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X-WR-CALDESC:Veranstaltungen für AKTUARVEREINIGUNG ÖSTERREICHS (AVÖ)
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BEGIN:VEVENT
DTSTART;TZID=Europe/Vienna:20210304T090000
DTEND;TZID=Europe/Vienna:20210304T123000
DTSTAMP:20260510T082755
CREATED:20201202T095938Z
LAST-MODIFIED:20210323T084135Z
UID:10000145-1614848400-1614861000@avoe.at
SUMMARY:EAA Web Session: Non-Life Pricing Using Statistical Techniques with R Applications
DESCRIPTION:Non-Life insurance is facing many challenges ranging from fierce competition on the market or evolution in the distribution channel used by the consumers to evolution of the regulatory environment. Pricing is the central link between solvency\, profitability and market shares (volume). Improving pricing practice encompasses several dimensions. \nThe aim of this web session is to present some advanced actuarial/statistical techniques used in non-life pricing or underwriting. The web session focuses on selected practical problems faced by pricing actuaries and product managers. \nRegistration deadline: 2 March 2021
URL:https://avoe.at/event/eaa-web-session-non-life-pricing-using-statistical-techniques-with-r-applications/2021-03-04/
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Vienna:20210305T090000
DTEND;TZID=Europe/Vienna:20210305T123000
DTSTAMP:20260510T082755
CREATED:20201202T095938Z
LAST-MODIFIED:20210323T084135Z
UID:10000146-1614934800-1614947400@avoe.at
SUMMARY:EAA Web Session: Non-Life Pricing Using Statistical Techniques with R Applications
DESCRIPTION:Non-Life insurance is facing many challenges ranging from fierce competition on the market or evolution in the distribution channel used by the consumers to evolution of the regulatory environment. Pricing is the central link between solvency\, profitability and market shares (volume). Improving pricing practice encompasses several dimensions. \nThe aim of this web session is to present some advanced actuarial/statistical techniques used in non-life pricing or underwriting. The web session focuses on selected practical problems faced by pricing actuaries and product managers. \nRegistration deadline: 2 March 2021
URL:https://avoe.at/event/eaa-web-session-non-life-pricing-using-statistical-techniques-with-r-applications/2021-03-05/
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Vienna:20210308T090000
DTEND;TZID=Europe/Vienna:20210308T123000
DTSTAMP:20260510T082755
CREATED:20201202T095938Z
LAST-MODIFIED:20210323T084135Z
UID:10000147-1615194000-1615206600@avoe.at
SUMMARY:EAA Web Session: Non-Life Pricing Using Statistical Techniques with R Applications
DESCRIPTION:Non-Life insurance is facing many challenges ranging from fierce competition on the market or evolution in the distribution channel used by the consumers to evolution of the regulatory environment. Pricing is the central link between solvency\, profitability and market shares (volume). Improving pricing practice encompasses several dimensions. \nThe aim of this web session is to present some advanced actuarial/statistical techniques used in non-life pricing or underwriting. The web session focuses on selected practical problems faced by pricing actuaries and product managers. \nRegistration deadline: 2 March 2021
URL:https://avoe.at/event/eaa-web-session-non-life-pricing-using-statistical-techniques-with-r-applications/2021-03-08/
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Vienna:20210309T090000
DTEND;TZID=Europe/Vienna:20210309T123000
DTSTAMP:20260510T082755
CREATED:20201202T095938Z
LAST-MODIFIED:20210323T084135Z
UID:10000148-1615280400-1615293000@avoe.at
SUMMARY:EAA Web Session: Non-Life Pricing Using Statistical Techniques with R Applications
DESCRIPTION:Non-Life insurance is facing many challenges ranging from fierce competition on the market or evolution in the distribution channel used by the consumers to evolution of the regulatory environment. Pricing is the central link between solvency\, profitability and market shares (volume). Improving pricing practice encompasses several dimensions. \nThe aim of this web session is to present some advanced actuarial/statistical techniques used in non-life pricing or underwriting. The web session focuses on selected practical problems faced by pricing actuaries and product managers. \nRegistration deadline: 2 March 2021
URL:https://avoe.at/event/eaa-web-session-non-life-pricing-using-statistical-techniques-with-r-applications/2021-03-09/
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Vienna:20210310T100000
DTEND;TZID=Europe/Vienna:20210310T120000
DTSTAMP:20260510T082755
CREATED:20201202T100538Z
LAST-MODIFIED:20201202T100603Z
UID:10000149-1615370400-1615377600@avoe.at
SUMMARY:EAA Web Session "Machine Learning in Finance and Insurance"
DESCRIPTION:The objective of this web session is that participants should become familiar with neural networks used to solve practical problems in finance\, banking and insurance. To achieve this we begin from the scratch and introduce machine learning techniques step by step: \nTo start with\, we give an overview of this interesting field with the primary focus on neural networks. Motivated by our way of thinking and the human brain we learn how we are able to construct powerful algorithms to solve several problems. The key for an efficient application is the way of training neural networks and thus we focus our attention on this optimization as well. In a second step we strengthen our learned knowledge by focusing on several case studies: We consider an example within the Solvency II context such as implementing an internal model to calculate the Solvency Capital Requirement (SCR)\, but also applications to financial market such as option pricing by Monte Carlo methods or trading strategies.\nDuring our complete web session we learn how the introduced algorithms can be implemented so that the participants are able to build up their own use cases in Python at the end. \nRegistration deadline: 08 03 2021
URL:https://avoe.at/event/eaa-web-session-machine-learning-in-finance-and-insurance/
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Vienna:20210322T090000
DTEND;TZID=Europe/Vienna:20210322T170000
DTSTAMP:20260510T082755
CREATED:20211027T150926Z
LAST-MODIFIED:20211027T150946Z
UID:10000238-1616403600-1616432400@avoe.at
SUMMARY:EAA Web Session: CERA\, Module C: Processes in ERM
DESCRIPTION:This module deals with the challenges of implementing ERM Processes. It includes requirements on ERM Processes and the discussion of best practices. It will be presented how to define an organisation’s risk strategy\, risk appetite\, risk tolerances and limits. We discuss how business strategy influences risk strategy and show their necessary interaction. We demonstrate the close relationship between ERM and Value and Risk Based Management and show how financial and other risks influence the selection of strategy. We show how ERM can be appropriately imbedded in an entity’s strategic planning and discuss the Own Risk and Solvency Assessment. We present the application of an internal risk control process. In the context of ERM reports to different stakeholders are required (management\, supervisory body\, regulators\, public disclosure). We give an overview of the different reports and the main contents. Further we show examples of communication processes in the context of ERM. During the web session we present case studies to discuss the main subjects. \nRegistration deadline: 17 March 2022
URL:https://avoe.at/event/eaa-web-session-cera-module-c-processes-in-erm/2021-03-22/
LOCATION:Online-Veranstaltung (MS Teams)
CATEGORIES:European Actuarial Academy (EAA)
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Vienna:20210323T140000
DTEND;TZID=Europe/Vienna:20210323T170000
DTSTAMP:20260510T082755
CREATED:20201202T100851Z
LAST-MODIFIED:20210802T100158Z
UID:10000150-1616508000-1616518800@avoe.at
SUMMARY:EAA Web Session: Stochastic Modeling of Mortality with Special Focus on Pandemic Risk
DESCRIPTION:The goal of the web session is to give participants a comprehensive introduction to stochastic mortality models\, epidemiological models\, and how the two interact during pandemic times. We will examine in detail a stochastic mortality model based on the textbook „Stochastic Modeling – Theory and Reality from an Actuarial Perspective“ (copyright © 2010 International Actuarial Association). After studying the technical specifications of the model\, participants will learn to calibrate and apply the model through use of a practical\, Excel-based example. \nThe stochastic mortality model presented in the textbook includes a pandemic component\, which is calibrated based on historical pandemic experience. This web session will present updates to the pandemic component to reflect emerging experience in the COVID-19 pandemic. Participants will also learn how COVID-19 compares to various historical pandemics. \nParticipants will receive an introduction to epidemiological models\, including how those models can be used to measure the emerging impact of an ongoing pandemic. The web session will discuss how epidemiological models can be incorporated into stochastic mortality models\, including the ability to reflect stochastic uncertainty in an ongoing\, emerging pandemic. \nRegistration Deadline: 21 March 2021
URL:https://avoe.at/event/eaa-web-session-stochastic-modeling-of-mortality-with-special-focus-on-pandemic-risk/
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Vienna:20210324T093000
DTEND;TZID=Europe/Vienna:20210324T143000
DTSTAMP:20260510T082755
CREATED:20201223T090131Z
LAST-MODIFIED:20201223T090231Z
UID:10000173-1616578200-1616596200@avoe.at
SUMMARY:EAA Web Session: "An Introduction to Economic Scenario Generators and their Validation"
DESCRIPTION:In the web session\, we begin by describing random number simulation techniques\, which underpin ESG work. We also talk about variance reduction techniques\, which improve the efficiency / the precision of stochastic modelling. We move on to discuss risk-neutral equity modelling and interest rate modelling. We conclude our program on day 1 by considering real-world scenario generation. \nOn day 2\, we talk about ESG validation aspects before moving on to the ESG applications. First\, we introduce the ESG Rebasing technology\, which allows the users to produce univariate and combined stress scenarios by recycling their baseline ESG package. We continue by discussing a case study of a UK Internal Model Firm\, which has implemented Daily Solvency Monitoring to operationalize their Solvency II calculations for risk management purposes. \nAnmeldeschluss: 22.03.2021
URL:https://avoe.at/event/eaa-web-session-an-introduction-to-economic-scenario-generators-and-their-validation/2021-03-24/
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Vienna:20210325T093000
DTEND;TZID=Europe/Vienna:20210325T143000
DTSTAMP:20260510T082755
CREATED:20201223T090131Z
LAST-MODIFIED:20201223T090231Z
UID:10000174-1616664600-1616682600@avoe.at
SUMMARY:EAA Web Session: "An Introduction to Economic Scenario Generators and their Validation"
DESCRIPTION:In the web session\, we begin by describing random number simulation techniques\, which underpin ESG work. We also talk about variance reduction techniques\, which improve the efficiency / the precision of stochastic modelling. We move on to discuss risk-neutral equity modelling and interest rate modelling. We conclude our program on day 1 by considering real-world scenario generation. \nOn day 2\, we talk about ESG validation aspects before moving on to the ESG applications. First\, we introduce the ESG Rebasing technology\, which allows the users to produce univariate and combined stress scenarios by recycling their baseline ESG package. We continue by discussing a case study of a UK Internal Model Firm\, which has implemented Daily Solvency Monitoring to operationalize their Solvency II calculations for risk management purposes. \nAnmeldeschluss: 22.03.2021
URL:https://avoe.at/event/eaa-web-session-an-introduction-to-economic-scenario-generators-and-their-validation/2021-03-25/
END:VEVENT
END:VCALENDAR