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X-WR-CALDESC:Veranstaltungen für AKTUARVEREINIGUNG ÖSTERREICHS (AVÖ)
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TZID:Europe/Vienna
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BEGIN:VEVENT
DTSTART;TZID=Europe/Vienna:20230601T090000
DTEND;TZID=Europe/Vienna:20230601T140000
DTSTAMP:20260520T025233
CREATED:20230323T211022Z
LAST-MODIFIED:20230323T211022Z
UID:10000306-1685610000-1685628000@avoe.at
SUMMARY:Imbalanced Classification: Problems & Solutions with Use Cases
DESCRIPTION:During the past decade\, supervised classification problems have been identified in several actuarial fields\, such as risk management\, projection modeling\, fraud and anomaly detection\, etc. In many of these problems\, the respective classification task is subject to a highly imbalanced dataset\, i.e.\, the number of instances of the relevant class is extremely small in comparison to the total number of instances. Classical supervised machine learning frameworks can be misleading (in case of using an inappropriate evaluation metric) or ineffective (in case of using inappropriate classifiers) in such situations. \n\nIn this web session\, we will present several techniques to tackle these issues. More specifically\, external approaches (data preprocessing\, such as over- and undersampling procedures) as well as internal approaches (modification of classifiers\, e.g.\, balanced versions of random forests and support vector machines) will be discussed. After a concise introduction to imbalanced classification and the techniques above\, we will turn theory into practice by implementing entire machine learning workflows in Python and R for two real-world use cases: churn prediction and fraud detection.
URL:https://avoe.at/event/imbalanced-classification-problems-solutions-with-use-cases/
LOCATION:Wien
CATEGORIES:European Actuarial Academy (EAA)
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Vienna:20230605T090000
DTEND;TZID=Europe/Vienna:20230606T163000
DTSTAMP:20260520T025233
CREATED:20230220T124053Z
LAST-MODIFIED:20230323T211231Z
UID:10000292-1685955600-1686069000@avoe.at
SUMMARY:EAA Web Session: ML Explainability in Actuarial Data Science: A Practical Primer
DESCRIPTION:These days\, nobody disputes the profound impact and yet-untouched potential of Machine Learning and Artificial Intelligence anymore. Yet\, in the actuarial sciences\, these breakthrough possibilities are hampered by regulation\, the need for numerical confidence and insight into model decision making\, the latter being subsumed as a „black box problem“. Thus\, the quest for explainability is in fact much more pressing than in any other industry. \n  \nThis upcoming seminar on ML explainability aims to provide insights into the areas of unsupervised learning\, supervised learning and artificial neural nets via model-agnostic explainability approaches\, while providing opportunities to try out the methods yourself! \n  \nParticipants are expected to have\, apart from actuarial basics\, a preliminary grasp on Machine Learning and hypothesis testing as well as the R and/or Python languages. \nAnmeldeschluss: 2023-06-01 \nLink: https://actuarial-academy.com/seminars/seminar?No=E0339
URL:https://avoe.at/event/eaa-web-session-ml-explainability-in-actuarial-data-science-a-practical-primer/
LOCATION:Wien
CATEGORIES:European Actuarial Academy (EAA)
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Vienna:20230613T090000
DTEND;TZID=Europe/Vienna:20230613T163000
DTSTAMP:20260520T025233
CREATED:20230323T211156Z
LAST-MODIFIED:20230323T211156Z
UID:10000307-1686646800-1686673800@avoe.at
SUMMARY:IFRS 17: The Variable Fee Approach – Basics and Challenges
DESCRIPTION:The IASB issued 2017 the new comprehensive insurance accounting standard IFRS 17\, with amendments issued in 2020. In addition to its general model\, IFRS 17 introduces a modified approach\, usually referred to as Variable Fee Approach (VFA)\, for a specific class of participating insurance contracts. Both the identification of such contracts and the application of the approach require a number of accounting decisions based on interpretations of the sophisticated criteria provided by IFRS 17.
URL:https://avoe.at/event/ifrs-17-the-variable-fee-approach-basics-and-challenges/
LOCATION:Wien
CATEGORIES:European Actuarial Academy (EAA)
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Vienna:20230613T090000
DTEND;TZID=Europe/Vienna:20230613T163000
DTSTAMP:20260520T025233
CREATED:20230414T202322Z
LAST-MODIFIED:20230414T202322Z
UID:10000333-1686646800-1686673800@avoe.at
SUMMARY:EAA Web Session: IFRS 17: The Variable Fee Approach – Basics and Challenges
DESCRIPTION:Starting from the revenue recognition concepts of fee-based services\, we will discuss the qualification criteria of IFRS 17 for the VFA. Basis are certain contractual features\, including the identification of the underlying items belonging to the contract. Further conditions need to be met to qualify insurer’s share in the surplus as (variable) fee. Other contractual features like inheritance and mutualisation may add complexity to the measurement of the cash flows under a contract and their effect will be explained. Changes of the overall variable fee expected to be received under the insurance contracts influence the subsequent measurement of the Contractual Service Margin\, the key difference of the VFA to the general model. The explanation of those differences will be the main part of the afternoon. \n  \n  \nAnmeldeschluss: 2023-06-11
URL:https://avoe.at/event/eaa-web-session-ifrs-17-the-variable-fee-approach-basics-and-challenges/
LOCATION:Wien
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Vienna:20230613T110000
DTEND;TZID=Europe/Vienna:20230613T200000
DTSTAMP:20260520T025233
CREATED:20230505T120903Z
LAST-MODIFIED:20230523T111529Z
UID:10000338-1686654000-1686686400@avoe.at
SUMMARY:AVÖ-Generalversammlung
DESCRIPTION:Die AVÖ lädt alle Mitglieder herzlich zur Generalversammlung 2023 ein! \nFachvorträge:                  11:00 – 15:30 Uhr \nGeneralversammlung:   16:00 – 18:00 Uhr \nDetails finden Sie im Mitgliederbereich.
URL:https://avoe.at/event/avoe-generalversammlung-2/
LOCATION:Talentgarden\, Liechtensteinstraße 111/115\, Wien\, Wien\, 1090\, Österreich
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Vienna:20230614T090000
DTEND;TZID=Europe/Vienna:20230616T123000
DTSTAMP:20260520T025233
CREATED:20230323T211401Z
LAST-MODIFIED:20230323T211401Z
UID:10000308-1686733200-1686918600@avoe.at
SUMMARY:Assets and Liabilities Management (Part 1: Introduction)
DESCRIPTION:For an insurance company\, ensuring the proper coordination between assets and liabilities in order to achieve targeted financial objectives is of paramount interest. A strategy used to reach such objectives is „asset and liability management“ (ALM in short). ALM can therefore be viewed as any ongoing process that defines\, implements\, and monitors financial strategies to manage assets and liabilities together. \n\nIn recent years\, the modelling tools used in ALM strategies have become increasingly sophisticated and the technical aspects of current insurance regulation have increased. As a result\, some ALM aspects have become more and more difficult to understand and master. \nThe aim of this training is to \n\nDefine what ALM is and describe the typical missions of an ALM department in an insurance company\nPresent the financial risks on which ALM classically focus as well as the requirements of the Solvency II regulation for insurance companies\nDescribe the essential quantitative ALM tools and methods used by insurance companies to evaluate and mitigate the risks\nIllustrate the different concepts through numerical examples and case studies to make it practical and not just theoretical
URL:https://avoe.at/event/assets-and-liabilities-management-part-1-introduction/
LOCATION:Wien
CATEGORIES:European Actuarial Academy (EAA)
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Vienna:20230614T090000
DTEND;TZID=Europe/Vienna:20230616T123000
DTSTAMP:20260520T025233
CREATED:20230414T195526Z
LAST-MODIFIED:20230414T195526Z
UID:10000330-1686733200-1686918600@avoe.at
SUMMARY:Assets and Liabilities Management (Part 1: Introduction)
DESCRIPTION:For an insurance company\, ensuring the proper coordination between assets and liabilities in order to achieve targeted financial objectives is of paramount interest. A strategy used to reach such objectives is „asset and liability management“ (ALM in short). ALM can therefore be viewed as any ongoing process that defines\, implements\, and monitors financial strategies to manage assets and liabilities together. \n  \nIn recent years\, the modelling tools used in ALM strategies have become increasingly sophisticated and the technical aspects of current insurance regulation have increased. As a result\, some ALM aspects have become more and more difficult to understand and master. \n  \nThe aim of this training is to: \n– Define what ALM is and describe the typical missions of an ALM department in an insurance company \n– Present the financial risks on which ALM classically focus as well as the requirements of the Solvency II regulation for insurance companies \n– Describe the essential quantitative ALM tools and methods used by insurance companies to evaluate and mitigate the risks \n– Illustrate the different concepts through numerical examples and case studies to make it practical and not just theoretical \n  \nThis ALM training starts with this first part that is primarily an introduction to main concepts of ALM and is therefore particularly suited for participants coming from different departments (for instance\, people dealing with own risk solvency assessment techniques or enterprise risk management) and wanting to develop a broader view on what ALM is and how it works. It is also well suited for newcomers or people wanting to refresh their mind on these concepts. Note that the training is not limited to people working in ALM or treasury departments but is also adapted to other departments. \n  \nThe second part (bookable separately) is more advanced and intended for those wishing to gain more in-depth expertise on the topics. It includes some mathematical technicity\, but nothing that goes further than a solid high school level. \n  \nThe participants can follow a single part or both. \n  \n  \nAnmeldeschluss: 2023-06-12
URL:https://avoe.at/event/assets-and-liabilities-management-part-1-introduction-2/
LOCATION:Wien
CATEGORIES:European Actuarial Academy (EAA)
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Vienna:20230615T090000
DTEND;TZID=Europe/Vienna:20230615T170000
DTSTAMP:20260520T025233
CREATED:20230605T122724Z
LAST-MODIFIED:20230605T122724Z
UID:10000341-1686819600-1686848400@avoe.at
SUMMARY:ESG im Versicherungskontext
DESCRIPTION:Nachhaltigkeit: An diesem Thema kommt niemand mehr vorbei. Die EU hat sich zum Ziel gesetzt\, bis 2050 klimaneutral zu sein. Um diesen „Green Deal” umzusetzen\, wurden auch für Versicherer umfangreiche Gesetzespakete auf den Weg gebracht. Diese verlangen eine adäquate Berücksichtigung des Klimawandels unter Solvency II und in „grünen” Versicherungsprodukten. Dieses Fachseminar richtet sich insbesondere an Aktuar:innen aus der Schaden- und Unfallversicherung\, die im Risikomanagement oder der Produktentwicklung tätig sind. \n09:00 \n\nBegrüßung und Vorstellung der Agenda (Onnen Siems)\nWas ist Nachhaltigkeit? (Anne Blauth)\nEine Taxonomie für nachhaltige Produkte  (Florian Bohl)\n\n10:45 Kaffeepause \n11:15 \n\nWorkshop: Entwicklung eines nachhaltigen Versicherungsproduktes Sind nachhaltige Kunden bessere Risiken — eine empirische Studie in VGV (Carina Götzen)\n\n12:30 Mittagessen \n13:30 \n\nGreen Inflation — Ist das Kunst oder kann das weg? (Florian Bohl)\nIst vorausschauendes Fahren besonders nachhaltig? — Entwicklung eines Eco-Scores für die Kraftfahrt-Versicherung (Onnen Siems)\n\n15:00 Kaffeepause \n15:30 \n\nImplikationen des Klimawandels auf das Schadengeschehen (Carina Götzen)\nKlimawandel im ORSA (Anne Blauth)\n\n17:00 Zusammenfassung / Diskussionsrunde \n17:30 Voraussichtliches Ende der Veranstaltung \n  \nOrt der Veranstaltung: Hotel & Palais Strudlhof \nArt der Veranstaltung: Präsenzseminar \nPreis: 510 Euro (inkl. Ust.)\, AVÖ-Mitglieder 460 Euro (inkl. Ust.) \nCDP-Punkte: 6 \n  \nÜber die Vortragenden: \nMeyerthole Siems Kohlruss Gesellschaft für aktuarielle Beratung mbH (MSK) wurde 1998 in Köln als erste deutsche aktuarielle Beratungsgesellschaft gegründet und begleitet Schaden- und Unfallversicherer in strategischen und operativen Fragen. Schwerpunkte liegen auf Datenpools\, Tarifierung\, Telematik\, Cyber\, Nachhaltigkeit\, Bilanzbewertungen\, Rückversicherung und Solvency II. Seit 2010 betreibt MSK diverse Datenpools in Osterreich – u.a. in den Sparten Haushalt\, Eigenheim\, Unfall und Kraftfahrt. \nAnne Blauth ist Beraterin bei Meyerthole Siems Kohlruss (MSK). Blauth hat einen Masterstudiengang in Mathematik und Geschichte an der Westfälischen Wilhelms-Universität Münster absolviert. Ihr Schwerpunkt bei MSK liegt auf Solvency II sowie auf dem Thema Nachhaltigkeit. Als Nachhaltigkeitsbeauftragte koordiniert sie die IJmsetzung der ESG-Strategie von MSK nach dem Deutschen Nachhaltigkeitskodex (DNK). \nFlorian Bohl ist leitender Berater bei MSK. Zuvor war er für ein Beratungsunternehmen im Bereich Financial Services tätig. Der Aktuar DAV hat einen Bachelorstudiengang im Fach Mathematik an der Rheinischen FriedrichWilhelms-Universität Bonn absolviert. Seinen Masterabschluss in Finanz- und Versicherungsmathematik hat er an der TU Kaiserslautern erfolgreich abgeschlossen. Bohls Schwerpunkt bei MSK liegt auf Datenpooling\, Tarifkalkulation und Naturgefahrenmodellierung. Er ist Projektleiter des SachHaftpflicht-Unfall-Datenpools in Deutschland. \nCarina Götzen arbeitet als leitende Beraterin bei MSK. Die Aktuarin DAV/AVÖ studierte Wirtschaftsmathematik an der IJniversität Duisburg-Essen. Götzen betreut die Datenpools für den österreichischen Markt. Weitere Schwerpunkte liegen auf Tarifierung\, Naturkatastrophen und Telematik. Zudem ist sie Mitglied des Technical Expert Network on Catastrophe Risks der EIOPA. \nOnnen Siems ist geschäftsführender Gesellschafter von MSK und gründete das Unternehmen vor 25 Jahren. Nach dem Studium der Mathematik mit Nebenfach Informatik startete er seine Karriere bei der Concordia Versicherung in Hannover wo er für Tarifkalkulationen zuständig war. Anschließend war er als Kfz-Experte und Berater bei der Kölnischen Rückversicherungsgesellschaft (heute GenRe) tätig. Bei MSK verantwortet er die Themen Tarifierung\, Datenpools\, Software\, Telematik und Naturgefahrenmodelle.
URL:https://avoe.at/event/esg-im-versicherungskontext/
LOCATION:Wien
CATEGORIES:Österreichische Gesellschaft für Versicherungsfachwissen (GVfW)
ORGANIZER;CN="%C3%96FdV GmbH":MAILTO:sekretariat@oefdv-gmbh.at
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Vienna:20230619T090000
DTEND;TZID=Europe/Vienna:20230619T170000
DTSTAMP:20260520T025233
CREATED:20230220T122621Z
LAST-MODIFIED:20230220T122621Z
UID:10000290-1687165200-1687194000@avoe.at
SUMMARY:EAA Web Session: Climate Day 4.0
DESCRIPTION:The debate on climate change has rapidly evolved in recent years. It is no longer on whether the evidence of human impact on climate change is real\, but on whether key mitigating strategies being adopted are sufficient. \n  \nFor insurance industry\, climate change manifests itself through a variety of risks on the asset and liability sides of the balance sheet. In our Climate Day 4.0\, we are going to zoom into the following topics: \n  \nHow can we capture the tail dependency between heat and mortality? \nHow can climate scenarios be navigated for ORSA purposes? \nHow does global warming impact health insurance claims? \nHow to construct an investment portfolio under climate constraints? \nAnmeldeschluss: 2023-06-15 \nLink: https://actuarial-academy.com/seminars/seminar?No=E0346
URL:https://avoe.at/event/eaa-web-session-climate-day-4-0/
LOCATION:Wien
CATEGORIES:European Actuarial Academy (EAA)
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Vienna:20230620T100000
DTEND;TZID=Europe/Vienna:20230620T153000
DTSTAMP:20260520T025233
CREATED:20230323T211743Z
LAST-MODIFIED:20230323T211743Z
UID:10000309-1687255200-1687275000@avoe.at
SUMMARY:Mandatory Sustainability Reporting for Insurers – Actuarial Roles
DESCRIPTION:Up to 2022 additional financial reporting on sustainability has been done on a voluntary basis by insurance companies. The reporting companies\, usually larger groups\, regularly involve actuaries in the corresponding preparation of information. \n\nEarly in 2022 relevant institutions have started to prepare concrete financial reporting requirements at European level\, which will become mandatory for insurance companies as well. Consultations have been underway since the end of March. From 2023\, corresponding information will then have to be included in the notes to the annual reports. Quantitative information on sustainability will also be published. That will be the task of actuaries. \n\n\n\n\n 
URL:https://avoe.at/event/mandatory-sustainability-reporting-for-insurers-actuarial-roles/
LOCATION:Wien
CATEGORIES:European Actuarial Academy (EAA)
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Vienna:20230623T100000
DTEND;TZID=Europe/Vienna:20230623T120000
DTSTAMP:20260520T025233
CREATED:20230323T212306Z
LAST-MODIFIED:20230323T212306Z
UID:10000310-1687514400-1687521600@avoe.at
SUMMARY:IFRS 17: Investment Components and Other Non-Service Payments
DESCRIPTION:The IASB issued 2017 the new comprehensive insurance accounting standard IFRS 17\, with amendments issued in 2020. In line with IFRS 9\, IFRS 17 does not permit to present receipts and repayments of deposits\, in IFRS 17 referred to as investment components\, in P&L. In general\, all payments which do not represent the provision of services are excluded from presentation in P&L. The identification of such payments requires judgment and the proper exclusion of those amounts from P&L is a challenge for the accounting systems.
URL:https://avoe.at/event/ifrs-17-investment-components-and-other-non-service-payments/
LOCATION:Wien
CATEGORIES:European Actuarial Academy (EAA)
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Vienna:20230623T100000
DTEND;TZID=Europe/Vienna:20230623T120000
DTSTAMP:20260520T025233
CREATED:20230414T201918Z
LAST-MODIFIED:20230414T201918Z
UID:10000332-1687514400-1687521600@avoe.at
SUMMARY:EAA Web Session: IFRS 17: Investment Components and Other Non-Service Payments
DESCRIPTION:The needed identification of cash flows not related to services introduces new considerations in the accounting process. Those will be discussed and approaches to achieve an adequate reflection in presentation. That does not only apply to contracts with savings elements\, as in life insurance. As well non-life insurance contracts and reinsurance contracts often contain investment components and premium refunds. As well examples from those areas are presented and discussed. \n  \n  \nAnmeldeschluss: 2023-06-21
URL:https://avoe.at/event/eaa-web-session-ifrs-17-investment-components-and-other-non-service-payments-2/
LOCATION:Wien
CATEGORIES:European Actuarial Academy (EAA)
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Vienna:20230626T093000
DTEND;TZID=Europe/Vienna:20230626T113000
DTSTAMP:20260520T025233
CREATED:20230323T212527Z
LAST-MODIFIED:20230323T212527Z
UID:10000311-1687771800-1687779000@avoe.at
SUMMARY:Price Walking\, Demand Modeling & Price Elasticity
DESCRIPTION:Price walking\, demand modeling and price elasticity between theory\, regulation and practice \n\nIn recent years\, a lot of progress has been made in predictive modeling in theory and practice. This leads in particular to stronger technical models in pricing\, but related issues such as demand modeling are also receiving more and more attention. \nFirst and foremost from the regulatory side: so-called price walking\, which is characterized by the targeted setting of different prices for new and existing customers in order to exploit different price elasticities\, has been banned by the British FCA and is under consultation with EIOPA. \nThat is only one reason to look at demand and price elasticity from an actuarial perspective. In doing so\, we will distinguish between different modeling approaches\, solve extrapolation problems and fundamentally think about inference from observed data to derive price elasticity. Precisely because this price elasticity is an effect of second order\, which cannot be considered without the offered price and the base demand\, which also needs to be estimated\, approaching the problem with a traditional regression mindset will not work. \nFinally\, we will make the concepts discussed above concrete and explore various possible applications in a hands-on case study.
URL:https://avoe.at/event/price-walking-demand-modeling-price-elasticity/
LOCATION:Wien
CATEGORIES:European Actuarial Academy (EAA)
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Vienna:20230626T093000
DTEND;TZID=Europe/Vienna:20230626T113000
DTSTAMP:20260520T025233
CREATED:20230414T195114Z
LAST-MODIFIED:20230414T195114Z
UID:10000328-1687771800-1687779000@avoe.at
SUMMARY:EAA Web Session: Price Walking\, Demand Modeling & Price Elasticity
DESCRIPTION:Price walking\, demand modeling and price elasticity between theory\, regulation and practice \n  \nIn recent years\, a lot of progress has been made in predictive modeling in theory and practice. This leads in particular to stronger technical models in pricing\, but related issues such as demand modeling are also receiving more and more attention. \n  \nFirst and foremost from the regulatory side: so-called price walking\, which is characterized by the targeted setting of different prices for new and existing customers in order to exploit different price elasticities\, has been banned by the British FCA and is under consultation with EIOPA. \n  \nThat is only one reason to look at demand and price elasticity from an actuarial perspective. In doing so\, we will distinguish between different modeling approaches\, solve extrapolation problems and fundamentally think about inference from observed data to derive price elasticity. Precisely because this price elasticity is an effect of second order\, which cannot be considered without the offered price and the base demand\, which also needs to be estimated\, approaching the problem with a traditional regression mindset will not work. \n  \nFinally\, we will make the concepts discussed above concrete and explore various possible applications in a hands-on case study. \n  \n  \nAnmeldeschluss: 2023-06-22
URL:https://avoe.at/event/eaa-web-session-price-walking-demand-modeling-price-elasticity/
LOCATION:Wien
CATEGORIES:European Actuarial Academy (EAA)
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Vienna:20230628T093000
DTEND;TZID=Europe/Vienna:20230630T123000
DTSTAMP:20260520T025233
CREATED:20230414T195227Z
LAST-MODIFIED:20230414T195227Z
UID:10000329-1687944600-1688128200@avoe.at
SUMMARY:EAA Web Session: Assets and Liabilities Management (Part 2: Advanced)
DESCRIPTION:For an insurance company\, ensuring the proper coordination between assets and liabilities in order to achieve targeted financial objectives is of paramount interest. A strategy used to reach such objectives is „asset and liability management“ (ALM in short). ALM can therefore be viewed as any ongoing process that defines\, implements\, and monitors financial strategies to manage assets and liabilities together. \n  \nIn recent years\, the modelling tools used in ALM strategies have become increasingly sophisticated and the technical aspects of current insurance regulation have increased. As a result\, some ALM aspects have become more and more difficult to understand and master. \n  \nThe aim of this training is to: \n– Define what ALM is and describe the typical missions of an ALM department in an insurance company \n– Present the financial risks on which ALM classically focus as well as the requirements of the Solvency II regulation for insurance companies \n– Describe the essential quantitative ALM tools and methods used by insurance companies to evaluate and mitigate the risks \n– Illustrate the different concepts through numerical examples and case studies to make it practical and not just theoretical \n  \nThis ALM training starts with a first part (bookable separately) primarily an introduction to main concepts of ALM and is therefore particularly suited for participants coming from different departments (for instance\, people dealing with own risk solvency assessment techniques or enterprise risk management) and wanting to develop a broader view on what ALM is and how it works. It is also well suited for newcomers or people wanting to refresh their mind on these concepts. Note that the training is not limited to people working in ALM or treasury departments but is also adapted to other departments. \n  \nThis second part is more advanced and intended for those wishing to gain more in-depth expertise on the topics. It includes some mathematical technicity\, but nothing that goes further than a solid high school level. \n  \nThe participants can follow a single part or both. \n  \n  \nAnmeldeschluss: 2023-06-26
URL:https://avoe.at/event/eaa-web-session-assets-and-liabilities-management-part-2-advanced/
LOCATION:Wien
CATEGORIES:European Actuarial Academy (EAA)
END:VEVENT
END:VCALENDAR