IFRS 17 brings challenges when interpreting and making method choices for many items discount rate being no exception. The standard describes two models for the discount rate derivation whereas one of them, namely bottom-up approach, is about deriving the
Session by Alexandre Boumezoued, R&D Consultant, Milliman, on "Challenges of modelling COVID-19 epidemic and its impact on mortality" (in French language) A recorded webinar by the Institut des Actuaires
Session by Jean-Claude Razafindrakoto (R&D Consultant, Data Scientist & Community Manager - SCOR) "Presentation of the Public Application: Covid Trends" (in French language) A recorded websession by the Institut des Actuaires
The purpose of the presentation is to provide a quick reminder of the virus, the pandemic situation, the government's choices and the various options for business resumption or continuity for the private sector, within the framework of the general policy
Dans un contexte économique et réglementaire en perpétuelle mouvance, le pilotage ALM de l’assureur vie doit nécessairement faire intervenir une optimisation de la structure de son passif.A cette fin, cette contribution p
In this talk, we present a two-player extraction game where the random terminal times follow (different) heavy-tailed distributions which are not necessari!y compactly supported. Besides, we de!ve on the implications of working with logarithmic utility/te
(The presentation is held in french) The ongoing 4th industrial revolution already opened fantastic opportunities for Cyber crime, from the emergence of the Internet in the 80’s to the day-to-day reliance of both individuals and companies on cloud s
Former assistant to Michel Foucault at the Collège de France, François Ewald created the Association for the Michel Foucault Centre. He holds a PhD from the Institut d'études politiques de Paris and has led a career as a researcher at
The presentation focuses on the "differential confidentiality" method, which allows working with personal data without having direct access to it. These are not techniques for anonymizing the data used at the outset, but for controlling, at the level of t
The current crisis is profoundly disrupting the financial situation and solvency of insurers, particularly life insurers: low interest rates, a sharp drop in the market value of assets, policyholders' risk aversion and mistrust of new products. In this tu
The Covid-19 crisis has led to an intensification of digital uses. This increased reliance on digital technology exacerbates the dangers of cyber attacks for individuals and businesses alike. In this context, the cyber insurance market is developing stron
What are GANs - Generative Adversarial Networks, the algorithms behind the most sophisticated deepfakes? How do they work? Are they only meant to make deepfakes or are there applications that are beneficial to society? Their mechanism, their fields of app
Dans un cadre assurantiel de la Prévoyance Individuelle, nous allons construire, par des approches Machine Learning deux modèles de prédiction de l'appétence et du risque de mortalité d'une population bancaire, assur&eac
L'évaluation du respect permanent des exigences de capital prévue par l'ORSA requiert la projection pluriannuelle du SCR. Cependant, le calcul du SCR d'un assureur vie est particulièrement complexe, notamment du fait des interactions
Dans le but d’avoir une meilleure connaissance de leur portefeuille d’invalidité et d’estimer au mieux leurs provisions mathématiques, les organismes assureurs peuvent construire et faire certifier une table d’exp&eac
Les produits d'assurance indicielle présentent de nombreux avantages. Le sinistre étant acté dès lors qu'un indice indépendant vient franchir un seuil contractuel, ils permettent des délais d'indemnisation tr&egra
Au sein des Générateurs de Scénarios Economiques, les corrélations inter-indices font fréquemment l’objet d’une forte hypothèse gaussienne sous-jacente ; elles sont donc représentées par