VC-AFIR-ERM

 

Efficient and Reliable Solvency II Loss Estimates With Deep Neural Networks
Ning Lin (Deloitte), Zoran Nikolić (Deloitte)

Présentation / vidéo / article

Developing a Counter-Cyclical Risk Measure
Marie Kratz (ESSEC CREAR), Marcel Bräutigam (ESSEC CREAR / LPSM Sorbonne Université), Michel Dacorogna (Prime Re Solutions)

Présentation vidéo / article

Threshold Portfolio Return for Swiss Pension Funds Based on Nested Stochastic Modelling
Ljudmila Bertschi (Member of Swiss Chamber of pension fund experts, SKPE), Urs Barmettler (Member of Swiss Chamber of pension fund experts, SKPE)/ Dr. math ETHZ), Mauro Triulzi (Dr. math ETHZ), Lionel Candaux (University of Lausanne / Swiss Chamber of pension fund experts, SKPE)

Présentation / vidéo / article

Consequences of IBOR Reform on Insurance Sector
Eleonore Haguet-Trouplin (BNP), Patrice Odo (CDC)

Présentation vidéo / article

The European Safe Asset Debate
Malcolm Kemp (Barnett Waddingham)

Présentation / vidéo / article

Machine Learning : quelles opportunités de pilotage ALM pour un assureur vie?
Benjamin Tessiaut (Command Strategy Advisory), Nicolas Dusserre (Command Strategy Advisory)

Présentation / vidéo article

Extreme cyber losses: An Alternative Approach to Estimating Probable Maximum Loss for Data Breach Risk
Kwangmin Jung (Drake University)

Présentation / vidéo / article

Analysis and Evaluation of the Mexican Market Behaviour, its Investors and its most relevant Companies through the Monetary, Economic and International Constructs, Using PLS-SEM Modeling
Fernando Jose Marine Osorio (Anáhuac University Mexico), Juan Carlos Bribiesca Aguirre (Anáhuac University Mexico)

Présentation / vidéo / article

Intercultural Research and Motor Insurance Premiums: Prejudices, Multi-dimensional Criteria and Global Trends
Michael Fackler (Consulting Actuary)

Présentation / vidéo article

Financial Engineering: A New Longevity Bond to Manage Individual Longevity Risk
Michael Sherris (School of Risk and Actuarial Studies, UNSW Business School), Yuxin Zhou (School of Risk and Actuarial Studies, UNSW Business School), Mengyi Xu (School of Risk and Actuarial Studies, UNSW Business School), Jonathan Ziveyi (School of Risk and Actuarial Studies, UNSW Business School)

Présentation vidéoarticle

A Review of the Solvency II Risk Margin
Malcolm Kemp (Barnett Waddingham)

Présentation / vidéo / article

Actuarial (R)evolutions
Pierre Miehe (Milliman)

Présentation / vidéo / article

Aligning Retirement Goals and Outcomes
Catherine Donnelly (Risk Insight Lab, Heriot-Watt University)

Présentation / vidéo / article

Cyber Risk: The Responsibility of the Actuary in Setting up Individual, Collective and Coordinated Protection
Emmanuelle Huguet (Addactis), Thomas Bastard (Addactis)

Présentation / vidéo article

In Measuring the Value Creation by Enterprise Risk Management for Insurance Companies: Does ESG (economic, social, governance) Performance Matter?
Madhu Acharyya (GCU London)

Présentation / vidéo / article

Prospective Modelling of Temporary Disability Risk: Proposal for a Two-dimensional Model and Machine Learning Algorithms Combined Approach
(joint session with PBSS & IAALS)
Fatoumata Ndoye (Fixage)

Présentation / vidéo article