EAA Web Session ‚SCR Interest under Solvency II‘
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 […]
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 […]
To enhance the applicability of the PAA, judgment of the details of the eligibility criteria is needed. We will discuss those details and the hurdles included. Further, we will discuss […]
The objective of this web session is to give an overview of these Cash Balance mechanisms and illustrate some interesting actuarial problems of the topic. In a first part, we […]
Technology drives actuarial calculations. The more and better we are able to calculate risks due to advances in technology, the regulators and auditors expect to see this embedded into companies. […]