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X-WR-CALDESC:Veranstaltungen für AKTUARVEREINIGUNG ÖSTERREICHS (AVÖ)
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BEGIN:VEVENT
DTSTART;TZID=Europe/Vienna:20261117T161500
DTEND;TZID=Europe/Vienna:20261117T193000
DTSTAMP:20260930T075303Z
CREATED:20260930T075303Z
LAST-MODIFIED:20260930T075303Z
UID:10000700-1794932100-1794943800@avoe.at
SUMMARY:Praxis der Krankenversicherungsmathematik (6 CPD-Punkte)
DESCRIPTION:Das Seminar vermittelt die mathematischen Grundlagen der privaten Krankenversicherung nach Art der Lebensversicherung\, wie sie in Österreich betrieben wird. \nDabei wird insbesondere eingegangen auf:\n– Herleitung von Rechnungsgrundlagen\n– Kalkulation von Prämien\n– Bildung der Alterungsrückstellung nach lokaler Rechnungslegung\n– Anpassung von Prämien und Leistungen gemäß 178f VersVG\n– Anrechnung von erworbenen Rechten bei Tarifwechsel\n– Prämienrückerstattung \nZum besseren Verständnis werden ausgewählte Rechenbeispiele besprochen. Eine Einführung in die Besonderheiten der österreichischen privaten Krankenversicherung\, die Berücksichtigung von Herausforderungen in der Praxis und die Bezugnahme auf die rechtlichen Grundlagen runden das Bild ab. \nVortragender:\nDipl.-Ing. Stefan Reicher\, Vienna Insurance Group \nTermine:\nDienstag\, 10. November 2026\, 16:15 – ca. 19:30 Uhr\,\nDienstag\, 17. November 2026\, 16:15 – ca. 19:30 Uhr \nOrt:\nFreihaus Hörsaal 8 – Nöbauer Hörsaal\,\nFreihaus\, 2. Stock\, gelber Bereich (gegenüber den Liften)\,\nTU Wien\, Wiedner Hauptstraße 8-10\, 1040 Wien \nCPD-Information:\nBei dieser Veranstaltung können 6 CPD-Punkte erworben werden.\nLink: https://fam.tuwien.ac.at/cpd/2026W_KrankenVM.php\nKosten: 160€
URL:https://avoe.at/event/praxis-der-krankenversicherungsmathematik-6-cpd-punkte-2/2026-11-17/
LOCATION:Freihaus Hörsaal 8 TU Wien\, Wiedner Hauptstraße 8-10\, Wien\, Wien\, 1040\, Österreich
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Vienna:20261119T100000
DTEND;TZID=Europe/Vienna:20261119T120000
DTSTAMP:20260703T100534Z
CREATED:20260703T100534Z
LAST-MODIFIED:20260703T100534Z
UID:10000670-1795082400-1795089600@avoe.at
SUMMARY:EAA Web Session 'IFRS 17 Risk Adjustment: Practical Approaches & Lessons Learned'
DESCRIPTION:The session aims to provide participants with a comprehensive introduction regarding the risk adjustment concept under IFRS 17. We will shed light on the general concepts behind risk adjustment and its application within IFRS 17 and illustrate the importance of risk adjustment in measuring\, presenting\, and disclosing insurance contracts. \nThe online training will also provide insights into the most commonly used practical methodical concepts. Practical examples and case studies will be used to illustrate the application of risk adjustment within the IFRS 17 framework.\nIn addition\, insights into emerging market views will be shared\, and participants will have the opportunity to discuss these topics. Challenges and considerations specific to the European markets will also be discussed.\nBy formulating the points in this way\, participants will gain a clear understanding of the objectives of the training and how it will assist them in navigating the complexities of risk adjustment within the IFRS 17 framework.
URL:https://avoe.at/event/eaa-web-session-ifrs-17-risk-adjustment-practical-approaches-lessons-learned-3/
LOCATION:Online/Streaming
CATEGORIES:European Actuarial Academy (EAA)
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Vienna:20261123T083000
DTEND;TZID=Europe/Vienna:20261124T130000
DTSTAMP:20260630T153228Z
CREATED:20260430T104622Z
LAST-MODIFIED:20260630T153228Z
UID:10000652-1795422600-1795525200@avoe.at
SUMMARY:EAA Web Session 'Open-Source Tools R: Extending the Toolbox of the Actuary'
DESCRIPTION:The goal of this two-day training is to introduce the participants to the R open-source ecosystemand to give them a good understanding of this languages. However\, since both ecosystems are way too vast to be covered in merely two days\, the participants will be asked to go through the basics of both languages themselves\, prior to the web session. During the first web session of each language\, these basics which will be shortly revised\, but at a higher pace. The course material\, containing the basics of both languages\, will be provided by the organizers several weeks before the beginning of the web session\, such that the participants will have plenty of time to go through the material at her/his ease. \nAs such\, less time needs to be spent on the basic elements of both languages\, thereby enabling us to organize the following hands-on exercise session to more easily assimilate the course material. Note that the participants need to bring along a laptop on which R is installed. Instructions on how to do so will be provided by the organizers at the same time as the course material of R basics\, hence several weeks in advance. \nAs a result\, a jump-start on how to truly use these languages in practice will be provided to the participants\, by focusing on solutions for problems that they will surely regularly encounter in their day-to-day job\, by handing over lots of links to online resources and very rich course material and by even organizing hands-on exercise sessions.\nAnmeldeschluss: 2026-11-19\nLink: https://actuarial-academy.com/en/continuing-education/upcoming-trainings/detail/open-source-tools-r-extending-the-toolbox-of-the-actuary-e0575/
URL:https://avoe.at/event/eaa-web-session-open-source-tools-r-extending-the-toolbox-of-the-actuary/
LOCATION:Online/Streaming
CATEGORIES:European Actuarial Academy (EAA)
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Vienna:20261123T153000
DTEND;TZID=Europe/Vienna:20261124T170000
DTSTAMP:20260623T200007Z
CREATED:20260623T200007Z
LAST-MODIFIED:20260623T200007Z
UID:10000662-1795447800-1795539600@avoe.at
SUMMARY:Microcredentials-Kurs VERSICHERUNGSWIRTSCHAFTSLEHRE
DESCRIPTION:In der Vorlesung zur Versicherungswirtschaftslehre (oder Versicherungsbetriebslehre) lernt man die theoretischen Grundlagen und die praktischen Funktionsweisen von Versicherungsunternehmen und -märkten kennen. Das Ziel ist es\, ein Verständnis für das Geschäftsmodell von Versicherern zu entwickeln und die Fähigkeit zu erlangen\, Risiken ökonomisch zu bewerten. Aufbauend auf Erwartungsnutzentheorie und Risikoaversion werden Nachfrage und Angebot von Versicherungen analysiert\, einschließlich zentraler Einflussfaktoren wie Prämien\, Schadenswahrscheinlichkeit und Vermögen.\nTermine\n13. – 14.11.2026 Präsenzvorlesung\n09:00 – 14:30 Uhr \nOnline-Vorlesungen: \n23./24.11.2026\n09./10./14.12.2026\n11./12.01.2027\n19.01.2027 Prüfung\njeweils 15:30 – 17:00 Uhr \nVortragender\nDr. Daniel Rehsmann\, BSc. MSc.\nInstitut für Business Decisions and Analytics\, Universität Wien\nAnmeldeschluss: 29.10.2026
URL:https://avoe.at/event/microcredentials-kurs-versicherungswirtschaftslehre/2026-11-23/
LOCATION:Wien
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Vienna:20261123T153000
DTEND;TZID=Europe/Vienna:20261124T170000
DTSTAMP:20260930T092118Z
CREATED:20260930T092118Z
LAST-MODIFIED:20260930T092118Z
UID:10000704-1795447800-1795539600@avoe.at
SUMMARY:Microcredentials-Kurs VERSICHERUNGSWIRTSCHAFTSLEHRE
DESCRIPTION:Lehrender: Dr. Daniel Rehsmann\, BSc MSc \nTermine: \n13. – 14.11.2026 Präsenzvorlesung\n09:00 – 14:30 Uhr \nOnline-Vorlesungen: \n\n23./24.11.2026\n09./10./14.12.2026\n11./12.01.2027\n19.01.2027 Prüfung\n\njeweils 15:30 – 17:00 Uhr \nInhalte: \n\nErwartungsnutzentheorie und des Konzepts der Risikoaversion\n\n\noptimale Versicherungsverträge bei mehreren Schadenshöhen (Raviv-Modell)\, Selbstbehalte und Coversicherung\nRisikopooling und Risikospreizung\, Solvabilität und Regulierung\nGleichgewichte auf Versicherungsmärkten unter adverser Selektion (Rothschild-Stiglitz-Modell)\, Rolle von Signaling\, Screening sowie kategorische Diskriminierung\nEx-ante- und Ex-post-Moral-Hazard auf die Vertragsgestaltung\, Mechanismen zur Eindämmung von Versicherungsbetrug\npraktische Fragestellungen der Versicherungswirtschaft (Tarifgestaltung\, Vertragsdifferenzierung\, Experience Rating)\n\nWissenschaftliche Leitung: Univ.-Prof.in DIin Dr.in Michaela Hitz \nAnmeldung: Versicherungswirtschaftslehre (14. November 2026 – 28. Januar 2027): Übersicht · Indico
URL:https://avoe.at/event/microcredentials-kurs-versicherungswirtschaftslehre-3/2026-11-23/
LOCATION:Wien
CATEGORIES:Berufsbegleitende Aktuarausbildung
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Vienna:20261125T090000
DTEND;TZID=Europe/Vienna:20261125T133000
DTSTAMP:20260612T135751Z
CREATED:20260424T095802Z
LAST-MODIFIED:20260612T135751Z
UID:10000648-1795597200-1795613400@avoe.at
SUMMARY:EAA Web Session 'Stochastic Projection Models in Life Insurance'
DESCRIPTION:With the introduction of new accounting frameworks\, the corresponding alignment of planning and performance management and with the increasing need for sophisticated asset liability management\, the stochastic assessment of risk and value in connection with participating life insurance portfolios has become the industry standard over the last decade. The underlying basis for such an assessment is a cash flow projection model\, simulating the way the life insurance undertaking is working and reflecting it by projecting local GAAP balance sheets and income statements. Due to the complexity associated with such calculations\, simplifications are required especially regarding the modelling of the insurance contracts to meet operational and technical constraints. Therefore\, it has become an area of actuarial research to develop methodologies that allow stochastic cash flow models to achieve results of adequate accuracy based on acceptable run times with affordable IT capabilities.\nAnmeldeschluss: 2026-11-23\nLink: https://actuarial-academy.com/en/continuing-education/upcoming-trainings/detail/stochastic-projection-models-in-life-insurance-e0567/
URL:https://avoe.at/event/eaa-web-session-stochastic-projection-models-in-life-insurance-3/
LOCATION:Online/Streaming
CATEGORIES:European Actuarial Academy (EAA)
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Vienna:20261126T090000
DTEND;TZID=Europe/Vienna:20261126T121500
DTSTAMP:20260703T104239Z
CREATED:20260703T104239Z
LAST-MODIFIED:20260703T104239Z
UID:10000673-1795683600-1795695300@avoe.at
SUMMARY:EAA Web Session 'Measuring Intergenerational Fairness and Pensions'
DESCRIPTION:The aim of the web session is to provide pension actuaries and other interested experts with an overview of topics and methods in relation to the discussion of intergenerational fairness. This web session continues the first session in October 2025 and now dives deeper into actuarial modelling. \nFirst\, we will briefly introduce the concept of intergenerational fairness for those who couldn’t attend last October. This means that this session is generally open to all interested participants. According to the equity concept\, similar careers should result in similar benefits\, or even the value of the benefits should be equal to the contributions. From a different perspective\, insured persons should get their (socially) agreed level of pensions over long periods under the same conditions\, and even socially agreed needs also should be financed from the fund. These approaches lead to different conclusions from actuarial fairness to social fairness. \nBoth approaches represent the benefit adequacy aspect of pensions. Next\, we deal with real life issues\, where the financial sustainability of the pension systems is the hard limit for delivering pensions. At this layer external factors\, like economic and demographic developments and\, not independently\, investment conditions matter. In case of funded pensions financial sustainability translates into funding and cost issues. Modelling pension systems is making assumptions about economic and demographic parameters. \nThe adequacy and sustainability objectives are contradictory by definition\, and we must balance between them. Socio-economic groups embrace this duality of the problem. First\, we discuss the traditional deterministic and stochastic or pricing model approaches. Next a generalized approach will be introduced […].
URL:https://avoe.at/event/eaa-web-session-measuring-intergenerational-fairness-and-pensions/
LOCATION:Online/Streaming
CATEGORIES:European Actuarial Academy (EAA)
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Vienna:20261127T093000
DTEND;TZID=Europe/Vienna:20261127T141500
DTSTAMP:20260630T152523Z
CREATED:20260430T110116Z
LAST-MODIFIED:20260630T152523Z
UID:10000656-1795771800-1795788900@avoe.at
SUMMARY:EAA 'From Excel Tariff Calculators to Python — Agentic Edition'
DESCRIPTION:Excel-based tariff calculators remain a cornerstone of actuarial work in life insurance\, and in early 2026 we showed in our first EAA web session ‚From Excel Tariff Calculators to LLM-Powered Python Code‘\, how Large Language Models (LLMs) can help to port them into structured Python code. The feedback was encouraging\, and the field has moved forward quickly since then. Tools have matured\, reasoning quality has improved\, and\, most importantly\, the working practice has shifted from a single actuary prompting an LLM into an orchestrated collaboration between actuary and AI agents. \nThis second edition takes that step forward. Instead of a craftsmanship-style workflow\, we present an industrial\, agent-based pipeline for calculator porting: structured extraction from Excel and VBA\, preparation of actuarial context\, LLM-driven code and test generation\, and built-in quality assurance\, all orchestrated so that the actuary keeps the lead and the LLM handles bounded subtasks autonomously. The pipeline itself has been built inside our DAV working-group context on AI-assisted calculation-engine development. \nParticipants will see the framework in action on a real-life insurance tariff calculator\, from raw Excel input to a ported Python module with a matching test harness. We will not only show the happy path\, but also the places where quality control hooks in\, how disagreements between LLM-generated output and reference values are resolved\, and how the actuary stays firmly accountable for what the pipeline produces. \nThis web session closes with a hands-on exercise in which each participant uses the pipeline to build a test comparison layer for a given piece of ported code. Because the pipeline is already in place\, the LLM focuses narrowly on generating the test framework and the reference calculations needed to validate the port. A well-scoped task that gives participants an immediate\, tangible experience of what agentic actuarial work feels like in practice.\nAnmeldeschluss: 2026-11-25\nLink: https://actuarial-academy.com/en/continuing-education/upcoming-trainings/detail/from-excel-tariff-calculators-to-python-agentic-edition-e0583/
URL:https://avoe.at/event/eaa-from-excel-tariff-calculators-to-python-agentic-edition/
LOCATION:Online/Streaming
CATEGORIES:European Actuarial Academy (EAA)
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Vienna:20261130T083000
DTEND;TZID=Europe/Vienna:20261201T130000
DTSTAMP:20260630T152701Z
CREATED:20260430T104450Z
LAST-MODIFIED:20260630T152701Z
UID:10000651-1796027400-1796130000@avoe.at
SUMMARY:EAA Web Session 'Open-Source Tools Python: Extending the Toolbox of the Actuary'
DESCRIPTION:The goal of this two half-day training is to introduce the participants to the Python open- source ecosystem and to get a good understanding of the language. However\, the ecosystem is way too vast to be covered in merely two half-days\, the participants will be asked to go through the basics of the language themselves\, prior to the web session. During the first half day of the web session\, these basics which will be shortly revised\, but at a higher pace. The course material\, containing the basics of the language\, will be provided by the organizers several weeks before the beginning of the web session\, such that the participants will have plenty of time to go through the material at her/his ease. \nAs such\, less time needs to be spent on the basic elements of the language\, hereby enabling us to organize a hands-on exercise session to more easily assimilate the course material. Note that the participants need to bring along a laptop on which Python is installed. Instructions on how to do so\, will be provided by the organizers at the same moment as the course material of Python basics\, hence several weeks in advance. \nAs a result\, a jump start on how to truly this language in practice will be provided to the participants\, by focusing on solutions for problems that they will surely regularly encounter in their day-to-day job\, by handing over lots of links to online resources and a very rich course material and by even organizing hands-on exercise sessions.\nAnmeldeschluss: 2026-11-26\nLink: https://actuarial-academy.com/en/continuing-education/upcoming-trainings/detail/open-source-tools-python-extending-the-toolbox-of-the-actuary-e0576/
URL:https://avoe.at/event/eaa-web-session-open-source-tools-python-extending-the-toolbox-of-the-actuary/
LOCATION:Online/Streaming
CATEGORIES:European Actuarial Academy (EAA)
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Vienna:20261202T090000
DTEND;TZID=Europe/Vienna:20261202T123000
DTSTAMP:20260630T153046Z
CREATED:20260430T105101Z
LAST-MODIFIED:20260630T153046Z
UID:10000654-1796202000-1796214600@avoe.at
SUMMARY:EAA Web Session 'Time Series for Actuarial Modelling with Machine Learning'
DESCRIPTION:Actuaries have long relied on time-tested statistical models to forecast risk. Methods such as ARIMA\, GLMs\, and the Lee–Carter model remain valuable tools\, and in many settings they still perform well. However\, the environment in which actuaries will work is changing. This web session will explore why we are moving beyond these traditional boundaries and how „Actuarial Learning“ is redefining forecasting. \nSteps towards machine learning are driven by the need to handle high-dimensional data and nonlinear patterns that standard regression techniques cannot capture. To bridge this gap\, we first consider ensemble methods\, such as LightGBM\, which outperform traditional actuarial models on complex tasks\, such as predicting flood injuries. \nBeyond ensembling\, deep neural networks offer even stronger representational capacity\, enabling us to model complex interactions directly from raw data. For instance\, while the Lee-Carter model has been the gold standard for mortality forecasting\, it often fails to capture cohort effects and cross-population heterogeneity. By adopting deep learning architectures\, such as Convolutional Neural Networks (CNNs)\, Recurrent Neural Networks (RNNs)\, and Long Short-Term Memory (LSTM) networks\, we can achieve significantly higher predictive accuracy. We will also briefly discuss emerging developments\, such as foundation models\, which enable the use of pre-trained models in actuarial contexts where data may be limited.\nAnmeldeschluss: 2026-11-30\nLink: https://actuarial-academy.com/en/continuing-education/upcoming-trainings/detail/time-series-for-actuarial-modelling-with-machine-learning-e0564/
URL:https://avoe.at/event/eaa-web-session-time-series-for-actuarial-modelling-with-machine-learning/
LOCATION:Online/Streaming
CATEGORIES:European Actuarial Academy (EAA)
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Vienna:20261203T090000
DTEND;TZID=Europe/Vienna:20261203T154500
DTSTAMP:20260612T141059Z
CREATED:20260430T105215Z
LAST-MODIFIED:20260612T141059Z
UID:10000655-1796288400-1796312700@avoe.at
SUMMARY:EAA Web Session 'CERA\, Module 0: A Refresher Course in Financial Mathematics and Risk Measurement'
DESCRIPTION:The web session ‚A Refresher Course in Financial Mathematics‘ gives an introduction to modern financial mathematics and derivative pricing. It is designed to prepare actuaries without adequate training in these fields for the quantitative parts of the CERA education. The web session is moreover an ideal learning opportunity for actuaries who want to become acquainted with or refresh their knowledge in these highly relevant fields. \nThe online course begins with a repetition of basic concepts in probability theory including characteristics of random variables such as moments and quantiles. In order to prepare the analysis of dynamic financial models we introduce the idea of conditional expectations and we discuss stochastic processes in discrete time. The online session continues with an introduction to financial mathematics. We study risk neutral valuation and the hedging of derivatives in discrete-time models. The last part of the web session is devoted to an introduction to financial mathematics in continuous time. Topics covered include stochastic processes in continuous time such as Brownian motion and the Ito formula\, the Black Scholes model and the Greeks very basic term structure models and the pricing and hedging of simple stock and bond options. The web session consists of lectures interspersed by short exercise sessions where participants can apply the probabilistic techniques hands-on.\nAnmeldeschluss: 2026-12-01\nLink: https://actuarial-academy.com/en/continuing-education/upcoming-trainings/detail/cera-0-a-refresher-course-in-financial-mathematics-and-risk-measurement-e0570/
URL:https://avoe.at/event/eaa-web-session-cera-module-0-a-refresher-course-in-financial-mathematics-and-risk-measurement-4/
LOCATION:Online/Streaming
CATEGORIES:European Actuarial Academy (EAA)
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Vienna:20261203T093000
DTEND;TZID=Europe/Vienna:20261203T123000
DTSTAMP:20260717T160107Z
CREATED:20260717T160107Z
LAST-MODIFIED:20260717T160107Z
UID:10000674-1796290200-1796301000@avoe.at
SUMMARY:Solvency II Review – a Practical Case
DESCRIPTION:The amended Solvency II Directive entered into force on 28 January 2025 and will apply from 30 January 2027 following national transposition. The Solvency II reporting as of the first quarter of 2027 will be under the new framework. \nThis session will provide a thorough understanding of the key changes on pillar 1 by illustrating the impact of each component on a fictive insurer in a dedicated template. Possible optimizations will be illustrated. \nThe objective of this web session is to allow the participants involved in Solvency II work to experience some key changes being introduced by the Solvency II Review through a practical case study. We will make this section interactive by virtue of breakout discussions and polls\, so that the participants can also actively share their views and experiences.
URL:https://avoe.at/event/solvency-ii-review-a-practical-case/
LOCATION:Wien
CATEGORIES:European Actuarial Academy (EAA)
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Vienna:20261203T093000
DTEND;TZID=Europe/Vienna:20261203T124000
DTSTAMP:20260909T091843Z
CREATED:20260909T091843Z
LAST-MODIFIED:20260909T091843Z
UID:10000691-1796290200-1796301600@avoe.at
SUMMARY:Solvency II Review – a Practical Case
DESCRIPTION:The amended Solvency II Directive entered into force on 28 January 2025 and will apply from 30 January 2027 following national transposition. The Solvency II reporting as of the first quarter of 2027 will be under the new framework. \nThis session will provide a thorough understanding of the key changes on pillar 1 by illustrating the impact of each component on a fictive insurer in a dedicated template. Possible optimizations will be illustrated. \nThe objective of this web session is to allow the participants involved in Solvency II work to experience some key changes being introduced by the Solvency II Review through a practical case study. We will make this section interactive by virtue of breakout discussions and polls\, so that the participants can also actively share their views and experiences.
URL:https://avoe.at/event/solvency-ii-review-a-practical-case-2/
LOCATION:Wien
CATEGORIES:European Actuarial Academy (EAA)
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Vienna:20261207T090000
DTEND;TZID=Europe/Vienna:20261207T120000
DTSTAMP:20260907T134550Z
CREATED:20260907T134550Z
LAST-MODIFIED:20260907T134550Z
UID:10000687-1796634000-1796644800@avoe.at
SUMMARY:GenAI Beyond the Basics: Advanced Concepts for Actuaries
DESCRIPTION:Generative AI (GenAI) tools such as ChatGPT are rapidly reshaping how actuaries approach problem-solving\, analysis\, and communication. Beyond their familiar chat interfaces\, these tools offer far more powerful capabilities through programmatic access\, allowing users to interact directly with the underlying Large Language Models (LLMs) via APIs (Application Programming Interfaces). Compared with manual\, web-based use\, API access lets actuaries embed GenAI seamlessly into their existing workflows\, process larger volumes of data\, and automate repetitive tasks at scale. In this three-hour web session\, participants will follow live demonstrations of advanced GenAI concepts in a Jupyter notebook that introduces each concept and applies it to a concrete actuarial use case. The notebook will be shared with all attendees to encourage experimentation and support adoption in their own work. \nAfter a foundations-and-best-practices block that covers how to access LLMs both through cloud APIs and locally via Ollama\, together with practical prompt-engineering techniques\, we will explore the following advanced GenAI concepts: \n\nStructured Outputs: Generating responses in structured formats like JSON to support easier and more reliable downstream processing.\nFunction Calling: Enabling LLMs to execute predefined functions\, such as calculations or database queries\, to perform specific operations.\nFine-Tuning: Customizing pretrained LLMs with domain-specific data to improve accuracy and relevance in generating responses.\nRetrieval-Augmented Generation (RAG): Combining LLMs with external data sources to produce contextually enriched outputs.\n\nThe session then closes with a dedicated introduction to Agentic AI\, showing how a single LLM can be turned into an autonomous\, tool-using agent and how several such agents can be orchestrated as a multi-agent system that collaborates to automate complex\, multi-step actuarial workflows.\nFor each concept\, the session will explain its purpose and underlying principles\, demonstrate it through a dedicated actuarial use case\, and point to further applications and resources. It will conclude with a forward-looking outlook on emerging developments\, followed by an open Q&A and discussion.
URL:https://avoe.at/event/genai-beyond-the-basics-advanced-concepts-for-actuaries/
LOCATION:Wien
CATEGORIES:European Actuarial Academy (EAA)
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Vienna:20261207T090000
DTEND;TZID=Europe/Vienna:20261207T120000
DTSTAMP:20260909T085508Z
CREATED:20260909T085508Z
LAST-MODIFIED:20260909T085508Z
UID:10000688-1796634000-1796644800@avoe.at
SUMMARY:GenAI Beyond the Basics: Advanced Concepts for Actuaries
DESCRIPTION:Generative AI (GenAI) tools such as ChatGPT are rapidly reshaping how actuaries approach problem-solving\, analysis\, and communication. Beyond their familiar chat interfaces\, these tools offer far more powerful capabilities through programmatic access\, allowing users to interact directly with the underlying Large Language Models (LLMs) via APIs (Application Programming Interfaces). Compared with manual\, web-based use\, API access lets actuaries embed GenAI seamlessly into their existing workflows\, process larger volumes of data\, and automate repetitive tasks at scale. In this three-hour web session\, participants will follow live demonstrations of advanced GenAI concepts in a Jupyter notebook that introduces each concept and applies it to a concrete actuarial use case. The notebook will be shared with all attendees to encourage experimentation and support adoption in their own work. \nAfter a foundations-and-best-practices block that covers how to access LLMs both through cloud APIs and locally via Ollama\, together with practical prompt-engineering techniques\, we will explore the following advanced GenAI concepts: \n\nStructured Outputs: Generating responses in structured formats like JSON to support easier and more reliable downstream processing.\nFunction Calling: Enabling LLMs to execute predefined functions\, such as calculations or database queries\, to perform specific operations.\nFine-Tuning: Customizing pretrained LLMs with domain-specific data to improve accuracy and relevance in generating responses.\nRetrieval-Augmented Generation (RAG): Combining LLMs with external data sources to produce contextually enriched outputs.\n\nThe session then closes with a dedicated introduction to Agentic AI\, showing how a single LLM can be turned into an autonomous\, tool-using agent and how several such agents can be orchestrated as a multi-agent system that collaborates to automate complex\, multi-step actuarial workflows.\nFor each concept\, the session will explain its purpose and underlying principles\, demonstrate it through a dedicated actuarial use case\, and point to further applications and resources. It will conclude with a forward-looking outlook on emerging developments\, followed by an open Q&A and discussion. \nThe aim of this web session is to equip participants with the knowledge and practical skills needed to apply advanced GenAI concepts in actuarial contexts. By the end of the session\, participants will be able to: \n\nUnderstand how to interact with LLMs programmatically through APIs.\nRun open-weights LLMs locally via Ollama and weigh the trade-offs between local and cloud deployment.\nApply Python programming skills to develop and integrate GenAI-powered solutions into actuarial workflows.\nApply prompt-engineering best practices\, such as few-shot prompting\, chain-of-thought reasoning\, and clear role and\noutput-format instructions\, to obtain reliable and reproducible results.\nGenerate structured outputs in JSON format to ensure compatibility of the responses with actuarial processes and systems.\nLeverage Function Calling capabilities to trigger the execution of predefined functions in the underlying programming language\, such as calculations or database queries.\nCustomize LLMs using fine-tuning techniques to address domain-specific requirements.\nCombine external data with LLMs through Retrieval-Augmented Generation to produce contextually relevant outputs.\nBuild agentic AI solutions\, including multi-agent systems in which several specialized agents collaborate to automate complex\, multi-step actuarial tasks.\n\nBy balancing conceptual understanding with hands-on programming\, the session gives participants practical tools to enhance the accuracy\, efficiency\, and creativity of their actuarial work.
URL:https://avoe.at/event/genai-beyond-the-basics-advanced-concepts-for-actuaries-2/
LOCATION:Online/Streaming
CATEGORIES:European Actuarial Academy (EAA)
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Vienna:20261208T090000
DTEND;TZID=Europe/Vienna:20261210T140000
DTSTAMP:20260630T152934Z
CREATED:20260430T104906Z
LAST-MODIFIED:20260630T152934Z
UID:10000653-1796720400-1796911200@avoe.at
SUMMARY:EAA Web Session 'Non-Life Pricing Using Machine Learning Techniques with R Applications'
DESCRIPTION:Non-Life insurance is facing many challenges ranging from fierce competition in the market or evolution in the distribution channel used by consumers to evolution of the regulatory environment. \nPricing is the central link between solvency\, profitability and market shares (volume). Improving pricing practice encompasses several dimensions:\n– Technical: is our pricing adequate to cover the underlying cost of risk of my policyholders and the other costs we are facing? Which are the key variables driving the risk? Are they adequately taken into account in our pricing? What’s the impact of the claims history of my policyholder on its expected risk? In which segment are we profitable and in which are we not profitable?\n– Competition: at what price will we attract the segments that we target and price out those that we do not want? Is the positioning of our competitors influencing our pricing practice and our profitability? What’s my position with respect to my competitors in terms of pricing? What are the segments in which I am well positioned and the segments where I am not well positioned?\n– Elasticity: what price (evolution) are our existing customers prepared to accept? Does the sensitivity to price evolution depend on the profile of my customer?\n– Segmentation: is our segmentation granular enough for our purposes? \nThe aim of this web session is to present some advanced actuarial techniques used in non-life pricing\, competition analysis and profitability analysis. The web session focuses on some practical problems faced by pricing actuaries and product managers and presents some new techniques used in non-life pricing in order to open new perspectives for product development (competition analysis\, profitability analysis\,…).\nAnmeldeschluss: 2026-12-04\nLink: https://actuarial-academy.com/en/continuing-education/upcoming-trainings/detail/non-life-pricing-using-machine-learning-techniques-with-r-applications-e0579/
URL:https://avoe.at/event/eaa-web-session-non-life-pricing-using-machine-learning-techniques-with-r-applications-3/
LOCATION:Online/Streaming
CATEGORIES:European Actuarial Academy (EAA)
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Vienna:20261209T153000
DTEND;TZID=Europe/Vienna:20261210T170000
DTSTAMP:20260623T200007Z
CREATED:20260623T200007Z
LAST-MODIFIED:20260623T200007Z
UID:10000663-1796830200-1796922000@avoe.at
SUMMARY:Microcredentials-Kurs VERSICHERUNGSWIRTSCHAFTSLEHRE
DESCRIPTION:In der Vorlesung zur Versicherungswirtschaftslehre (oder Versicherungsbetriebslehre) lernt man die theoretischen Grundlagen und die praktischen Funktionsweisen von Versicherungsunternehmen und -märkten kennen. Das Ziel ist es\, ein Verständnis für das Geschäftsmodell von Versicherern zu entwickeln und die Fähigkeit zu erlangen\, Risiken ökonomisch zu bewerten. Aufbauend auf Erwartungsnutzentheorie und Risikoaversion werden Nachfrage und Angebot von Versicherungen analysiert\, einschließlich zentraler Einflussfaktoren wie Prämien\, Schadenswahrscheinlichkeit und Vermögen.\nTermine\n13. – 14.11.2026 Präsenzvorlesung\n09:00 – 14:30 Uhr \nOnline-Vorlesungen: \n23./24.11.2026\n09./10./14.12.2026\n11./12.01.2027\n19.01.2027 Prüfung\njeweils 15:30 – 17:00 Uhr \nVortragender\nDr. Daniel Rehsmann\, BSc. MSc.\nInstitut für Business Decisions and Analytics\, Universität Wien\nAnmeldeschluss: 29.10.2026
URL:https://avoe.at/event/microcredentials-kurs-versicherungswirtschaftslehre/2026-12-09/
LOCATION:Wien
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Vienna:20261209T153000
DTEND;TZID=Europe/Vienna:20261210T170000
DTSTAMP:20260930T092118Z
CREATED:20260930T092118Z
LAST-MODIFIED:20260930T092118Z
UID:10000705-1796830200-1796922000@avoe.at
SUMMARY:Microcredentials-Kurs VERSICHERUNGSWIRTSCHAFTSLEHRE
DESCRIPTION:Lehrender: Dr. Daniel Rehsmann\, BSc MSc \nTermine: \n13. – 14.11.2026 Präsenzvorlesung\n09:00 – 14:30 Uhr \nOnline-Vorlesungen: \n\n23./24.11.2026\n09./10./14.12.2026\n11./12.01.2027\n19.01.2027 Prüfung\n\njeweils 15:30 – 17:00 Uhr \nInhalte: \n\nErwartungsnutzentheorie und des Konzepts der Risikoaversion\n\n\noptimale Versicherungsverträge bei mehreren Schadenshöhen (Raviv-Modell)\, Selbstbehalte und Coversicherung\nRisikopooling und Risikospreizung\, Solvabilität und Regulierung\nGleichgewichte auf Versicherungsmärkten unter adverser Selektion (Rothschild-Stiglitz-Modell)\, Rolle von Signaling\, Screening sowie kategorische Diskriminierung\nEx-ante- und Ex-post-Moral-Hazard auf die Vertragsgestaltung\, Mechanismen zur Eindämmung von Versicherungsbetrug\npraktische Fragestellungen der Versicherungswirtschaft (Tarifgestaltung\, Vertragsdifferenzierung\, Experience Rating)\n\nWissenschaftliche Leitung: Univ.-Prof.in DIin Dr.in Michaela Hitz \nAnmeldung: Versicherungswirtschaftslehre (14. November 2026 – 28. Januar 2027): Übersicht · Indico
URL:https://avoe.at/event/microcredentials-kurs-versicherungswirtschaftslehre-3/2026-12-09/
LOCATION:Wien
CATEGORIES:Berufsbegleitende Aktuarausbildung
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Vienna:20261209T153000
DTEND;TZID=Europe/Vienna:20261214T170000
DTSTAMP:20260807T134155Z
CREATED:20260807T132713Z
LAST-MODIFIED:20260807T134155Z
UID:10000678-1796830200-1797267600@avoe.at
SUMMARY:Microcredentials-Kurs VERSICHERUNGSWIRTSCHAFTSLEHRE
DESCRIPTION:Lehrender: Dr. Daniel Rehsmann\, BSc MSc \nTermine: \n13. – 14.11.2026 Präsenzvorlesung\n09:00 – 14:30 Uhr \nOnline-Vorlesungen: \n23./24.11.2026\n09./10./14.12.2026\n11./12.01.2027\n19.01.2027 Prüfung\njeweils 15:30 – 17:00 Uhr \nInhalte: \nErwartungsnutzentheorie und des Konzepts der Risikoaversion\noptimale Versicherungsverträge bei mehreren Schadenshöhen (Raviv-Modell)\, Selbstbehalte und Coversicherung\nRisikopooling und Risikospreizung\, Solvabilität und Regulierung\nGleichgewichte auf Versicherungsmärkten unter adverser Selektion (Rothschild-Stiglitz-Modell)\, Rolle von Signaling\, Screening sowie kategorische Diskriminierung\nEx-ante- und Ex-post-Moral-Hazard auf die Vertragsgestaltung\, Mechanismen zur Eindämmung von Versicherungsbetrug\npraktische Fragestellungen der Versicherungswirtschaft (Tarifgestaltung\, Vertragsdifferenzierung\, Experience Rating)\nWissenschaftliche Leitung: Univ.-Prof.in DIin Dr.in Michaela Hitz \nAnmeldung: Versicherungswirtschaftslehre (14. November 2026 – 28. Januar 2027): Übersicht · Indico
URL:https://avoe.at/event/microcredentials-kurs-versicherungswirtschaftslehre-2/2026-12-09/
LOCATION:Wien
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Vienna:20261211T090000
DTEND;TZID=Europe/Vienna:20261211T121500
DTSTAMP:20260703T103536Z
CREATED:20260703T103536Z
LAST-MODIFIED:20260703T103536Z
UID:10000671-1796979600-1796991300@avoe.at
SUMMARY:EAA Web Session 'Building Experience Mortality Tables – Practical Aspects'
DESCRIPTION:In life and protection insurance\, accurately assessing mortality is a cornerstone of pricing\, reserving\, and risk management. Standard mortality tables provide a useful benchmark but often fail to reflect the specific characteristics of an insurer’s portfolio. As a result\, insurers increasingly rely on experience-based mortality tables to better capture their own risk profile. \nHowever\, building such tables involves significant challenges\, including data quality\, statistical credibility\, segmentation choices\, smoothing techniques\, and methodological assumptions. \nThis web session provides a practical and structured approach to constructing experience-based mortality tables\, combining actuarial theory with real-world insights applicable across different markets.
URL:https://avoe.at/event/eaa-web-session-building-experience-mortality-tables-practical-aspects/
LOCATION:Online/Streaming
CATEGORIES:European Actuarial Academy (EAA)
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Vienna:20261214T093000
DTEND;TZID=Europe/Vienna:20261214T130000
DTSTAMP:20260909T085728Z
CREATED:20260909T085728Z
LAST-MODIFIED:20260909T085728Z
UID:10000689-1797240600-1797253200@avoe.at
SUMMARY:Agentic AI for Actuaries: Practical Use Cases with Claude Code
DESCRIPTION:Actuarial work is full of tasks that are technically routine but stubbornly manual: rebuilding a Solvency II balance sheet\, regenerating year-end reporting and QRTs\, reconciling a cashflow model against the numbers it is supposed to reproduce\, refreshing an MI dashboard\, or standing up a small tool to answer a one-off question from the business. Each is individually straightforward\, yet together they consume a large share of an actuary’s time and are a recurring source of key-person and spreadsheet risk. \nAgentic AI describes an emerging class of coding tools that do more than answer questions. Rather than returning a snippet to paste\, an agentic tool reads your files\, writes and runs code\, inspects the output\, and iterates towards a working result under your direction. Used well\, it lets an actuary automate genuinely complex workflows – end-to-end reporting\, model reconciliation\, assumption-setting\, validation harnesses\, model and process documentation\, and internal tools – without a dedicated software-engineering team. This session uses Claude Code\, one example of this class of tools\, to demonstrate the ideas throughout; the principles transfer to comparable agentic tools. \nAll examples are illustrative and deliberately generic – the focus is on the techniques and the working method\, not on any organisation’s proprietary models\, data or results. The emphasis throughout is practical and honest – what works\, what does not\, and how to keep agentic AI safe\, validated and defensible in a regulated actuarial setting. \nAfter this web session\, participants will be able to: \n\nExplain what agentic AI coding tools such as Claude Code are\, and how they differ from general-purpose chatbots.\nIdentify actuarial workflows – reporting\, reconciliation\, modelling\, assumption-setting and internal tooling – that are strong candidates for this kind of automation.\nFollow a repeatable pattern for scoping a task\, directing the tool\, and reviewing its work.\nUse the tool to generate and maintain model and process documentation that stays in step with the underlying code and satisfies Solvency II evidence requirements.\nApply validation and governance techniques (fail-closed checks\, reconciliation to a trusted source\, golden-master tests\, documentation) so that AI-assisted work is safe and defensible.\nRecognise the limitations and risks – model risk\, key-person risk\, professional and regulatory responsibility – and judge where agentic AI is and is not appropriate.\n\nThe approach is applied and example-led\, grounded in real actuarial applications. Demonstrations are kept short and purposeful – each chosen to illustrate a specific Claude Code capability in a couple of minutes – and any longer-running task is shown through its prepared inputs and results rather than by watching the tool work\, so the session keeps moving. Throughout there is candid discussion of what works\, what does not\, and the pitfalls to avoid. No prior software-development experience is required\, though familiarity with actuarial modelling will help participants get the most from the session.
URL:https://avoe.at/event/agentic-ai-for-actuaries-practical-use-cases-with-claude-code/
LOCATION:Online/Streaming
CATEGORIES:European Actuarial Academy (EAA)
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Vienna:20261214T153000
DTEND;TZID=Europe/Vienna:20261214T170000
DTSTAMP:20260623T200007Z
CREATED:20260623T200007Z
LAST-MODIFIED:20260623T200007Z
UID:10000664-1797262200-1797267600@avoe.at
SUMMARY:Microcredentials-Kurs VERSICHERUNGSWIRTSCHAFTSLEHRE
DESCRIPTION:In der Vorlesung zur Versicherungswirtschaftslehre (oder Versicherungsbetriebslehre) lernt man die theoretischen Grundlagen und die praktischen Funktionsweisen von Versicherungsunternehmen und -märkten kennen. Das Ziel ist es\, ein Verständnis für das Geschäftsmodell von Versicherern zu entwickeln und die Fähigkeit zu erlangen\, Risiken ökonomisch zu bewerten. Aufbauend auf Erwartungsnutzentheorie und Risikoaversion werden Nachfrage und Angebot von Versicherungen analysiert\, einschließlich zentraler Einflussfaktoren wie Prämien\, Schadenswahrscheinlichkeit und Vermögen.\nTermine\n13. – 14.11.2026 Präsenzvorlesung\n09:00 – 14:30 Uhr \nOnline-Vorlesungen: \n23./24.11.2026\n09./10./14.12.2026\n11./12.01.2027\n19.01.2027 Prüfung\njeweils 15:30 – 17:00 Uhr \nVortragender\nDr. Daniel Rehsmann\, BSc. MSc.\nInstitut für Business Decisions and Analytics\, Universität Wien\nAnmeldeschluss: 29.10.2026
URL:https://avoe.at/event/microcredentials-kurs-versicherungswirtschaftslehre/2026-12-14/
LOCATION:Wien
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Vienna:20261214T153000
DTEND;TZID=Europe/Vienna:20261214T170000
DTSTAMP:20260930T092118Z
CREATED:20260930T092118Z
LAST-MODIFIED:20260930T092118Z
UID:10000706-1797262200-1797267600@avoe.at
SUMMARY:Microcredentials-Kurs VERSICHERUNGSWIRTSCHAFTSLEHRE
DESCRIPTION:Lehrender: Dr. Daniel Rehsmann\, BSc MSc \nTermine: \n13. – 14.11.2026 Präsenzvorlesung\n09:00 – 14:30 Uhr \nOnline-Vorlesungen: \n\n23./24.11.2026\n09./10./14.12.2026\n11./12.01.2027\n19.01.2027 Prüfung\n\njeweils 15:30 – 17:00 Uhr \nInhalte: \n\nErwartungsnutzentheorie und des Konzepts der Risikoaversion\n\n\noptimale Versicherungsverträge bei mehreren Schadenshöhen (Raviv-Modell)\, Selbstbehalte und Coversicherung\nRisikopooling und Risikospreizung\, Solvabilität und Regulierung\nGleichgewichte auf Versicherungsmärkten unter adverser Selektion (Rothschild-Stiglitz-Modell)\, Rolle von Signaling\, Screening sowie kategorische Diskriminierung\nEx-ante- und Ex-post-Moral-Hazard auf die Vertragsgestaltung\, Mechanismen zur Eindämmung von Versicherungsbetrug\npraktische Fragestellungen der Versicherungswirtschaft (Tarifgestaltung\, Vertragsdifferenzierung\, Experience Rating)\n\nWissenschaftliche Leitung: Univ.-Prof.in DIin Dr.in Michaela Hitz \nAnmeldung: Versicherungswirtschaftslehre (14. November 2026 – 28. Januar 2027): Übersicht · Indico
URL:https://avoe.at/event/microcredentials-kurs-versicherungswirtschaftslehre-3/2026-12-14/
LOCATION:Wien
CATEGORIES:Berufsbegleitende Aktuarausbildung
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Vienna:20270111T153000
DTEND;TZID=Europe/Vienna:20270112T170000
DTSTAMP:20260623T200007Z
CREATED:20260623T200007Z
LAST-MODIFIED:20260623T200007Z
UID:10000665-1799681400-1799773200@avoe.at
SUMMARY:Microcredentials-Kurs VERSICHERUNGSWIRTSCHAFTSLEHRE
DESCRIPTION:In der Vorlesung zur Versicherungswirtschaftslehre (oder Versicherungsbetriebslehre) lernt man die theoretischen Grundlagen und die praktischen Funktionsweisen von Versicherungsunternehmen und -märkten kennen. Das Ziel ist es\, ein Verständnis für das Geschäftsmodell von Versicherern zu entwickeln und die Fähigkeit zu erlangen\, Risiken ökonomisch zu bewerten. Aufbauend auf Erwartungsnutzentheorie und Risikoaversion werden Nachfrage und Angebot von Versicherungen analysiert\, einschließlich zentraler Einflussfaktoren wie Prämien\, Schadenswahrscheinlichkeit und Vermögen.\nTermine\n13. – 14.11.2026 Präsenzvorlesung\n09:00 – 14:30 Uhr \nOnline-Vorlesungen: \n23./24.11.2026\n09./10./14.12.2026\n11./12.01.2027\n19.01.2027 Prüfung\njeweils 15:30 – 17:00 Uhr \nVortragender\nDr. Daniel Rehsmann\, BSc. MSc.\nInstitut für Business Decisions and Analytics\, Universität Wien\nAnmeldeschluss: 29.10.2026
URL:https://avoe.at/event/microcredentials-kurs-versicherungswirtschaftslehre/2027-01-11/
LOCATION:Wien
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Vienna:20270111T153000
DTEND;TZID=Europe/Vienna:20270112T170000
DTSTAMP:20260807T134155Z
CREATED:20260807T132713Z
LAST-MODIFIED:20260807T134155Z
UID:10000679-1799681400-1799773200@avoe.at
SUMMARY:Microcredentials-Kurs VERSICHERUNGSWIRTSCHAFTSLEHRE
DESCRIPTION:Lehrender: Dr. Daniel Rehsmann\, BSc MSc \nTermine: \n13. – 14.11.2026 Präsenzvorlesung\n09:00 – 14:30 Uhr \nOnline-Vorlesungen: \n23./24.11.2026\n09./10./14.12.2026\n11./12.01.2027\n19.01.2027 Prüfung\njeweils 15:30 – 17:00 Uhr \nInhalte: \nErwartungsnutzentheorie und des Konzepts der Risikoaversion\noptimale Versicherungsverträge bei mehreren Schadenshöhen (Raviv-Modell)\, Selbstbehalte und Coversicherung\nRisikopooling und Risikospreizung\, Solvabilität und Regulierung\nGleichgewichte auf Versicherungsmärkten unter adverser Selektion (Rothschild-Stiglitz-Modell)\, Rolle von Signaling\, Screening sowie kategorische Diskriminierung\nEx-ante- und Ex-post-Moral-Hazard auf die Vertragsgestaltung\, Mechanismen zur Eindämmung von Versicherungsbetrug\npraktische Fragestellungen der Versicherungswirtschaft (Tarifgestaltung\, Vertragsdifferenzierung\, Experience Rating)\nWissenschaftliche Leitung: Univ.-Prof.in DIin Dr.in Michaela Hitz \nAnmeldung: Versicherungswirtschaftslehre (14. November 2026 – 28. Januar 2027): Übersicht · Indico
URL:https://avoe.at/event/microcredentials-kurs-versicherungswirtschaftslehre-2/2027-01-11/
LOCATION:Wien
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Vienna:20270111T153000
DTEND;TZID=Europe/Vienna:20270112T170000
DTSTAMP:20260930T092118Z
CREATED:20260930T092118Z
LAST-MODIFIED:20260930T092118Z
UID:10000707-1799681400-1799773200@avoe.at
SUMMARY:Microcredentials-Kurs VERSICHERUNGSWIRTSCHAFTSLEHRE
DESCRIPTION:Lehrender: Dr. Daniel Rehsmann\, BSc MSc \nTermine: \n13. – 14.11.2026 Präsenzvorlesung\n09:00 – 14:30 Uhr \nOnline-Vorlesungen: \n\n23./24.11.2026\n09./10./14.12.2026\n11./12.01.2027\n19.01.2027 Prüfung\n\njeweils 15:30 – 17:00 Uhr \nInhalte: \n\nErwartungsnutzentheorie und des Konzepts der Risikoaversion\n\n\noptimale Versicherungsverträge bei mehreren Schadenshöhen (Raviv-Modell)\, Selbstbehalte und Coversicherung\nRisikopooling und Risikospreizung\, Solvabilität und Regulierung\nGleichgewichte auf Versicherungsmärkten unter adverser Selektion (Rothschild-Stiglitz-Modell)\, Rolle von Signaling\, Screening sowie kategorische Diskriminierung\nEx-ante- und Ex-post-Moral-Hazard auf die Vertragsgestaltung\, Mechanismen zur Eindämmung von Versicherungsbetrug\npraktische Fragestellungen der Versicherungswirtschaft (Tarifgestaltung\, Vertragsdifferenzierung\, Experience Rating)\n\nWissenschaftliche Leitung: Univ.-Prof.in DIin Dr.in Michaela Hitz \nAnmeldung: Versicherungswirtschaftslehre (14. November 2026 – 28. Januar 2027): Übersicht · Indico
URL:https://avoe.at/event/microcredentials-kurs-versicherungswirtschaftslehre-3/2027-01-11/
LOCATION:Wien
CATEGORIES:Berufsbegleitende Aktuarausbildung
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Vienna:20270119T153000
DTEND;TZID=Europe/Vienna:20270119T170000
DTSTAMP:20260930T092118Z
CREATED:20260930T092118Z
LAST-MODIFIED:20260930T092118Z
UID:10000708-1800372600-1800378000@avoe.at
SUMMARY:Microcredentials-Kurs VERSICHERUNGSWIRTSCHAFTSLEHRE
DESCRIPTION:Lehrender: Dr. Daniel Rehsmann\, BSc MSc \nTermine: \n13. – 14.11.2026 Präsenzvorlesung\n09:00 – 14:30 Uhr \nOnline-Vorlesungen: \n\n23./24.11.2026\n09./10./14.12.2026\n11./12.01.2027\n19.01.2027 Prüfung\n\njeweils 15:30 – 17:00 Uhr \nInhalte: \n\nErwartungsnutzentheorie und des Konzepts der Risikoaversion\n\n\noptimale Versicherungsverträge bei mehreren Schadenshöhen (Raviv-Modell)\, Selbstbehalte und Coversicherung\nRisikopooling und Risikospreizung\, Solvabilität und Regulierung\nGleichgewichte auf Versicherungsmärkten unter adverser Selektion (Rothschild-Stiglitz-Modell)\, Rolle von Signaling\, Screening sowie kategorische Diskriminierung\nEx-ante- und Ex-post-Moral-Hazard auf die Vertragsgestaltung\, Mechanismen zur Eindämmung von Versicherungsbetrug\npraktische Fragestellungen der Versicherungswirtschaft (Tarifgestaltung\, Vertragsdifferenzierung\, Experience Rating)\n\nWissenschaftliche Leitung: Univ.-Prof.in DIin Dr.in Michaela Hitz \nAnmeldung: Versicherungswirtschaftslehre (14. November 2026 – 28. Januar 2027): Übersicht · Indico
URL:https://avoe.at/event/microcredentials-kurs-versicherungswirtschaftslehre-3/2027-01-19/
LOCATION:Wien
CATEGORIES:Berufsbegleitende Aktuarausbildung
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Vienna:20270203T023000
DTEND;TZID=Europe/Vienna:20270204T120000
DTSTAMP:20260807T134155Z
CREATED:20260807T132713Z
LAST-MODIFIED:20260807T134155Z
UID:10000680-1801621800-1801742400@avoe.at
SUMMARY:Microcredentials-Kurs VERSICHERUNGSWIRTSCHAFTSLEHRE
DESCRIPTION:Lehrender: Dr. Daniel Rehsmann\, BSc MSc \nTermine: \n13. – 14.11.2026 Präsenzvorlesung\n09:00 – 14:30 Uhr \nOnline-Vorlesungen: \n23./24.11.2026\n09./10./14.12.2026\n11./12.01.2027\n19.01.2027 Prüfung\njeweils 15:30 – 17:00 Uhr \nInhalte: \nErwartungsnutzentheorie und des Konzepts der Risikoaversion\noptimale Versicherungsverträge bei mehreren Schadenshöhen (Raviv-Modell)\, Selbstbehalte und Coversicherung\nRisikopooling und Risikospreizung\, Solvabilität und Regulierung\nGleichgewichte auf Versicherungsmärkten unter adverser Selektion (Rothschild-Stiglitz-Modell)\, Rolle von Signaling\, Screening sowie kategorische Diskriminierung\nEx-ante- und Ex-post-Moral-Hazard auf die Vertragsgestaltung\, Mechanismen zur Eindämmung von Versicherungsbetrug\npraktische Fragestellungen der Versicherungswirtschaft (Tarifgestaltung\, Vertragsdifferenzierung\, Experience Rating)\nWissenschaftliche Leitung: Univ.-Prof.in DIin Dr.in Michaela Hitz \nAnmeldung: Versicherungswirtschaftslehre (14. November 2026 – 28. Januar 2027): Übersicht · Indico
URL:https://avoe.at/event/microcredentials-kurs-versicherungswirtschaftslehre-2/2027-02-03/
LOCATION:Wien
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BEGIN:VEVENT
DTSTART;TZID=Europe/Vienna:20270212T093000
DTEND;TZID=Europe/Vienna:20270212T130000
DTSTAMP:20260910T084841Z
CREATED:20260910T084841Z
LAST-MODIFIED:20260910T084841Z
UID:10000695-1802424600-1802437200@avoe.at
SUMMARY:Tail Risk Measurement: Estimation\, Sensitivity\, Uncertainty
DESCRIPTION:Regulatory frameworks such as Solvency II require non-life insurers to quantify extreme risks — most notably the 99.5% Value-at-Risk over a one-year horizon for the Solvency Capital Requirement (SCR). In practice\, however\, this poses a fundamental challenge: historical loss data contains little to no information about such rare events\, making direct estimation inherently unreliable. \nThis web session addresses exactly this gap. It provides participants with a structured and practical toolkit to estimate high-confidence risk measures from limited data — and\, crucially\, to understand and communicate the uncertainty involved\, enabling more robust risk quantification\, particularly in contexts such as SCR validation and ORSA. \nStarting with classical parametric approaches and kernel density estimation\, the course progresses to Extreme Value Theory (EVT)\, with a focus on the Peaks-over-Threshold (POT) method and the Generalised Pareto Distribution (GPD). Particular attention is given to threshold selection and to Bayesian formulations in which the threshold is treated as an uncertain parameter\, enabling posterior-predictive inference for high quantiles. We also consider flexible bulk-tail mixture models that combine non-parametric bulk estimation with an EVT-based tail component. \nFor each method\, the course takes a structured perspective across four dimensions: \n\nthe point estimator and its finite-sample properties\,\nparameter uncertainty and confidence intervals\,\nsensitivity to modelling assumptions\, and\noverall model uncertainty.\n\nFinally\, we connect tail risk modelling to practical risk steering by linking estimated risk measures to capital allocation via the Euler (gradient) principle\, enabling a decomposition into marginal risk contributions across business units or risk types. \nFor the core methods\, participants apply estimation procedures in hands-on R exercises using real non-life insurance loss data\, developing both technical proficiency and the critical judgement required to interpret results. \nThe course provides a critical overview of methods for estimating tail risk at high confidence levels under real-world data constraints\, examining where and why they differ in their conclusions. \nR exercises on real non-life insurance data illustrate the methods in practice\, with particular attention to the interpretation and limitations of the resulting estimates.
URL:https://avoe.at/event/tail-risk-measurement-estimation-sensitivity-uncertainty/
LOCATION:Wien
CATEGORIES:European Actuarial Academy (EAA)
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BEGIN:VEVENT
DTSTART;TZID=Europe/Vienna:20270215T090000
DTEND;TZID=Europe/Vienna:20270218T143000
DTSTAMP:20260910T085716Z
CREATED:20260910T085716Z
LAST-MODIFIED:20260910T085716Z
UID:10000696-1802682000-1802961000@avoe.at
SUMMARY:CERA\, Module A: Quantitative Methods of ERM
DESCRIPTION: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 an introduction to the modern theory of risk measures. Next\, a number of statistical techniques are discussed\, that are highly relevant for the analysis of actuarial and financial data and for the model-building process in risk management. Among others\, we will consider extreme value theory\, dependence modelling\, copulas\, and various aspects of integrated risk management. The training continues with an introduction to the modelling and the management of interest rate and credit risk. In particular\, participants will learn how to price simple interest options or Credit Default Swaps\, how to account for counterparty risk and how to deal with credit portfolio risk. \nThe web session consists of lectures and exercise sessions. In fact\, exercise sessions\, where various exercises and supplementary examples are discussed\, form an integral part of the seminar: they help the participants to understand the qualitative and quantitative techniques introduced in the lectures\, and they are a key element in the preparation for the CERA exam.
URL:https://avoe.at/event/cera-module-a-quantitative-methods-of-erm-2/
LOCATION:Wien
CATEGORIES:European Actuarial Academy (EAA)
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