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Web Session "ESG Part II - Advanced Training for ESG
Practitioners" on 19/20 October 2021
The Economic Scenario Generators (ESG) 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. Hence, practitioners have to keep abreast of the
current ESG-related challenges and approaches to overcome these.
This training will focus on advanced ESG related topics:
- Practical ESG calibration challenges
- Credit risk modelling challenges
- Fixed-income volatility challenges
- ESG and Least Square Monte Carlo
further details
Web Session "Macro-Level Actuarial Reserving" on 28/29 October
2021
Over time, the understanding of all the assumptions behind the
typically used reserving models can have grown a bit stale, and
more recent developments might not have percolated all the way to
the day-to-day practice. This web session will help the
participants to overcome this. The most widely used
deterministic macro-level models, such as the Chain Ladder and the
Bornhuetter-Ferguson model, will be discussed in full detail during
this web session, but also stochastic macro-level models, such as
the OverDispersed Poisson model or ODP model for example, will be
covered. This entails a proper freshing up of the underlying
assumptions and how the model is estimated, but also checks on
determining if the chosen model is appropriate for the data at
hand, and under which circumstances one should go for one type of
macro-level model or the other.
further details
Web Session "Professionalism Plus - Ethics for Enhanced
Professionalism" on 2&9 November 2021
The Professionalism Plus course is about augmenting your
professionalism skills to enhance both your self-interest and your
capacity to create win-win outcomes from your professional
interactions. It is a mixture of theory and practical examples
with an optional additional practical assignment at the end of Day
1. The practical examples will cover techniques to help with
problem solving, making difficult decisions, managing risk and
improving your communication skills. After the course,
attendees will have an improved wherewithal to assess character,
develop their own character, resolve ethical dilemmas and more
generally, to act prudently and responsibly in their interest and
in the interests of others.
further details
Web Session "Mathematical Modelling for Actuaries" on 22/23
November 2021
Actuaries are very experienced in modelling financial risks either
stemming from population dynamics or from random events.
Probability theory and statistics is their daily bread. But there
are many other phenomena out in the world without having a direct
financial impact but should be understood by actuaries as well.
This web session is about models which typically are not covered in
full by actuarial exams, but which could bring better insights to
risks actuaries have to price. We will cover models from many
different areas, whether it is medicine, construction, meteorology,
biology or others. The training should enable actuaries and
risk managers to think out of the box and find new ways to solve
their challenges.
further details
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