2020 MAY | Sections Virtual Colloquium 2020
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.
AFIR-ERM Session live on actuview | 11 May, 15.00–16.30 CEST
ERM Session on Artificial Intelligence (Recording available)
Panelists:
- Bertrand Braunschweig (INRIA, France)
- Jeffrey Chan (BCG, Australia)
- Françoise Soulié-Fogelman (Hub France IA, France)
ASTIN Session live on actuview | 12 May, 13.00–14.30 CEST
- Detection of Data Anomalies
Alexandre Boumezoued (Milliman, France) - On Customer Behaviour in Insurance
Stéphane Loisel (University of Lyon, France)
IAAHS Session live on actuview | 12 May, 15.00–16.30 CEST
Covid-19 Pandemic – International Health Care Perspectives, Lessons. What Next?
Panelists:
- Joanne Buckle (Milliman, UK)
- Barry Childs (Insight Actuaries and Consultants, South Africa)
- Alex Leung (OneDegree, Taiwan)
- Nicola Oliver (Medical Intelligence, UK/France)
- Ed Pudlowski (MorningStar Actuarial Consulting, USA)
- Moderators: Adrian Baskir (UK) / Kevin Manning (Ireland)
IAALS Session live on actuview | 13 May, 13.00–14.30 CEST
- Mortality Trends in Developed Countries: An Analysis of the Recent Deceleration in Mortality Improvement
Steven Haberman (Cass Business School, UK) - Statistical Learning Methods for Mortality Data Correction in the Absence of Fertility Data
Alexandre Boumezoued (Milliman, France) - Measuring Longevity Risk Through a Neural Network Lee-Carter Model
Mario Marino (University of Rome, Italy)
PBSS Session live on actuview | 13 May, 15.00–16.30 CEST
- Role of the US National Academy of Social Insurance
William J. Arnone (National Academy of Social Insurance, USA) - Actuarial Ideas to Mitigate the Global Pension Crisis
Abraham Hernández (PBSS, Portugal)
IACA Session live on actuview | 14 May, 13.00–14.30 CEST
The Power of Diversity of Thought – Next Chapter
Panelists:
- Cathy Lyn (Duggan Consulting Limited, Jamaica)
- Tonya Manning (Buck, USA)
- Marjorie Ngwenya (South Africa)
Institut des Actuaires Session live on actuview | 15 May, 13.00–14.30 CEST
Key Issues and Challenges for Actuarial Science - Bringing Together Academics and Practitioners
Panelists:
- Corina Constantinescu (Professor; Director of IFAM (Institute for Financial and Actuarial Mathematics), Liverpool University)
- Philippe Domart (Asia Pacific P&C, Head of Underwriting, PartnerRe)
- Marie Kratz (Professor & actuaire agrégée (IA), ESSEC Business School, CREAR Risk Research Center)
- Henning Wergen (Executive Manager of DAA, DAV´s actuarial academy, & Chairperson AAE Education Committee)
- Wesley Cui (Deputy General Manager of CICTIC-Prudential Life (CPL) China)
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:
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IAALS Live Session
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ASTIN Live Session on Data Anomalies & Costumer Behaviour
Added 0 765 Views -
From Generalized Linear Models to Neural Networks, and Back
Added 2 660 ViewsWe 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
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Modeling Multi-Country Mortality Dependence by a Vine Copula
Added 2 656 ViewsMulti-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
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Efficient and Reliable Solvency II Loss Estimates With Deep Neural Networks
Added 1 652 ViewsThe 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
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AGLM: A Hybrid Modeling Method of GLM and Data Science Techniques
Added 4 636 ViewsIn 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
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IAAHS Live Session on COVID-19
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The Key Role of Actuaries in Steering IFRS 17 KPIs
Added 0 566 ViewsThe 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
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Discrimination-free Insurance Pricing
Added 1 560 ViewsA 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
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AFIR-ERM Live Session on Artificial Intelligence
Added 1 448 Views -
IACA Live Session: The Power of Diversity of Thought - Next Chapter
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Can Machine Learning Algorithms Outperform Traditionally Used Methods in Insurance Pricing?
Added 0 443 ViewsThe 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
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IAS19 Discount Rates in the Time of Covid-19
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Prospective Modelling of Temporary Disability Risk: Proposal for a Two-dimensional Model and Machine
Added 1 420 ViewsThe 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
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Premium Rating Without Losses – How to Estimate the Loss Frequency of Loss-free Risks
Added 3 404 ViewsIn 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
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Global Developments in Pension Fund ESG Disclosures → What Pension Actuaries Need to Know
Added 0 401 ViewsThe 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
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A Synthetic Model for Asset-Liability Management in Life Insurance and Analysis of the SCR with the
Added 2 394 ViewsThe 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
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PBSS Live Session on Pension & Social Insurance
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Generative Adversarial Networks for Actuarial Use
Added 1 367 ViewsGenerative 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
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A Review of the Solvency II Risk Margin
Added 1 364 ViewsThis 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'
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Ethical Perspectives of the Actuaries of the Future
Added 1 342 ViewsThe 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
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Machine Learning: Quelles Opportunités de Pilotage ALM pour un Assureur Vie?
Added 0 342 ViewsDans 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
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Analysis and Evaluation of the Mexican Market Behaviour, its Investors & its Most Relevant Companies
Added 1 301 ViewsInvestors 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
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Moral Hazard in Supplementary Health Insurance: Modelling of the Insured's Behaviour and the Optimal
Added 0 299 ViewsThis 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
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Adoption of IFRS 17 in Emerging and Frontier Insurance Markets. An Actuarial Perspective
Added 3 295 ViewsThe 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
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Joint Model Prediction and Application to Individual-level Loss Reserving
Added 1 293 ViewsIn 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
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Current Situation and Future Issues of Corporate Pension in Japan
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Actuarial (R)evolutions
Added 1 289 ViewsThis 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
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Intercultural Research & Motor Ins. Premiums: Prejudices, Multi-dimensional Criteria & Global Trends
Added 1 285 ViewsWe 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
