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Schweizerischen Aktuarvereinigung

"Actuarial Modelling" for Life / Non-Life Insurance

Day 1: Non-Life
Day 2: Life
You can register for the full seminar or on a per day basis only. Further information in the First Announcement document.

SAV-CPs: 15

„Der Aktuar ist etwas Spezielles“

Marc Chuard, ehemaliger Präsident der Aktuarvereinigung, ist seit 2009 Geschäftsleitungsmitglied des Schweizerischen Versicherungsverbands (SVV) und Ressortleiter Finanz und Regulierung. Weshalb er den Aktuarberuf liebt und das Rietbergmuseum bewundert, verrät er im Interview.

Zurich Chapter Meeting: Weather Risk Management with Weather Derivatives

SAV-CPs: 1

Dr. Pedro Fonseca, Head Risk Analytics & Reporting, SIX Manangement AG

When quantifying or aggregating risks it is crucial to account for correlations and properly model them.

In this course we shall present the main methods used in insurance and finance: from factor-models and spectral theory of random matrices, to compound Poisson processes and Lévy copulas.

The various methods will be illustrated with many examples and exercises in Excel. This will give the opportunity for participants to model correlations directly on their laptop and later quickly use it in their work.

SAV-CPs: 7

Neuer Termin: 6. und 7. September 2013

SAV-CPs: 6

Module 1: ERM - Concept and Framework

Based on the 2011-implemented education und examination system of the German Actuarial Association, the EAA offers a series of training courses and exams (through DAV) to study for the CERA designation to all actuaries who want to deepen their knowledge in Enterprise Risk Management.

Module 2: Quantitative Methods of ERM

Based on the 2011-implemented education und examination system of the German Actuarial Association, the EAA offers a series of training courses and exams (through DAV) to study for the CERA designation to all actuaries who want to deepen their knowledge in Enterprise Risk Management.

International Congress of Actuaries

2nd European Actuarial Journal Conference 2014