General insurers frequently cede parts of their insurance risk to reinsurers in order to protect themselves from intolerably large losses in their insurance portfolio. This gives rise to a new type of risk, so-called reinsurance counterparty credit risk o
Increases in the life expectancy, the low interest rate environment and the tightening solvency regulation have caused insurers and policyholders to search for new, attractive retirement products. In this context, tontines and pooled annuities have gained
We develop a novel approach for pricing cyber insurance contracts. The considered cyber threats, such as viruses and worms, diffuse in a structured data network. The spread of the cyber infection is modeled by an interacting Markov chain. Conditional on t
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
This paper deals with the measurement of profitability of a life insurance company from the shareholders' perspective under a Solvency II framework. Profitability and solvency capital requirement of life insurance business are exposed to many levels of un
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
More than 1,300 actuaries from all over Germany met for the annual meeting of DAV and DGVFM from 24 to 26 April 2019.
In this presentation, we will explore a range of different methods to perform feature extraction in mortality time series data. The features will then be incorporated into state space modelling structures as well as extended Generalised Linear Models adap
The talk will introduce the basic foundations of neural networks and provide a motivation for Deep Learning approaches in the insurance industry. Basic steps and problems in the application of text mining will be shown. The historical review of the curren
Stochastic Cash Flow Models are at the heart of internal models for life insurance. They are used to project the payments to policy holders and future profits of the shareholders over the full duration of the contracts. However, the interactions of capita
"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)
The global longevity risk transfer market Prof. Dr. David Blake (Pension Institute London)
Mortality models for Multiple Populations Torsten Kleinow (Heriot-Watt University, Edinburgh)
Panel discussion „Altersvorsorge in Deutschland: Zwischen staatlicher Vollkasko und mehr Eigenverantwortung“ Moderator: Philipp Krohn (FAZ), Panelists: Matthias Birkwald (Dt. Bundestag), Prof. Eckart Bomsdorf (Uni Köln), Vanessa Niemann (
Pricing von Cyber-Versicherungsverträgen in einem Netzwerkmodell Kerstin Weske (University of Hannover)
Resilienz und Generationengerechtigkeit in kollektiven Beitragszusagen Prof. Dr. Oskar Goecke (TH Köln)
"Wie schütze ich mein Unternehmen richtig gegen Cyber-Attacken?“ (in German language) Dirk Backofen (T-Systems)
The German Association of Actuaries (DAV) and its partners guide and support the actuarial community nationwide in every aspect of the profession.
The DAV is the professional representation of all actuaries in Germany, with an additional branch for pensions, the IVS. The scientific partner organisation DGVFM promotes the cooperation between universities and the insurance business and finance industry. Finally the German Actuarial Academy (DAA) offers high quality preparation for the DAV exams and professional education for actuaries.
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