2020 AUG | SAV Annual Meeting

 

The Board of the Swiss Association of Actuaries (SAV) has decided to hold this year's Annual Meeting virtually. The working group meeting took place on 28 August 2020 and the 111th General Assembly on 29 August, both via Teams to join live and interactively.

 

In addition, all sessions of the working groups are now available here on actuview:

• "Taxation and Policyholder Behavior: The Case of Guaranteed Minimum Accumulation Benefits" 
  Jennifer Alonso García, Université Libre de Bruxelles
• "Periodic or Generational Actuarial Tables: Which One to Choose?" 
  Séverine Arnold, Université de Lausanne
• "Ausbildung für Pensionsversicherungsexperten – Gestern, Heute und Morgen"
  Roland Schmid, Swiss Life Pension Services AG
• "The Value of Liquidity Sacrifice Options"
  Andrew Smith, University College Dublin
• "Theory and Practice of Insurance Liability Valuation"
  Paul Huber, Swiss Re
• "Pensionskassen Portfolios bei hoher Volatilität und tiefen Zinsen: Können die Ansprüche der Versicherer erfüllt werden?"
  Erich Walter Farkas, Universität Zürich & ETH Zürich
• "A Comprehensive Model for Cyber Risk Based on Marked Point Processes and its Application to Insurance"
  Matthias Scherer, Technische Universität München
• "Exploring Neural Network Predictions for Insurance Problems"
  Ronald Richman, QED Actuaries and Consultants
• "Bridging Reserving and Business Steering Using AI Assistance"
  Alessandro Carrato, Allianz SE

 

Download the full program here.

 

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• 1:40:57 Popular

  SAV Ladies` Group - Meeting 2020

  by SAV_Switzerland Added 6 months ago 0 146 Views

  Timetable (hh.mm.ss): 00.00.00: Welcome & Logistics00.09.09: About me (Isabelle Caratti)00.12.23: What does "Impostor Syndrome" really mean? What can you expect from my approach? Where are you now on a scale from 1 to 3?00.20.32: What is the "Impostor

• 37:12 Popular

  Taxation and Policyholder Behavior: The Case of Guaranteed Minimum Accumulation Benefits

  by SAV_Switzerland Added 8 months ago 1 220 Views

  This paper considers variable annuity contracts embedded with guaranteed minimum accumulation benefit (GMAB) riders promising the return of the premium paid by the policyholder, or a higher stepped up value at the end of the investment period when policyh

• 38:37 Popular

  Periodic or Generational Actuarial Tables: Which One to Choose?

  by SAV_Switzerland Added 8 months ago 0 208 Views

  The increase in life expectancy over the past several decades has been impressive and represents a key challenge for institutions that provide life insurance products. Indeed, when a new actuarial table is released with updated survival and death rates, s

• 37:09 Popular

  Ausbildung für Pensionsversicherungsexperten – Gestern, Heute und Morgen

  by SAV_Switzerland Added 8 months ago 0 205 Views

  (Video in German language) Die bisherige Prüfungsvorbereitung zum eidg. dipl. Pensionskassenexperten wurde in in den letzten Jahren in einen Ausbildungslehrgang weiterentwickelt. Dabei wurde vor allem auf die heutigen und die in Zukunft zu erwartende

• 30:13 Popular

  The Value of Liquidity Sacrifice Options

  by SAV_Switzerland Added 8 months ago 0 226 Views

  Financial institutions face the possibility of liquidity shocks, that is, sudden and unexpected cash requirements. To raise the cash, firms may be forced to sell assets, not at fair value but subject to a haircut reflecting the urgency of the sale.Illiqui

• 32:42 Popular

  Theory and Practice of Insurance Liability Valuation

  by SAV_Switzerland Added 8 months ago 1 264 Views

  Economic valuation standards are widely used in the insurance industry and provide the basis for the Swiss Solvency Test, Solvency II, and IFRS 17. The application of these standards has given rise to many questions, such as whether the 6% cost of capital

• 36:12 Popular

  Pensionskassen Portfolios bei hoher Volatilität und tiefen Zinsen: können die Ansprüche der Versiche

  by SAV_Switzerland Added 8 months ago 0 222 Views

  (Video in German language) Das System der beruflichen Vorsorge ist mit grössten Herausforderungen zur Sicherung der finanziellen Stabilität konfrontiert: langfristig tiefe Zinsen, Demografie und der hohe Mindestumwandlungssatz.Im Vortrag wird ei

• 40:46 Popular

  A Comprehensive Model for Cyber Risk Based on Marked Point Processes and its Application to Insuranc

  by SAV_Switzerland Added 8 months ago 0 251 Views

  After scrutinizing technical, legal, financial, and actuarial aspects of cyber risk, a new approach for modelling cyber risk using marked point processes is proposed. Key covariables, required to model frequency and severity of cyber claims, are identifie

• 39:14 Popular

  Exploring Neural Network Predictions for Insurance Problems

  by SAV_Switzerland Added 8 months ago 1 352 Views

  We define the nagging predictor, which, instead of using bootstrapping to produce a series of i.i.d. predictors, exploits the randomness of neural network calibrations to provide a more stable and accurate predictor than is available from a single neural

• 45:45 Popular

  Bridging Reserving and Business Steering Using AI Assistance

  by SAV_Switzerland Added 8 months ago 2 518 Views

  In the recent years the emergence of lots of new methods for Non Life reserving has increased significantly the complexity to translate the model results into concrete and easy to understand business actions. The aim of the presentation is to present a si