The German Society for Insurance and Financial Mathematics (DGVFM) has been organizing CPD Days for actuaries in Germany for several years. The aim of the training days is to present complex, current actuarial topics to a broader audience. Since 2019 selected presentations in German and English are published as recorded sessions here on actuview.
The 7th DGVFM Training Day will take place on 18 September 2019 at Munich Re in Munich on the subject of "Occupational pensions". actuview will feature two of the comprehensive presentations by the renowned scientists Antoon Pelsser and Oskar Goecke.
The last CPD Day of the DGVFM took place in the middle of May 2019 at the VGH Versicherungen in Hannover and dealt with the topic "Machine Learning". The aim of the training days is to bring complex, current actuarial topics closer to a broader audience.
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
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
In this presentation, we will explore a range of different methods to perform feature extraction in mortality time series data. The features will then be incorporated into state space modelling structures as well as extended Generalised Linear Models adap
The talk will introduce the basic foundations of neural networks and provide a motivation for Deep Learning approaches in the insurance industry. Basic steps and problems in the application of text mining will be shown. The historical review of the curren
Stochastic Cash Flow Models are at the heart of internal models for life insurance. They are used to project the payments to policy holders and future profits of the shareholders over the full duration of the contracts. However, the interactions of capita