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EAA Web Session 

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The aim of this web session is to show how useful the yield curve and inflation forecasting are with the deep learning approach, the visualization of the results and the liability forecast based on them. These approaches are implemented using Python (Anaconda/Jupiter) and R-Project. This type of analysis helps the board of trustees to make their decisions and to better understand the forecast results (compared to affine models). In addition, we will show that such approaches are useful for forecasting international accounting results (IFRS, US GAAP, IPSAS) and for preparing asset allocation to be the strong third contributor.

Topics

• Guidelines for the Swiss pension funds for liability parameters
• Investment Driven Liability (instead of LDI)
• Explanation how to use Anaconda/ Jupiter for visualisation
• Visualization of historical data with Python (Anaconda) and R-project
• Examples with Anaconda/ Jupiter for visualizations
• Forecasting yield curve, inflation with R-project and visualization
• Analysis Threshold Portfolio Return and its forecasting

Your early-bird registration fee is € 200.00 plus 19% VAT for bookings by 28 August 2023. After this date, the fee will be € 270.00 plus 19% VAT.

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Coming soon...

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Recent Developments in Climate Risk Scenario Analysis | 7 September 2023

System Migrations of Life Insurance Contracts: DON'T JUST MIGRATE  | 26 September 2023

Extreme Risk Analysis | 18/19 October 2023

...and a lot more! Explore our website for more information or download our overview.

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actuarial-academy.com

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