by EAA Added 3 months ago 1 367 Views

Machine Learning (ML) methods are also becoming more and more important in the insurance industry. But ML is a broad field or even a science in its own right. It is therefore not easy for those interested to know where to start. For this web session serie

by msg_life Added 2 years ago 0 530 Views

Speaker(s): Axel Helmert (msg life central europe gmbh)

by VICA2018 Added 2 years ago 1 818 Views

Speaker(s): Ralf Korn (Technische Universität Kaiserslautern), Franziska Diez (Fraunhofer ITWM) While in simple one-factor models the evolution of the yield curve in time is totally determined by the evolution of the short rate, this is not the case

by VICA2018 Added 2 years ago 0 369 Views

Speaker(s): Ralf Korn (Technische Universität Kaiserslautern) In classical continuous- or discrete-time portfolio optimization the market model underlying the optimization problem is completely specified. In contrast to that, stress scenarios are an

by VICA2018 Added 2 years ago 0 436 Views

Speaker: Jörn Sass We analyze the effects of mandatory unisex tariffs in insurance contracts on equilibrium insurance premia and equilibrium welfare. In the European Union, these are in effect since December 2012 following a ruling of the European Co

by VICA2018 Added 2 years ago 0 412 Views

Speaker(s): Daniela Rode (RISK-CONSULTING Prof. Dr. Weyer GmbH) Digitalization is creating new business models in the insurance industry. Health insurers are striving to transform themselves from being a claims payer to being a health player. They want to

by VICA2018 Added 2 years ago 0 565 Views

Speakers:Denis Latulippe, Carolyn Kaiser The United Nations Joint Staff Pension Fund (UNJSPF) is a 60+ year old defined benefit plan providing retirement, disability, and death benefits to over 120,000 staff members of the United Nations and 23 other inte

by VICA2018 Added 2 years ago 0 433 Views

Speaker: Ralf Korn

by actuview Added 1 year ago 0 520 Views

Addressed topics: - Data- Rate Adequacy- Model Design- Case Study

by actuview Added 1 year ago 0 446 Views

Addressed topics: - Data- Rate Adequacy- Model Design- Case Study

by DAV-DGVFM_Germany Added 1 year ago 7 1,572 Views

"Neuronale Netze – Was Aktuare schon lange wissen und noch wissen sollten“ Prof. Dr. Ralf Korn (TU Kaiserslautern), afterwards: Discussion with Prof. Korn and Daniela Rode (Ausschuss Krankenversicherung), lead by Dr. Guido Bader (DAV)

by DAV-DGVFM_Germany Added 1 year ago 0 501 Views

We consider the yield curves that one- and two-factor Vasicek interest rate models can produce. As a result, we show that the two-factor Vasicek model can explain significantly more effects that are observed at the market than its one-factor variant. Amon

by DAV-DGVFM_Germany Added 1 year ago 0 596 Views

Dynamic hybrid products are pension products that consist of a dynamic combination of classical with profits participating life insurance contracts (or a bank account) and fund savings plans. To put such products in an optimal utility framework, we derive

by RGA Added 1 year ago 2 512 Views

In this short video, RGA’s Dr. Daniel Zimmerman discusses the rapidly developing technology of liquid biopsies. He defines what they are, what impact they will likely have on clinical medicine, and how they might impact insurers.

by DAV-DGVFM_Germany Added 1 year ago 0 513 Views

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

by DAV-DGVFM_Germany Added 1 year ago 0 774 Views

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

by actuview Added 1 year ago 0 316 Views

Design for flood resiliency to transcend current flood analysis approaches which are conducted in siloed, non-repeatable and non-integrated manner, and not integrated with real-time inputs or natural events.

by actuview Added 1 year ago 0 341 Views

Shaun will discuss actuarial models for quantifying cyber risks for organisations, with some case examples. Shaun also will discuss cyber risk propagation along the supply chain and implications for cyber insurance.

by actuview Added 1 year ago 2 576 Views

by CGA_CERA Added 1 year ago 3 977 Views

by EAA Added 1 year ago 1 605 Views

First webcast of the 2020 EAA Week by Dr. Frank Schiller.

by AAE Added 11 months ago 0 243 Views

The Actuarial Association of Europe (AAE) held a 2-hour webinar on Tuesday, 9th October 2018 about a new AAE Code of Professional Conduct and associated Sample Questions and Answers. The AAE Code does not apply directly to individual actuaries, but all AA

by DAV-DGVFM_Germany Added 10 months ago 9 645 Views

Das duale System der Pflegeversicherung steht in der Kritik. Ein in der Gesundheitspolitik zu hörender Vorwurf lautet, die PPV suche sich die "guten Risiken" und die SPV müsse die schweren Pflegefälle übernehmen. Die sehr unterschiedli

by DAV-DGVFM_Germany Added 10 months ago 4 713 Views

Wir sehen aktuell im Gesundheitsmarkt und in der Versicherungsbranche zwei große Trends: • Die zunehmende automatisierte Erfassung von Fitness- und Gesundheitsdaten durch Wearables, Handys, etc. Massive Investitionen großer Konzerne sind

by DAV-DGVFM_Germany Added 10 months ago 0 558 Views

Quantifying non-life insurance risk, i.e. the uncertainty in pricing and reserving resulting from the stochastic nature in occurrence, reporting, and settlement of claims, over a horizon of several years is necessary for modern risk- and value-based busin

by DAV-DGVFM_Germany Added 10 months ago 1 485 Views

We study worst-case utility maximization in a financial market with drift uncertainty. By a dual approach we derive a minimax theorem and show that the optimal strategy converges to generalized uniform diversification as uncertainty increases. Reasonable

by DAV-DGVFM_Germany Added 10 months ago 5 779 Views

Die Risikokapitalberechnung gemäß Solvency II stellt Versicherungsunternehmen vor der Herausforderung zwischen einem internen Modell und der Standardformel abzuwägen. In dieser Fallstudie konzentrieren wir uns auf ein internes Modell und b

by DAV-DGVFM_Germany Added 10 months ago 3 737 Views

Der strategische Erfolg eines Unternehmens hängt maßgeblich davon ab, wie der Risikoappetit und die Risikostrategie mit dem tatsächlichen Risikoprofil zusammenpassen. Daher sollten neuartige und sich rasch ändernde Risiken („eme

by DAV-DGVFM_Germany Added 10 months ago 1 544 Views

Meist werden Schadenexzedenten in Haftpflichtsparten noch immer auf der Burning Cost basierend tarifiert, eventuell wird für die höheren Layer zusätzlich eine Pareto-Extrapolation durchgeführt. Um jedoch weiterführende Fragen zu b

by DAV-DGVFM_Germany Added 10 months ago 5 1,127 Views

In diesem Beitrag stellen die ERGO-Mitarbeiter Dr. Sebastian Mikus und Dr. Lucas Hafner die Anwendung von Deep Learning zur Klassifikation eingehender Dokumente vor. Im Vortrag erwartet Sie eine Einführung in die Funktionsweise Neuronaler Netzwerke u

by DAV-DGVFM_Germany Added 10 months ago 16 1,835 Views

Der Vortrag geht aus von den vier Prinzipien der DAV zum Höchstrechnungszins (HRZ) und stellt die neue Methodik vor, die zur Herleitung des Vorschlags von 0,5% für den HRZ ab 2021 angewendet wurde. Das Review des Sicherheitsabschlags wird erl&au

by DAV-DGVFM_Germany Added 10 months ago 0 969 Views

Optimierungsansätze im Design der With-Profit RentenVorgetragen von Julia EisenbergGemeinsame Arbeit mit M. Carmen Boado-Penas, Axel Helmert und Paul Krühner Die demografische Entwicklung und die anhaltende Niedrigzinsphase führen zu einem

by DAV-DGVFM_Germany Added 10 months ago 2 530 Views

Dr. Jürgen Bierbaum erläutert die Rolle der berufsständischen Vereinigung mit Blick auf die Selbstregulierung der Aktuar*innen in Deutschland und gibt einen aktuellen Überblick über die Aktivitäten des Ausschusses für be

by DAV-DGVFM_Germany Added 10 months ago 1 1,163 Views

Die betriebliche Altersversorgung im Allgemeinen und die Direktzusagen im Besonderen haben in Deutschland eine lange Tradition. Die Bewertung erfolgt dabei nach dem Ende des 2. Weltkrieges anhand von Richttafeln aus dem Hause Heubeck.Im Vortrag soll daher

by DAV-DGVFM_Germany Added 10 months ago 6 1,124 Views

Prof. Dr. Karsten Neuhoff gibt in seinem einleitenden Vortrag erste Hinweise auf die Aufgaben und Herausforderungen für institutionelle Investoren auf dem Weg zur Klimaneutralität, die in dieser Podiumsdebatte näher beleuchtet werden.

by DAV-DGVFM_Germany Added 10 months ago 8 3,472 Views

by DAV-DGVFM_Germany Added 10 months ago 34 2,179 Views

by DAV-DGVFM_Germany Added 10 months ago 23 1,569 Views

by DAV-DGVFM_Germany Added 10 months ago 0 711 Views

by DAV-DGVFM_Germany Added 10 months ago 9 1,350 Views

by DAV-DGVFM_Germany Added 10 months ago 3 1,089 Views

Die Plenary Session trägt den Titel „Die Zukunft der betrieblichen Altersversorgung“ und bringt hochkarätige bAV-Experten an den virtuellen Diskussionstisch.

by RGA Added 10 months ago 4 1,437 Views

In this video, Olav welcomes the attendees and introduces the session and speaker, Graeme Codrington. Graeme has been tracking the COVID-19 outbreak and will share patterns that are becoming evident in how the virus plays itself out as countries around th

by IAASections Added 10 months ago 1 278 Views

According to the FRP5 Guidelines of the Swiss Chamber of pension fund experts (SKPE) the threshold portfolio return corresponds to the annual portfolio return which the pension fund requires to keep the funding ratio constant. The difference between the e

by Deloitte Added 10 months ago 2 1,134 Views

Ein Vortrag im Rahmen des qx-Club Köln am 05.05.2020. Es gestaltet sich oft mühsam, tiefe Analysen für ein stochastisches Unternehmensmodell wie das Branchensimulationsmodell durchzuführen. Diese erfordern meist einen sehr großen

by RGA Added 9 months ago 0 904 Views

At the recent International Insurance Society (IIS) webinar, “The COVID-19 Pandemic: Insights and Implications for Insurers,” three leaders from RGA shared their views from different, yet integrated, perspectives to help insurers make sense of

by msg_life Added 8 months ago 6 668 Views

Machine learning methods are also becoming more and more important in the insurance industry. A widespread and in practice very successful method of machine learning uses so-called artificial neural networks. In the two part lecture we would like to give

by msg_life Added 8 months ago 4 632 Views

Machine learning methods are also becoming more and more important in the insurance industry. A widespread and in practice very successful method of machine learning uses so-called artificial neural networks. In the two part lecture we would like to give

by EAA Added 8 months ago 1 248 Views

AbstractDigitalization is creating new business models in the insurance industry. Health insurers - today just payers of claims - are striving to transform themselves into more active players in healthcare. They want to become a partner, that assists the

by EAA Added 7 months ago 0 220 Views

Since the time of the MCEV models in the early 2000’s European life insurance companies have been facing a computational challenge: How to accurately project the entire portfolio consisting of thousands of policies with the existing IT capacities? T

by RGA Added 6 months ago 1 659 Views

As much of the world remains in the grips of the first wave of the COVID-19 pandemic, we all continue to focus on containing and controlling the coronavirus. The catastrophic direct impact on mortality and morbidity must be brought to an end. Furthermore,

by msg_life Added 6 months ago 4 735 Views

Following Stefan Nörtemann’s introduction into artificial neural networks and supervised learning, Axel Helmert takes the next step on the exciting path to using deep neural networks for actuarial calculations. After a brief side note on the hi

by DAV-DGVFM_Germany Added 3 months ago 0 180 Views

In seinem Vortrag für die e-Herbsttagung von DAV und DGVFM geht Dr. Ralf Kantak (Vorstandsvorsitzender des PKV-Verbands) auf die coronabedingten Herausforderungen der Privaten Krankenversicherung ein. Dabei unterstreicht er auch den Reformbedarf bei

by DAV-DGVFM_Germany Added 3 months ago 0 135 Views

Dr. Alexander Mahnke (Vorstandsvorsitzender des Gesamtverbands der versicherungsnehmenden Wirtschaft) skizziert in seinem Vortrag bei der e-Herbsttagung 2020 von DAV und DGVFM die Erwartungen der deutschen Wirtschaft an den künftigen Versicherungssch

by DAV-DGVFM_Germany Added 3 months ago 0 271 Views

In seinem Vortrag bei der e-Herbsttagung von DAV und DGVFM gibt Dr. Georg Thiel (Präsident des Statistischen Bundesamts) einen Einblick in die umfangreichen Erkenntnisse seiner Behörde zur Coronapandemie. Dabei ging er auch der Frage nach, ob es

by EAA Added 3 months ago 0 210 Views

Is Data Science a means to an end or just the end in itself? With more and more Machine Learning methods, frameworks and automatized Knowledge Discovery (aka Data Mining), more often than not actuaries can easily get the impression that everyone is using

by EAA Added 3 months ago 0 144 Views

ML models are often referred to as "black boxes", especially so if they are derived from Neural Net-type approaches. But truth be told, many approaches are powerful and do indeed outperform "classical" statistical inference. Consequently, transparency and

by CAA_Caribbean Added 2 months ago 0 75 Views

The COVID-19 pandemic is an event that most of the 7.8 billion people on earth will remember for the rest of their lives. It is unprecedented in that manner alone. The amount of COVID-19 data available online and from other direct sources is vast. In the

by CAA_Caribbean Added 2 months ago 0 98 Views

The Novel Coronavirus (CoViD-19) represents one of the most recent pandemics in the last 100 years. 11 months into the pandemic, the reality of life being irrevocably changed is dawning on the world, but the effects of these sudden and drastic shifts are

by SAI_Ireland Added 1 month ago 1 100 Views

Dr. Greg Doyle will share insights into how perform data analytics effectively and the components/methodology for a successful analytics project. Aidan Mahon will share insights into the InsurTech scene and the role that the IT Carlow INC plays in this ec