Please remember that the early-bird deadline for the EAA
Seminar "An Introduction to Economic Scenario Generators and
their Validation" on 24/25 November 2014 in Prague, Czech
Republic , is coming up.
Register until 24 September 2014 and save €
180.00 with our early-bird registration fee, which is €
790.00 plus 21 % VAT. After this date the fee will be € 970.00 plus
21 % VAT.
The Economic Scenario Generators are at the core of stochastic
models used by insurance companies, as they produce forward-looking
scenarios for a specified set of risk factors. 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
this seminar, we will give a practical overview as to how ESG are
built and discuss their main applications by considering practical
case studies.
Attendees should be familiar with the basic concepts of
financial mathematics, in-depth knowledge of capital market models
is NOT required.
Please find additional information attached and a registration
form on our website. An overview on upcoming events is
enclosed as well.
If you have any questions, please do not hesitate to contact
us.