New Videos

• 08:56 Popular

  Chess and Underwriting

  by RGA Added 6 days ago 0 129 Views

  Speaker: Jeff Heaton, Ph.D., FLMI, Vice President, Data Science, RGA In this video, RGA’s Jeff Heaton discusses advances in AI that have been applied by Google to master the game of chess using simulated data, and how this technology can support lif

• 1:30:06 Popular

  Optimal Portfolio Choice for Pension Funds

  by DAV_DGVFM Added 4 weeks ago 0 114 Views

  We develop a framework for analyzing a finite-horizon investor's asset allocation problem in the case where not all risks can be hedged by financial instruments and markets are therefore incomplete. We assume that the agents assess their utility relative

• 1:13:06 Popular

  Resilienz und Generationengerechtigkeit bei Collective Defin...

  by DAV_DGVFM Added 4 weeks ago 0 65 Views

  All over the world defined benefit pension plans (DB-plans) are in retreat, meaning that young employees entering working life must accept defined contribution pension plans (DC-plans). There are several reasons for this development, including: increased

• 17:30 Popular

  Liquid Biopsies: Fact, Fiction, or Both?

  by RGA Added 1 month ago 1 94 Views

  In this short video, RGA’s Dr. Daniel Zimmerman discusses the rapidly developing technology of liquid biopsies. He defines what they are, what impact they will likely have on clinical medicine, and how they might impact insurers.

• 1:26:15 Popular

  EAA Webinar: Update on InsurTech and Digitization in Insuran...

  by EAA Added 1 month ago 0 233 Views

  Update on InsurTech and Digitization in Insurance Speaker: Frank Genheimer (New Insurance Business) Change in insurance business is accelerating, however, it is still on a considerable low level. Which is surprising since technology offers solutions to ma

• 2:04:39 Popular

  EAA Webinar: IORP II - Process, Content and Outlook

  by EAA Added 1 month ago 0 63 Views

  IORP II: Process, Content and Outlook Speaker: Falco Valkenburg AAG, RBA The revised IORP Directive is often referred to as IORP II. IORP stands for Institution for Occupational Retirement Provision, or in other words a Pension Fund. IORP II came into for

• 07:51 Popular

  Lifestyle-Related Mortality

  by RGA Added 2 months ago 4 152 Views

  Premature deaths and chronic conditions continue to grow worldwide. In order to reduce these early deaths, it is important to understand how lifestyle behaviors influence health outcomes. In this webcast, Julianne Callaway explains the impact of physical

• 14:21 Popular

  Value adjustments and dynamic hedging of reinsurance counter...

  by DAV_DGVFM Added 3 months ago 0 143 Views

  General insurers frequently cede parts of their insurance risk to reinsurers in order to protect themselves from intolerably large losses in their insurance portfolio. This gives rise to a new type of risk, so-called reinsurance counterparty credit risk o

• 13:09 Popular

  Measuring Profitability from a Shareholder Perspective

  by DAV_DGVFM Added 3 months ago 0 159 Views

  This paper deals with the measurement of profitability of a life insurance company from the shareholders' perspective under a Solvency II framework. Profitability and solvency capital requirement of life insurance business are exposed to many levels of un

• 16:01 Popular

  Pricing of Cyber Insurance Contracts in a Network Model

  by DAV_DGVFM Added 3 months ago 1 179 Views

  We develop a novel approach for pricing cyber insurance contracts. The considered cyber threats, such as viruses and worms, diffuse in a structured data network. The spread of the cyber infection is modeled by an interacting Markov chain. Conditional on t

• 18:17 Popular

  Options on tontines: an innovative way of combining tontines...

  by DAV_DGVFM Added 3 months ago 0 114 Views

  Increases in the life expectancy, the low interest rate environment and the tightening solvency regulation have caused insurers and policyholders to search for new, attractive retirement products. In this context, tontines and pooled annuities have gained

• 18:36 Popular

  Dynamic Hybrid Products with Embedded Guarantee Structures

  by DAV_DGVFM Added 3 months ago 0 134 Views

  Dynamic hybrid products are pension products that consist of a dynamic combination of classical with profits participating life insurance contracts (or a bank account) and fund savings plans. To put such products in an optimal utility framework, we derive

• 17:22 Popular

  Valuation of variable annuities in a hybrid model driven by ...

  by actuview Added 3 months ago 0 89 Views

  Variable annuities are life insurance products which are particularly attractive in a low interest rate environment. They allow the policyholder to participate in the growth of the economy through the performance of a reference fund, guaranteeing at the s

• 17:18 Popular

  Fee structure and optimal investment mix in variable annuiti...

  by MHaas Added 3 months ago 0 89 Views

  We discuss a portfolio management problem of the rational policyholder of a variable annuity (VA) with maturity guarantee who aims to maximize the utility of her terminal wealth. We consider a VA contract which allows the policyholder to modify her invest

• 18:09 Popular

  Valuation of Power Blackout Insurance for the Australian Ene...

  by actuview Added 3 months ago 0 60 Views

  The eastern states of Australia are supplied with electricity from the National Electricity Market, which is a grid that stores electricity generated by a variety of means. Electrical power blackouts occur when there is a disruption to supply to the grid

• 17:00 Popular

  Sensitivity Analysis of Annuity Models: What's inside the bl...

  by actuview Added 3 months ago 0 98 Views

  Annuities constitute a fundamental branch in the life insurance business. To obtain the cost of annuities, Financial and demographic factors are the key inputs for the related mathematical quantitative models. In this work [1], we adopt and compare differ

• 32:20 Popular

  Facing our responsibilities toward future generations under ...

  by actuview Added 3 months ago 1 77 Views

  In this talk, I will discuss the economic approaches to evaluate the social cost of carbon, i.e., the present value of the flow of climate damages generated in the next few centuries by one more ton of CO2 emitted today. What discount rates should we use

• 20:11 Popular

  Fair valuation of insurance liability cash-flow streams in c...

  by actuview Added 3 months ago 2 94 Views

  We investigate fair (market-consistent and actuarial) valuation of insurance liability cash-flow streams in continuous time. We first consider one-period hedge-based valuations, where in the first step, an optimal dynamic hedge for the liability is set up