the SII review and how the deficiencies have been […]
