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BEGIN:VEVENT
DTSTART;TZID=Europe/Vienna:20220207T090000
DTEND;TZID=Europe/Vienna:20220207T123000
DTSTAMP:20260531T084103
CREATED:20210630T151133Z
LAST-MODIFIED:20210728T064723Z
UID:10000025-1644224400-1644237000@avoe.at
SUMMARY:EAA Web Session: Actuarial Modeling for Cyber Risk
DESCRIPTION:After an introduction to the specificities on cyber-risk\, this session gives first steps towards a better understanding of cyber risk\, by providing mathematical models and actuarial analysis. For a better quantification of cyber risk\, we propose innovative models\, both for the severity component (size of the claims) and the frequency component (accumulation risk and clustering features) of the risk. \nAfter completing this course\, you will be able to \n\nIdentify the specificities of cyber risk\nIdentify the factors that may jeopardize the  mutualisation of cyber risk\nIdentify extreme events and convey a risk segmentation • Construct accumulation scenarii on a cyber portfolio\nQuantify the impact of protection measures on the risk of saturation in the insurer response capacity\nModel clustering features and auto-existing arrivals of cyber-events using Hawkes process\n\nRegistration deadline: 28 January 2022
URL:https://avoe.at/event/eaa-web-session-actuarial-modeling-for-cyber-risk/2022-02-07/
LOCATION:Wien
CATEGORIES:European Actuarial Academy (EAA)
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Vienna:20220215T100000
DTEND;TZID=Europe/Vienna:20220215T120000
DTSTAMP:20260531T084103
CREATED:20211109T114048Z
LAST-MODIFIED:20211109T114048Z
UID:10000242-1644919200-1644926400@avoe.at
SUMMARY:EAA Web Session: Setting Up Discount Rates Under IFRS17: Getting the Job Done
DESCRIPTION:The IFRS 17 regulatory framework requires insurers to define the discount curve with respect to the liquidity characteristics of their liabilities. During this web session\, we will review the regulatory requirements and the two main approaches recommended. We will then detail the steps involved in the construction of the IFRS 17 discount curve and highlight the various possible choices. \nThis web session will first provide a presentation of the challenges related to the definition of the risk-free rate curve. This will be followed by a presentation of the approaches to assess the illiquidity of liabilities based on the link between the illiquidity of assets and liabilities. The presentation will then provide an overview of methodologies to quantify the illiquidity premium of an asset portfolio. \nOur research and development work on this topic\, coupled with our benchmark vision of market practices\, will allow us to present a wide range of available approaches and to describe their advantages and disadvantages from an operational insurance implementation perspective. \nRegistration deadline: 11 February 2022
URL:https://avoe.at/event/eaa-web-session-setting-up-discount-rates-under-ifrs17-getting-the-job-done/
LOCATION:Online-Veranstaltung (MS Teams)
CATEGORIES:European Actuarial Academy (EAA)
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Amsterdam:20220216T090000
DTEND;TZID=Europe/Amsterdam:20220216T121500
DTSTAMP:20260531T084103
CREATED:20210828T092809Z
LAST-MODIFIED:20210831T113545Z
UID:10000222-1645002000-1645013700@avoe.at
SUMMARY:EAA Web session: Practical Application of Clustering in Insurance
DESCRIPTION:Kurzbeschreibung: Actuarial analytics found its way into several areas of the insurance value chain\, mostly through the use of tools from supervised learning such as linear or tree-based regression. On the other hand\, unsupervised learning\, such as partitional clustering\, seems to be used rather less despite its potential to gain insights into high-dimensional insurance data sets. \nCluster analysis is the task of grouping a set of objects (often data points) in such a way that objects in the same group (called a cluster) are more similar to each other than to those in other groups. In contrast to simple segmentation (e.g. by geographical location only)\, Clustering uses several features to differentiate among those groups. Potential applications are manifold and centred around questions such as\, for example: \n\nIn which customer segments do we mainly generate new business?\nWhich typical customer should we have in mind while designing new insurance products?\nHow can we make use of granular information\, such as diagnose or treatment codes\, for example\, while dealing with a limited number of observations or claims?\n\nThe course provides an introduction into clustering that does not require any previous knowledge in this area and shall give the participant a jump start to work on his/her own problems. Thus we put a focus on typical stumbling blocks arising when clustering techniques are applied in practice such as interpretability\, missing values and mixed data types. \nThe web session is open to all interested persons. Previous knowledge about partitional clustering is not required\, however\, basic statistical knowledge is recommended. Familiarity with the R programming language would be helpful to follow the practical example. \nRegistration deadline: 14 February 2022
URL:https://avoe.at/event/eaa-web-session-practical-application-of-clustering-in-insurance-2/
LOCATION:Wien
CATEGORIES:European Actuarial Academy (EAA)
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Vienna:20220221T090000
DTEND;TZID=Europe/Vienna:20220221T170000
DTSTAMP:20260531T084103
CREATED:20210912T091905Z
LAST-MODIFIED:20210912T220433Z
UID:10000227-1645434000-1645462800@avoe.at
SUMMARY:EAA Web Session: CERA\, Module A: Quantitative Methods of ERM
DESCRIPTION:The 3-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 compute risk\nmeasures for a bond portfolio\, and how to account for counterparty risk.\n\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.\n\nRegistration deadline: 17 February 2022
URL:https://avoe.at/event/eaa-web-session-cera-module-a-quantitative-methods-of-erm-2/2022-02-21/
LOCATION:Online-Veranstaltung (MS Teams)
CATEGORIES:European Actuarial Academy (EAA)
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Vienna:20220223T090000
DTEND;TZID=Europe/Vienna:20220223T170000
DTSTAMP:20260531T084104
CREATED:20210912T091905Z
LAST-MODIFIED:20210912T220433Z
UID:10000228-1645606800-1645635600@avoe.at
SUMMARY:EAA Web Session: CERA\, Module A: Quantitative Methods of ERM
DESCRIPTION:The 3-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 compute risk\nmeasures for a bond portfolio\, and how to account for counterparty risk.\n\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.\n\nRegistration deadline: 17 February 2022
URL:https://avoe.at/event/eaa-web-session-cera-module-a-quantitative-methods-of-erm-2/2022-02-23/
LOCATION:Online-Veranstaltung (MS Teams)
CATEGORIES:European Actuarial Academy (EAA)
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