Veranstaltungen

Climate Risk scenarios are commonly used in the insurance industry for stress testing, but interpreting and communicating results is often challenging, given strong limitations and complex assumptions. This session will […]

Pension funds link generations simply by the time scale of their transactions. Participants pay pension contributions for decades so that getting benefits after retirement, hopefully again for decades. During the […]

Due to the recent shifts in capital markets and a stricter regulatory environment, insurers need to rethink their product offerings to stay ahead of the competition and offer life and […]

Life expectancy is a key metric for understanding mortality trends and it varies widely depending on factors such as age, gender and geography. During this websession, we will delve into […]

This web session focuses on the aggregation of individual risks to the overall level of an insurance company. To achieve this, we apply both deterministic and stochastic copula-based approaches, along […]

In general, machine learning (ML) is the study of algorithms that improve through experience. These algorithms or models can make systematic, repeatable, validated decisions based on historical data. ML has […]

In both life and general insurance, many predictive modelling tasks involve outcomes that occur infrequently—such as policy lapses, claims, or fraud. This leads to class imbalance, a situation where the […]

For an insurance company, ensuring the proper coordination between assets and liabilities in order to achieve targeted financial objectives is of paramount interest. A strategy used to reach such objectives […]

During the web session, we will first explore the theoretical foundations of both the bias-variance trade-off in predictive modelling and general GLM regularisation. We will then study the explicit design […]