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SUMMARY:"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 account for counterparty risk and how to deal with credit portfolio ris.. \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. \nAnmeldeschluss: 2023-02-09 \nLink: https://actuarial-academy.com/cera/seminar?No=E0321
URL:https://avoe.at/event/cera-module-a-quantitative-methods-of-erm/
CATEGORIES:European Actuarial Academy (EAA)
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BEGIN:VEVENT
DTSTART;TZID=UTC:20230213T090000
DTEND;TZID=UTC:20230215T171500
DTSTAMP:20260502T232024
CREATED:20220610T155547Z
LAST-MODIFIED:20220610T155547Z
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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 account for counterparty risk and how to deal with credit portfolio ris.. \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. \nAnmeldeschluss: 2023-02-09 \nLink: https://actuarial-academy.com/cera/seminar?No=E0321
URL:https://avoe.at/event/eaa-web-session-cera-module-a-quantitative-methods-of-erm/
CATEGORIES:European Actuarial Academy (EAA)
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Vienna:20230228T170000
DTEND;TZID=Europe/Vienna:20230228T180000
DTSTAMP:20260502T232024
CREATED:20230220T125522Z
LAST-MODIFIED:20230220T125522Z
UID:10000297-1677603600-1677607200@avoe.at
SUMMARY:AMC: Aktivseitige\, risikoneutrale Modellierung in einem Versicherungsunternehmen
DESCRIPTION:Vortrag im Rahmen des Actuarial Modelling Clubs (AMC). \nDie Teilnahme ist kostenfrei. \nDei Veranstaltung ist öffentlich zugänglich. \n  \nDie AVÖ vergibt dafür 1 CPD-Punkt. \n  \nAnmeldung über die Veranstaltungsseite. \nAnmeldeschluss: 2023-02-28 \nLink: https://fam.tuwien.ac.at/vr/20230228.php
URL:https://avoe.at/event/amc-aktivseitige-risikoneutrale-modellierung-in-einem-versicherungsunternehmen/
CATEGORIES:Actuarial Modelling Club (AMC)
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Vienna:20230228T170000
DTEND;TZID=Europe/Vienna:20230228T180000
DTSTAMP:20260502T232024
CREATED:20230301T223132Z
LAST-MODIFIED:20230301T223132Z
UID:10000301-1677603600-1677607200@avoe.at
SUMMARY:"Aktivseitige\, risikoneutrale Modellierung in einem Versicherungsunternehmen"
DESCRIPTION:Matthias Widman\, d-fine Austria GmbH \n  \nDienstag\, 28. Feber 2023\, 17:00 Uhr \n(Dauer ca. 1 Stunde) \n  \nIn Präsenz: \nFreihaus Hörsaal 8 – Nöbauer Hörsaal\, \nTU Wien\, 1040 Wien\, Wiedner Hauptstraße 8-10 \n  \nDie AVÖ vergibt für die Teilnahme an dieser Veranstaltung 1 CPD-Punkt. \n  \nEs gibt keine Teilnahmegebühr. \n  \nDie Firma d-fine Austria GmbH lädt im Anschluss an den Vortrag zu einem Umtrunk mit Brötchen ein! \n  \nDie Anmeldung erfolgt über das auf der Veranstaltungsseite verlinkte \nAnmeldeformular: \nhttps://fam.tuwien.ac.at/vr/20230228.php \n  \nEin Live Stream (keine Anmeldung\, keine CPD-Bestätigung) des Vortrags wird angeboten.
URL:https://avoe.at/event/aktivseitige-risikoneutrale-modellierung-in-einem-versicherungsunternehmen/
LOCATION:Freihaus Hörsaal 8 TU Wien\, Wiedner Hauptstraße 8-10\, Wien\, Wien\, 1040\, Österreich
CATEGORIES:Actuarial Modelling Club (AMC)
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