Videos from actuview
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AAC 2019 Singapore - all videos now online
Added 144 ViewsAll AAC 2019 recordings can be found here. From 21 to 24 October, another international highlight for actuaries in 2019 took place – this time it´s in Singapore. The 22nd Asian Actuarial Conference featured three days of program under the them
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The World is Changing - Part 3 - Real-life Activities in Ins...
Added 57 Viewsby Nick van der Nest (Munich Re)
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The World is Changing - Part 2 - Wearables
Added 22 Viewsby Alain Peddle (Ping An Health)
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Take a Stand! - Neural Nets
Added 19 Viewsby Dr. Frank Ashe
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Take a Stand - The Rise of the Right-brained Actuary
Added 40 Viewsby Hassan Scott Odierno (Actuarial Partners Consulting)
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Take a stand! - Importance of AI Ethics
Added 36 Viewsby Colin Priest (DataRobot)
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The World is Changing - Part 1 - The Dacadoo Health Score
Added 30 ViewsCan incentives really change physical activity?
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Take a Stand! - The Female Actuary
Added 18 Viewsby Nicolette Rubinzstein (Actuaries Institute Australia)
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Leading Through Change
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IFRS17 from the IASB
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Rejuvenation Biotechnology: the End of Extrapolation
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Pricing a Portfolio of Large Commercial Risk
Added 25 ViewsLarge commercial risk portfolios present unique challenges to the pricing actuary – heterogeneity, for instance, in the nature of risks, the coverage structures, and participation shares among other things. This presentation will provide a comprehen
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Analysing the disconnect between the Reinsurance Submission ...
Added 11 ViewsIn comparison with pricing and ratemaking of primary insurers, there are more uncertainties in pricing of reinsurers in the world. What’s more, in emerging markets such as some countries in Asia, the situation is even more serious. The uncertainties
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Actuarial Quantification of Cyber Risk for Organisations
Added 11 ViewsShaun 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.
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How the Actuarial Industry Can Get Ready to Face an Increasi...
Added 24 ViewsDesign 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.
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Claim Scoring Models: Creating Scale and Improved Outcomes
Added 16 ViewsManaging health disability claims means constantly triaging cases, deciding which cases currently need attention and who should be working on which cases and when. In this talk, PartnerRe will show how use of advanced analytical techniques helps claims te
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Market Responsive Reinsurance
Added 14 ViewsHow can the Life & Health reinsurance market respond to the primary industry challenges? Low interest rates: can reinsurance meet historically unmet needs? How to use reinsurance capital and shift to capital-lighter business?
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Crazy Responsive Experience Studies
Added 20 ViewsDeveloping mortality, morbidity and lapse rate tables can be fun! In his presentation, Kai Kaufhold, a recently joined member of the SAS, will demonstrate how statistical analysis at the level of the individual can make the crazy responsive actuary even m
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Australian Data Actuaries
Added 25 ViewsActuaries are increasingly identifying themselves as working in “data”. Actuaries have analytical and business knowledge skills as well as ethical and professional standards that are valuable in this field.Andy will provide a few case studies
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Lessons Learnt from the Royal Commission
Added 28 ViewsAustralian financial institutions have been criticised for failing to meet public expectations. However, this is not just a domestic issue. Many modern Institutions do not seem to be effectively managing the risks that come from swiftly changing social at
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VHIS – A product from over 3 decades of public consultatio...
Added 11 ViewsCovering background & history of VHIS driven by HK Government, launched 1 Apr 19, details of the scheme, risk management and issues surrounding the scheme, early learning, and a comparison between government driven schemes from HK, China & Singapo
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Cyber Protection via Detection-less Paradigm
Added 23 ViewsToday’s cyber landscape is radically different from the past. Advanced threats are stealthy and lethal. They are difficult to detect. Unfortunately, cyber protection technologies continue to progress in a detection-oriented framework. It is therefor
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InsurTech – How actuaries can contribute
Added 26 ViewsWhile InsurTechs are good at technology, their solution can reach to the wider group only when they collaborate with re/insurers. Who better than actuaries to help InsurTechs in this journey? But are actuaries ready? What do they need to learn & do?
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AI and Advanced Analytics: Augmenting underwriting
Added 26 ViewsOther economic sectors such as healthcare are fast developing to incorporate artificial intelligence and advanced analytics as an aid to (augment) medical professionals. The question of how AI will be incorporated across the insurance chain and actuarial
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Panel - Leading Change in New Paradigms
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Lessons learnt from the ongoing IFRS 17 implementation
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Creating a High Performance Team Culture
Added 34 ViewsWhen a team culture feels right then the team will naturally perform optimally. We will explore what a company, team manager and team member can do to create a high performing team culture. Be the change you want to see. The environment we create is a ref
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Becoming Human-Centric – Using Design Thinking to Innovate...
Added 35 ViewsHow can actuaries leverage human-centric design to create new products and services that are relevant to the customer? Learn the design-thinking framework and see how it can be applied to insurance.
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Thinking Fast & Slow for Actuaries
Added 40 ViewsThis paper will examine improving decision making in insurance risk underwriting. A key component of insurance risk underwriting decisions is qualitative judgement, in addition to quantitative analytical modelling. In the training of actuaries, great stri
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The Evolving Use of Big Data and Data Analytics: Risks and O...
Added 36 ViewsThere is a rapidly developing environment with respect to the use of Big Data and Data Analytics in the Asia-Pacific region. Insurers and regulators in the region have an awareness of and appreciation for the potential benefits of Big Data and Data Analyt
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Are you ready? How AI and other technologies are changing th...
Added 18 ViewsThis presentation will discuss how big data and new technologies are changing how actuaries work: by creating new insights to data, new opportunities for actuaries’ and new challenges to how actuarial work is done. The session will share information
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The Smaller General Insurance Markets in Asia
Added 26 ViewsThe insurance markets in the Asian countries will have a significant contribution to the global market growth in the coming years. Developing countries such as China, India and Indonesia are expected to experience strong growth due to higher demand for in
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Leveraging insights
Added 9 ViewsDynamic economies, regulatory shifts and digitalisation – all pose new challenges for insurers. How can a reserving actuary today leverage insights from the multiple valuations to help stakeholders make better decisions?
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Loss prediction model accuracy comparison of motor extended ...
Added 39 ViewsThis paper will discuss the difficulty of motor extended warranty rate-making and review existing approaches to tackle current difficulties. It will also compare the prediction accuracy of GLM, SVM, and deep learning methods using data from Korea and Chin
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Disability Income – Crazy Rich Products
Added 24 ViewsDisability Income (DI) is a growing area of need in addressing the gap in protection all across Asia. One third of people will have experienced some illness or accident that prevents them from working before their retirement age. We will take you through
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Understanding the challenges of ageing: Meeting the needs of...
Added 19 ViewsWith the ageing population growing faster than ever, especially in Japan (36 million in 2025), many are seeking new and innovative ways to address these unmet elderly needs. Currently, the Japanese government estimates that by 2025, 7 million people in Ja
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“Belt and Road” macro economics under the changing polit...
Added 320 ViewsThe Belt and Road initiative is perhaps both the most significant and least well understood foreign policy initiative of the 21st century. This talk will explore the logic behind the BRI and its expanding scope — now encompassing more than half the
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Optimal Allocation to Deferred Income Annuities
Added 47 ViewsIn our recently submitted paper we employ a lifecycle model that uses utility of consumption and bequest to determine an optimal Deferred Income Annuity (DIA) purchase policy. We lay out a mathematical framework to formalize the optimization process. The
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Non-exponential Discounting Portfolio Management and insuran...
Added 101 ViewsThis paper studies the portfolio management problem for an individual with a non-exponential discount function and habit formation in finite time. The individual receives a deterministic income, invests in risky assets, and consumes and buys insurance con
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Prevention efforts, insurance demand and price incentives un...
Added 56 ViewsThis paper studies an equilibrium model between an insurance buyer and an insurance seller, where both parties' risk preferences are given by convex risk measures. The interaction is modeled through a Stackelberg type game, where the insurance seller play
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Robust reinsurance-investment game between two mean-variance...
Added 61 ViewsIn this paper, we investigate a class of robust non-zero-sum reinsurance-investment stochastic differential games between two competing insurers under the time-consistent mean-variance criterion. We allow each insurer to purchase a proportional reinsuranc
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A Stochastic Differential Game for Insurance Market with Com...
Added 118 ViewsInsurance premium principle includes the expected loss plus a risk loading factor to cover the loss from adverse claim experience and generate a profit. This paper considers a stochastic differential game with multiple insurers who are competing to sell i
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Facing our responsibilities toward future generations under ...
Added 91 ViewsIn this talk, I will discuss the economic approaches to evaluate the social cost of carbon, i.e., the present value of the flow of climate damages generated in the next few centuries by one more ton of CO2 emitted today. What discount rates should we use
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Vine copulas in finance and insurance
Added 192 ViewsVine copulas have proven to be flexible dependence models, which are able to model tail dependence pattern as they occur in financial and insurance data. The models power is driven by the ability to construct a d-dimensional dependence model from a collec
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Machine Learning Techniques in Nested Stochastic Simulation ...
Added 144 ViewsSolvency II, the harmonized European Directive for insurance and reinsurance companies [4], introduces new fundamental measures, such as the Probability Distribution Forecast (PDF) and the Solvency Capital Requirement (SCR), whose estimation involves a ma
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Robustification of Monte-Carlo Simulations
Added 67 ViewsOne important point discussed between practitioners in insurance business is how many Monte-Carlo simulations are necessary to estimate the required Solvency Capital. A widespread opinion is that the larger the size of the Monte-Carlo sample is, the more
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Least squares Monte Carlo methods for numerical evaluation o...
Added 94 ViewsIn a previous article published in Insurance: Mathematics and Economics [2], we explored a multiperiod cost-of-capital valuation of a liability cashflow subject to repeated capital requirements. The resulting liability value is given by a backward recursi
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Almost Sure Convergence for Nested Simulations
Added 57 ViewsThe Solvency II framework provides a standard formula for the calculation of the risk capital (SCR = Solvency Capital Requirement) in one year, but also gives life insurance companies the freedom to develop an own internal model. By using such an internal
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Testing the least squares Monte Carlo method for the evaluat...
Added 55 ViewsIn Europe, the Solvency 2 directive prescribes that insurers must hold eligible own funds at least equal to their Solvency Capital Requirements (SCR) defined as the value at risk (VaR) of the basic own funds with a confidence level of 99:5% over a time ho
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Risk management of climate impact for tourism operators: An ...
Added 88 ViewsThe aim of this paper is to analyze the performance of hedging strategies based on snow and temperature options developed by ski operators to protect their profitability under adverse changes in climatic conditions. The setup is based on a joint non-param
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Tontines, and the law of large numbers
Added 76 ViewsCombining the best of drawdown and annuity, the investment returns and the longevity credits, tontines offer a great alternative to current pension products. Tontines are well-understood under the assumption of constant market returns and a perfect pool.
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The stochastic programming approach to asset-liability model...
Added 164 ViewsThe stochastic programming scenario optimization using multi-period stochastic linear programming is a very good approach to asset and asset-liability management. This talk discusses the authors experiences in building and implementing large scale ALM mod
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Sensitivity Analysis of Annuity Models: What's inside the bl...
Added 112 ViewsAnnuities constitute a fundamental branch in the life insurance business. To obtain the cost of annuities, Financial and demographic factors are the key inputs for the related mathematical quantitative models. In this work [1], we adopt and compare differ
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Valuation of variable annuities in a hybrid model driven by ...
Added 103 ViewsVariable annuities are life insurance products which are particularly attractive in a low interest rate environment. They allow the policyholder to participate in the growth of the economy through the performance of a reference fund, guaranteeing at the s
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Monte Carlo valuation of the initiation option in a GLWB var...
Added 54 ViewsWe focus on the initiation option featured in many Guaranteed Lifelong Withdrawal Benefit variable annuity contracts, granting their owner the right to decide the age at which lifetime withdrawals should begin. Such contracts have been successfully analys
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Valuation of Power Blackout Insurance for the Australian Ene...
Added 70 ViewsThe eastern states of Australia are supplied with electricity from the National Electricity Market, which is a grid that stores electricity generated by a variety of means. Electrical power blackouts occur when there is a disruption to supply to the grid
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Fair valuation of insurance liability cash-flow streams in c...
Added 104 ViewsWe investigate fair (market-consistent and actuarial) valuation of insurance liability cash-flow streams in continuous time. We first consider one-period hedge-based valuations, where in the first step, an optimal dynamic hedge for the liability is set up
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Two-step financial and actuarial valuations: Axiomatic chara...
Added 67 ViewsInsurance liabilities are in most cases a combination of financial and actuarial risks. Determining the valuation of such payoffs requires combining standard actuarial valuations based on historical data with the financial information provided by market p
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An Integrated Approach to Measuring Asset and Liability Risk...
Added 90 ViewsRisk measurement models for financial institutions typically focus on the net portfolio position and thus ignore distinctions between 1) assets and liabilities and 2) uncollateralized and collateralized liabilities. However, these distinctions are economi
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500 Years of Annuity Mispricing
Added 437 ViewsPrima facie, valuing a longevity-contingent claim that provides guaranteed income-for-life should be a relatively straight forward operation. One selects a mortality basis with a proper discount curve and the remainder is left to expectations. And yet, hi
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Following the successful example of the Virtual ICA 2018, actuview is the first permanent international media platform for actuaries. From 2019 onwards, the platform regularly broadcasts actuarial events from all around the world and presents the expertise of these gatherings to a constantly growing international community of colleagues from all actuarial disciplines.
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