Mathematical Modelling for Actuaries
Announcement from the EAA organiser:
Actuaries are very experienced in modelling financial risks either stemming from population dynamics or from random events. Probability theory and statistics is their daily bread. But there are many other phenomena out in the world without having a direct financial impact but should be understood by actuaries as well. This web session is about models which typically are not covered in full by actuarial exams, but which could bring better insights to risks actuaries have to price. We will show very general approaches to set up models with applications from many different areas, whether it is medicine, construction, meteorology, biology or others. Of course, this web session can only be seen as an introduction into modelling and cannot cover all interesting models, but it should enable participants to find more in literature or develop their own ideas.
The web session is developed for all kind of actuaries, risk managers or other interested persons in mathematical modelling. Participants should ideally have some basic general knowledge of mathematical ideas and notation.
The purpose of the online training is to open the mind for problems which are by nature not actuarial but are very much linked to typical actuarial questions. It should enable actuaries and risk managers to think out of the box and find new ways to solve their challenges.
This online training is very interactive, participants are required to participate in several breakout sessions.
Technical Requirements: Please check with your IT department if your firewall and computer settings support web session participation (the programme Zoom is used for this online training).
To register for this event click here. The early-bird registration fee is € 600.00 plus 19% VAT for bookings by 23 February 2022. After this date, the fee will be € 780.00 plus 19% VAT.
Click here for the Agenda
Christoph is a Senior Manager with Milliman and is leading the Milliman practice in Austria. He has twenty years of experience in actuarial consulting in all relevant fields of businesses. He was always very passionate about modelling and among many non-standard models he also developed an internal model for a non-life insurance company. Beside his professional career he served six years as president of the Actuarial Association of Austria and also six years in the Board of the AAE as chairman of the Investment and Financial Risk Committee (nowadays Risk Management Committee). He started his career as Research Assistant for Mathematics at the University of Vienna and still holds a lectureship at the Technical University of Vienna for Actuarial Modelling in Non-Life.