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EAA Web Session ‘Calculation of Life Insurance Products by Means of Markov Chains’

Online/Streaming

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 modern and more flexible life insurance tariffs, the calculation by means of commutation values reaches its limits, so that the calculation approach based on Markov […]

EAA Web Session ‘SCR Interest under Solvency II’

Online/Streaming

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 been addressed. Anmeldeschluss: 2024-01-29

EAA Web Session: Socio-Economic Mortality Curves

Online/Streaming

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 per country. However, it has been documented that people’s mortality prospects differ beyond their differences in gender. Income, education, job type, etc might all have […]

EAA Web Session: Socio-Economic Mortality Curves

Online/Streaming

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 per country. However, it has been documented that people’s mortality prospects differ beyond their differences in gender. Income, education, job type, etc might all have […]

EAA Web Session ‘Liquidity Risk’

Online/Streaming

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 session by illustrating liquidity issues on historical cases in the insurance sector and their propagation in the financial system. After the introduction, we explain […]

EAA Web Session CERA, Module A: Quantitative Methods of ERM

Online/Streaming

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 of the online training we give a brief overview of the EAA-route to the CERA designation. The core part of the web session begins with […]

EAA Web Session: Gene & Cell Therapies: Benefits & Challenges from an Actuarial Perspective

Online/Streaming

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 will also address issues relevant to European countries. We will examine current and future treatments and the financial and non-financial issues at play. We will […]

EAA Web Session ‘IFRS 17: Guidance for Risk Adjustments’

Online/Streaming

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 measured at their current (estimated) market value, non-financial risks are measured at “the compensation that the entity requires for bearing the uncertainty about the amount […]

IFRS 17: Guidance for Risk Adjustments

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 measured at their current (estimated) market value, non-financial risks are measured at “the compensation that the entity requires for bearing the uncertainty about the amount […]

EAA Web Session ‘Volatility Adjustment under Solvency II’

Online/Streaming

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 addressed. We also focus on how to manage basis risk coming from the VA as part of the ORSA. Anmeldeschluss: 2024-02-20

EAA Web Session ‘IFRS 17: The Premium Allocation Approach’

Online/Streaming

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 details of the PAA measurement particularly in comparison with traditional methods which might be applied as approximation. The combination of the simplified approach together […]

EAA Web Session: Cash Balance Pension Schemes

Online/Streaming

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 will define the concept of CB and compare it with other pension schemes. We will present advantages and disadvantages for all the parties. We will […]

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