European Actuarial Academy (EAA)

Veranstaltungen von diesem veranstalter

Heute
  • EAA Web Session: IFRS 17 – Derivation of the Adjustment & its Confidence Level

    Online-Veranstaltung (MS Teams)

    Under IFRS 17, the Risk Adjustment is intended to measure the compensation that the entity requires for bearing the uncertainty associated with the amount and timing of the cash flows that arises from non-financial risk. The IFRS 17 Risk Adjustment creates challenges for both life and P&C (re)insurers such as how to estimate it and […]

  • EAA Web Session: Actuarial Modeling for Cyber Risk

    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 […]

  • EAA Web Session: Actuarial Modeling for Cyber Risk

    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 […]

  • EAA Web Session: Setting Up Discount Rates Under IFRS17: Getting the Job Done

    Online-Veranstaltung (MS Teams)

    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 […]

  • EAA Web session: Practical Application of Clustering in Insurance

    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 […]

  • EAA Web Session: CERA, Module A: Quantitative Methods of ERM

    Online-Veranstaltung (MS Teams)

    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 […]

  • EAA Web Session: CERA, Module A: Quantitative Methods of ERM

    Online-Veranstaltung (MS Teams)

    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 […]

  • EAA Web Session: Operational Risk for Actuaries

    Online-Veranstaltung (MS Teams)

    Operational risk is the risk of loss, arising from inadequate or failed internal processes, people and systems or from external events. That is the definition of operational risk for regulatory purposes. Operational risk management is usually part of ERM and actuaries are typically not involved in these processes. That is often because of poor data […]

  • EAA Web Session: Operational Risk for Actuaries

    Online-Veranstaltung (MS Teams)

    Operational risk is the risk of loss, arising from inadequate or failed internal processes, people and systems or from external events. That is the definition of operational risk for regulatory purposes. Operational risk management is usually part of ERM and actuaries are typically not involved in these processes. That is often because of poor data […]

  • EAA Web Session: ML Explainability in Actuarial Data Science: A Primer

    Online-Veranstaltung (MS Teams)

    Explainability is the cornerstone of practicability of ML and AI techniques – without thorough insights into the inner workings of the more advanced decision making and prediction methods, usage become hampered by the worst kind of information asymmetry: Unpredictable model outputs not fit for productive use. Ultimately, AI and ML methods will be well-suited for […]

  • EAA Web Session: An Introduction to Economic Scenario Generators and their Validation

    Online-Veranstaltung (MS Teams)

    The Economic Scenario Generators are at the core of stochastic models used by insurance companies. The applications of stochastic models are very diverse and include such applications as economic capital under Solvency II, ALM projections, dynamic hedging etc. All these applications impose different requirements upon the generation and the validation of economic scenarios. In the […]

  • EAA Web Session: An Introduction to Economic Scenario Generators and their Validation

    Online-Veranstaltung (MS Teams)

    The Economic Scenario Generators are at the core of stochastic models used by insurance companies. The applications of stochastic models are very diverse and include such applications as economic capital under Solvency II, ALM projections, dynamic hedging etc. All these applications impose different requirements upon the generation and the validation of economic scenarios. In the […]