­

­

­

­

­

EAA Web Session 

­

­

­

­

­

­

­

­

­

­

Further new capital models are under recent development, especially in Europe under Solvency II. Therefore, we want to provide you with an overview of the recently developed modelling techniques related to the derivation of full distributions for the calculation of the capital requirement within Internal Models.

This web session will place a specific emphasis on enhancements of the Least Square Monte Carlo (LSMC) method, including refining their calibration and validation, as well as the development of the so-called Multi-Level Monte Carlo (MLMC) method, allowing for a smart allocation of the inner and outer simulations in any Nested Simulation approach.

Your early-bird registration fee is € 100.00 plus 19% VAT for bookings by 28 September 2022. After this date, the fee will be € 140.00 plus 19% VAT.

­

­

­

­

Coming soon...

­

­

­

­

­

CERA, Module B: Taxonomy, Modelling & Mitigation of Risks | 26-30 September 2022

Whistleblowing - Practical Education for Actuaries | 24 October 2022

Machine Learning: More Art than Science? | 8 November 2022

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

­

­

actuarial-academy.com

­