Veranstaltungen

The purpose of the session is to provide a comprehensive technical overview of methods used to model life insurance lapse and surrender rates, while demonstrating how these approaches integrate with actuarial cash flow models, which support accounting, pricing, risk, and solvency assessments. Key determinants of lapse behaviour will be discussed, ranging from market-dependent factors such […]

The two-hour web session provides participants with a structured overview of the key elements of the DORA Regulation. It explains the regulatory objectives pursued by the European Union, systematically presents the core regulatory requirements, and discusses typical implementation challenges faced by insurance undertakings in practice. The session will also provide insights into initial experiences in […]

Starting from Microsoft Excel, this web session will demonstrate how Power Query, Power Pivot, and Power BI can be integrated to create a seamless and efficient actuarial data workflow. Power Query, via the M language, enables automated data extraction and transformation. Power Pivot allows for the construction of robust Data Models and the use of […]

The amended Solvency II Directive entered into force on 28 January 2025 and will apply from 30 January 2027 following national transposition. This web session will provide an overview of the key amendments introduced by the revised Directive and the main attention points from the Delegated Regulation published on 29 October 2025 by the Commission. […]

For years, correlation has been central to the actuarial profession's practice. Actuaries have mastered the art of identifying patterns in historical data to price risk and predict future losses. However, in the era of "Big Data" and increasingly complex algorithms, there is a critical limitation: traditional statistical models can tell us what is happening, but […]

In 2017, after more than two decades of debates, outreach, and Exposure Drafts, the IASB finally published the new IFRS 17 standard for Insurance Contracts. Following additional years of further debates on several actuarial and accounting-related aspects the new standard has become effective on 1st January 2023 and fundamentally changed the way on how many […]

Deep Learning supports Solvency Requirements for Pension Funds and ensures the Guarantee of Benefit Payments at any time. It is particularly well-suited for time series forecasting related to inflation, yield curves and asset allocation returns in order to prepare and review these. We use the Long short-term memory (LSTM) method, a type of recurrent neural […]