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:
A workers' protection system is a specific sector of Social Security with its own features, due to the specificity of the phenomenon which is the object of its activity: accidents at work. In such a system the actuaries play an essential role, since the l
This paper aims to calculate the fiscal and distributive impacts on the Brazilian National Pension Scheme, generated from the original version of the pension reform presented by the president Jair Bolsonaro in the beginning of 2019. This is the most compr
Under IFRS and US GAAP accounting standards, employers must disclose the gap between their plan assets and liabilities on the company’s own balance sheet as well as the corresponding impact on the company’s profit and loss (P&L) account. T
In recent years, managing longevity risk, the risk of outliving one's wealth, is a very important issue for a household in retirement. Hibiki and Oya(2015) show that this risk can be hedged by combining private life pension and public pension. However, pr
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
Following innovations in machine learning and computational statistics, a large variety of new modeling techniques are being applied to premium rating. In order to carry out model comparison and selection in this regime it is particularly valuable to deve
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
In this paper, we develop stochastic models to determine the impact of a massive cyber attack on an insurance portfolio. The model is based on the classical SIR framework (Susceptible - Infected - Recovered) of epidemiological models. For a given type of
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 American Academy of Actuaries (Academy) would be pleased to present Actuaries Climate Risk Index (ACRI): Research Update. The ACRI is derived from a model of the statistical relationship between the weather components of the Actuaries Climate Index (A
Approximate Bayesian Computation (ABC) is a statistical learning technique to select and calibrate models in an automated fashion using the data at hand. It consists in simulating synthetic data from the potential models and assessing the distance between
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
In this paper we propose an actuarial framework and a statistical methodology allowing the quantification of Cyber claims resulting from data breaches events even when applied on few and heterogeneous data. Indeed, for now, just a few Cyber insurance clai
We study the relation between one-year premium risk and ultimate premium risk. In practice, the one-year risk is sometimes related to the ultimate risk by using a so-called emergence pattern formula introduced by England et al. (2012) and Bird, Cairns (20
The (re)lnsurance industry is faced with a growing risk related to the development of information technology (IT). This growth is creating an increasingly digitally interconnected world with more and more dependance being placed on IT systems to manage pr
Tree-based methods are convenient and powerful machine learning tools thatcan be seen as alternatives to classical regression and prediction models suchas generalized linear models, see for example. The most standard proceduresare designed to estimate the
Outstanding claims reserving have become most of the time Best Estimate whereas they used to be appropriate. These reserves should now be equal to the best estimate of the cost of the claims not yet settled and not yet reported. Even if new reserving meth
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 insurance industry are embracing innovation and technology where are not only Millennials and Generation Y customers accounted for the majority of online insurance sales. The InsurTech is breaking the paradigms affecting the insurance market by introd
One of the first in the actuariat literature published agent based models (ABM) is by Ingram et al. The paper describes a model of a competitive (insurance) market that shows cyclical behavior. The authors put their focus on the model’s theoretic fo
Leveraging from the patchwork copula formalization and from various piecewise constant density estimators (minimum-distance based, tree-shaped, Bayesian partitioning, Delaunay tree, Voronoi histogram), we derive a flexible, consistent, piecewise constant
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
In this work, we propose a methodology to predict the total cost of a natural catastrophe shortly after itsoccurrence. Thanks to a large database provided through a partnership with Federation Francaise d'Assurance,we manage to have access to a very la
For both Solvency II and IFRS 17 the actuary can use unpaid claim variability estimates for cash flows and the runoff of unpaid claims in addition to the more widely used accident year view of the unpaid claims. This paper is based on a review of the foun
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