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X-WR-CALDESC:Veranstaltungen für AKTUARVEREINIGUNG ÖSTERREICHS (AVÖ)
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BEGIN:VEVENT
DTSTART;TZID=Europe/Vienna:20211201T090000
DTEND;TZID=Europe/Vienna:20211201T162000
DTSTAMP:20260510T012233
CREATED:20210610T070302Z
LAST-MODIFIED:20210610T070651Z
UID:10000021-1638349200-1638375600@avoe.at
SUMMARY:EAA Web Session: Understanding IFRS 17
DESCRIPTION:The goal of the two-day web session is to provide participants with a comprehensive introduction to the new measurement\, presentation and disclosure guidance for insurance contracts. It will cover life\, health and non-life business\, including the special guidance on direct participating contracts and shorter term non-life contracts and give useful examples. \nIn the web session\, we will first shed a light on the context of accounting for insurance contracts within the IFRS 17 framework. We will present and discuss the general concepts behind the new model and refer to the application of valuation models like the Variable Fee Approach (VFA) and the Premium Allocation Approach (PAA). The web session will proceed with a discussion of topics specific to individual lines of business (highlighting topics still under discussion) and summarize potential approaches and solutions. We will close with an overview of methodical hot topics relevant for technical implementation seen in various European markets\, share emerging market views and discuss these with the participants. \nOverall\, the goal is to enable participants to understand the standard and help transferring the requirements into your specific situation. It is thus intended to prepare participants for model development\, implementation\, testing\, reviewing and consulting with management\, accounting and auditors. \nRegistration deadline: 29 November 2021
URL:https://avoe.at/event/5604/2021-12-01/
CATEGORIES:European Actuarial Academy (EAA)
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Vienna:20211202T090000
DTEND;TZID=Europe/Vienna:20211202T162000
DTSTAMP:20260510T012233
CREATED:20210610T070302Z
LAST-MODIFIED:20210610T070651Z
UID:10000022-1638435600-1638462000@avoe.at
SUMMARY:EAA Web Session: Understanding IFRS 17
DESCRIPTION:The goal of the two-day web session is to provide participants with a comprehensive introduction to the new measurement\, presentation and disclosure guidance for insurance contracts. It will cover life\, health and non-life business\, including the special guidance on direct participating contracts and shorter term non-life contracts and give useful examples. \nIn the web session\, we will first shed a light on the context of accounting for insurance contracts within the IFRS 17 framework. We will present and discuss the general concepts behind the new model and refer to the application of valuation models like the Variable Fee Approach (VFA) and the Premium Allocation Approach (PAA). The web session will proceed with a discussion of topics specific to individual lines of business (highlighting topics still under discussion) and summarize potential approaches and solutions. We will close with an overview of methodical hot topics relevant for technical implementation seen in various European markets\, share emerging market views and discuss these with the participants. \nOverall\, the goal is to enable participants to understand the standard and help transferring the requirements into your specific situation. It is thus intended to prepare participants for model development\, implementation\, testing\, reviewing and consulting with management\, accounting and auditors. \nRegistration deadline: 29 November 2021
URL:https://avoe.at/event/5604/2021-12-02/
CATEGORIES:European Actuarial Academy (EAA)
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Vienna:20211206T090000
DTEND;TZID=Europe/Vienna:20211206T154500
DTSTAMP:20260510T012233
CREATED:20210504T091127Z
LAST-MODIFIED:20210723T101319Z
UID:10000211-1638781200-1638805500@avoe.at
SUMMARY:EAA Web Session: CERA\, Module 0: A Refresher Course in Financial Mathematics and Risk Measurement
DESCRIPTION:The web session 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 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 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. \nRegistration deadline: 2 December 2021
URL:https://avoe.at/event/eaa-web-session-cera-module-0-a-refresher-course-in-financial-mathematics-and-risk-measurement-2/2021-12-06/
CATEGORIES:European Actuarial Academy (EAA)
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Vienna:20211207T090000
DTEND;TZID=Europe/Vienna:20211207T154500
DTSTAMP:20260510T012233
CREATED:20210504T091127Z
LAST-MODIFIED:20210723T101319Z
UID:10000212-1638867600-1638891900@avoe.at
SUMMARY:EAA Web Session: CERA\, Module 0: A Refresher Course in Financial Mathematics and Risk Measurement
DESCRIPTION:The web session 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 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 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. \nRegistration deadline: 2 December 2021
URL:https://avoe.at/event/eaa-web-session-cera-module-0-a-refresher-course-in-financial-mathematics-and-risk-measurement-2/2021-12-07/
CATEGORIES:European Actuarial Academy (EAA)
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Vienna:20211207T163000
DTEND;TZID=Europe/Vienna:20211207T173000
DTSTAMP:20260510T012233
CREATED:20211126T113227Z
LAST-MODIFIED:20211130T140709Z
UID:10000041-1638894600-1638898200@avoe.at
SUMMARY:AMC: Die Alterssicherungskommission: Aufgabe und Funktion im Rahmen einer nachhaltigen Sozialpolitik
DESCRIPTION:Online-Vortrag im Rahmen des Actuarial Modelling Clubs (AMC)\, die Teilnahme ist kostenfrei. Die Veranstaltung ist öffentlich zugänglich. Die AVÖ vergibt dafür 1 CPD-Punkt. \nVortragende: Hon-Prof. Prof. Dr. Walter Pöltner\, derzeit Vorsitzender der Alterssicherungskommission \nVeranstalter: Forschungsgruppe für Finanz- und Versicherungsmathematik der TU Wien in Kooperation mit der AVÖ \nDetails und Anmeldung: https://fam.tuwien.ac.at/vr/20211207.php
URL:https://avoe.at/event/amc-die-alterssicherungskommission-aufgabe-und-funktion-im-rahmen-einer-nachhaltigen-sozialpolitik/
LOCATION:Online-Veranstaltung (Zoom)
CATEGORIES:Actuarial Modelling Club (AMC)
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Vienna:20211213T160000
DTEND;TZID=Europe/Vienna:20211213T173000
DTSTAMP:20260510T012233
CREATED:20210813T085447Z
LAST-MODIFIED:20210831T101616Z
UID:10000220-1639411200-1639416600@avoe.at
SUMMARY:ÖFdV-Seminar: Kapitalmärkte – eine Einführung (3 Seminare)
DESCRIPTION:Vortragender: DI Wolfgang Herold\, Spezialist für Marktrisiko bei der österreichischen Finanzmarktaufsicht (FMA) \nIn der Folge von marktwertorientierten Aufsichtsregimen wie Solvency II spielen Kapitalmärkte und deren Merkmale eine immer größere Rolle in zahlreichen Geschäftsbereichen von Versicherungen und Pensionskassen\, die traditionell nicht mit Vermögensverwaltung befasst waren. Dazu zählen vor allem das Aktuariat\, Risikomanagement\, Controlling\, Compliance sowie das Rechnungswesen. \nDiese Seminarreihe beleuchtet die wesentlichen Aspekte von Kapitalmärkten\, die außerhalb der klassischen Vermögensverwaltung relevant sind: \n\nZinsmärkte: die risikofreie Zinskurve und Kreditrisikoprämien (Spreads)\nAktien\, Immobilien und weitere relevante Asset-Klassen\nVolatilitäten und Korrelationen\nErtrags- und Risikoschätzung sowie Grundzüge des Portfolio- und Risikomanagements\n\nDie dreiteilige Seminarreihe wird online und in hybrider Form (Präsenz und Online) abgehalten. \nDetails und Anmeldung
URL:https://avoe.at/event/oefdv-seminar-kapitalmaerkte-eine-einfuehrung/2021-12-13/
CATEGORIES:Österreichische Förderungsgesellschaft der Versicherungsmathematik (ÖFdV)
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Vienna:20211217T090000
DTEND;TZID=Europe/Vienna:20211217T120000
DTSTAMP:20260510T012233
CREATED:20211217T152305Z
LAST-MODIFIED:20211217T152305Z
UID:10000069-1639731600-1639742400@avoe.at
SUMMARY:EAA Web Session: Practical Machine Learning Applications in Finance and Insurance
DESCRIPTION:The objective of this web session is that participants should become familiar with machine learning techniques used to solve practical problems in finance\, banking and insurance. To achieve this we begin from the scratch and introduce machine learning workflows and techniques step by step: To start with\, we give an overview of this interesting field with the primary focus on several techniques such as neural networks\, among others. The key for an efficient application is the way of training machine learning algorithms and thus we focus our attention on this optimization as well. 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. During 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: 14 March. 2022
URL:https://avoe.at/event/eaa-web-session-practical-machine-learning-applications-in-finance-and-insurance-2/
LOCATION:Online-Veranstaltung (MS Teams)
CATEGORIES:European Actuarial Academy (EAA)
END:VEVENT
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