Taxonomy, Modelling and Mitigation of Risks

Event Type
EAA - European Actuarial Academy GmbH

2 - 6 September 2019 

Barcelona, Spain

The seminar “Taxonomy, Modelling and Mitigation of Risks” on 2-6 September 2019 in Barcelona focuses on quantitative analyses of financial and non-financial risks of an insurance company and the effect and possible applications of risk mitigation techniques. After an introduction to the economic valuation of an insurance company, including stochastic valuation models and approximation techniques for life companies, and the building blocks of its economic balance sheet, the risk measure as well as the relevant regulatory requirements of Solvency II will be discussed. Different concepts of risk modelling covering from standard formula to fully internal models will be presented.

Topics of this seminar:

  • Approaches and Models for Economic Valuation & Quantifying of Risks
  • Corporate Models and Proxy Modelling in Life Insurance
  • Risk Taxonomy; Strategic, Reputational and Liquidity Risk
  • Operational Risk (incl. Legal Risk)
  • Introduction to Market Risk, Equity Risk
  • Property Risk and Currency Risk
  • Interest Rate Risk
  • Credit Risk
  • Variable Annuities
  • Premium Risk
  • Reserve Risk
  • Risk Transfer and Risk Analysis
  • Underwriting Risk in Life and Health Insurance
  • Risk Management for Traditional Life Insurance business
  • Concentration Risk and Risk Aggregation

Please register to take part in this up to date seminar. The fee for this CERA seminar (module B) is €1,830 plus 21 % VAT.

You may find all additional information in this print version as well as on the EAA website where you will find the registration form.