Due to the COVID-19 pandemic, the Actuarial Colloquium Paris 2020 did not take place as planned.
However, the Institut des actuaires and IAA were pleased to host the Sections Virtual Colloquium (SVC) 2020 from May 11-15 instead.
The SVC 2020 brought the actuarial world together for five days of high-level scientific presentations, recorded article presentations, as well as interactive plenary sessions from IAA Sections with contributions from keynote speakers, which are available online here on actuview.
The full program with more than 70 recorded sessions and 7 live sessions has been published. Click through the pages to find the section programs:
Or find the program brochure here.
You can find all videos at the bottom of this page.
ASTIN Session live on actuview | 12 May, 13.00–14.30 CEST
All contents are available for free to registered actuview users.
If you are not registered yet, become a Section member to receive your registration code:
We discuss the statistical modeling cycle. This discussion highlights on how to enhance classical generalized linear models by neural network features. On the way to get there, we mention traps and pitfalls that need to be avoided to get good statistical
Multi-country mortality dependence attracts the attention of insurers owning life insurance or annuity businesses across countries. When implementing a sophisticated enterprise risk management (ERM) program, it is crucial to model the structure of such de
The Solvency II Directive from 2009 requires from life insurance companies to derive the full probability distribution forecast for one-year losses. Since no analytical formula for one-year losses exists and a full Monte Carlo nested calculation is comput
In recent years, one of the most critical tasks for actuaries is to adopt data science techniques in predictive modeling practice. However, due to the peculiarity of insurance data as well as the priorities taken by actuaries in decision-making, such as t
The international IFRS 17 standard will have a major impact on the valuation and accounting of insurance contracts and therefore on the profit signature of insurance companies.Actuaries have a central role in new standard implementation. They are strongly
A simple formula for non-discriminatory insurance pricing is introduced. This formula is based on the assumption that certain individual (discriminatory) policyholder information is not allowed to be used for insurance pricing. The suggested procedure can
The comparison of different algorithms for insurance pricing exercise is a task that relies heavily on the data sample used. There are two options: real data and synthetic data. A critical issue with the real data is the lack of information of the exact u
The cost of the risk of work stoppage has been rising for a number of years. This increase is explained in particular by psychosocial risks. This article models the rate of prescription of work stoppages thanks to a model whose fundamentals are identical
In insurance and even more in reinsurance it occurs that about a risk you only know that it has suffered no losses in the past say seven years. Some of these risks are furthermore such particular or novel that there are no similar risks to infer the loss
The paper summarises the main features and trends in pension fund ESG risks disclosure around the world available to regulators, members and the public. It includes reference to statutory requirements, general practice and voluntary disclosures in relatio
The aim of this paper is to introduce a synthetic ALM model that catches the main specificity of life insurance contracts. First, it keeps track of both market and book values to apply the regulatory profit-sharing rule. Second, it introduces a determinat
Generative Adversarial Networks (GANs) were invented in 2014 and have generated more interest since then. GANs are useful for learning the structure of the data without explicitly postulating the model. They are better than other generative models, used f
This paper reviews the current design of the Solvency II risk margin. The current aim of the risk margin is to provide a quantification of the hypothetical cost a third party would expect to charge (in addition to the Solvency II 'best estimate liability'
The submission would be 5-7 five minute plays enacting the interaction of classical character types in an actuarial or professional context highlighting ethical issues by young actuarial students in University College Dublin. One example of the plays woul
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
Investors can experience behaviors that usually are seen entirely irrational from the classical economic principles. The focus of this research is to generate formative or reflective behavioral constructs, which helps to measure the economic effects of in
This presentation focuses on the problem of moral hazard in health insurance. We introduce our solution by explaining how we have modelled the behaviour of supplementary health insurance policyholders within a context of moral hazard and build an Optimal
The new rules set forth by IFRS 17 not only imply a fundamental overhaul of insurance accounting, but also, the reengineering of actuarial and accounting processes within an insurance company. In fact, a few insurers will opt to transform their operating
In non-life insurance, the payment history can be predictive of the timing of a settlement for individual claims. Ignoring the association between the payment process and the settlement process could bias the prediction of outstanding payments. To address
This paper presents how the IT and actuarial science have evolved in parallel since antiquity, and how the recent speed up of IT evolution could revolution actuarial science: is it today easier for an actuary to pick up machine learning than it is for a d
We present fundamental findings from the field of empirical intercultural research. These findings are of interest to the insurance industry in their own right. They become even more interesting, however, when viewed through the eyes of an actuary who app