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QIS5 Presentation by Central Bank of Ireland The Central Bank of Ireland will present details of its Irish Country Report on QIS5:  …

General Insurance Christmas Lunch ***  Reservations are now closed.  Please contact info@actuaries.ie if you are interested in attending ***   After a brief hiatus, the 22nd General Insurance Christmas Lunch will return on Friday 25th November in One …

Catastrophe Risk Management Conference Be it US hurricanes, flash-flooding in Pakistan or earthquakes in Chile, catastrophic events are rarely out of the news and are responsible for devastating populations and causing untold losses to industry. Their …

Internal Models in Solvency II Please note that the early-bird registration fee for the EAA seminar "Internal Models in Solvency II" on 24-26 March 2011 in Rome, Italy, is coming up: Your early-bird registration fee is € 1,040.00 plus 20 % VAT until 31st …

Solvency II: Capital, Reporting and Governance We would like to draw your attention the EAA seminar "Solvency II: Capital, Reporting and Governance" on 5-6 April 2011 in Cologne. As an actuary you daily apply methods and models. Data is being analysed, …

Quantitative Easing - What is it, and What are the Implications for Actuaries Colm will discuss the economics of Quantitative Easing, along with how Quantitative Easing may impact Pension Funds and Insurance Companies. This will be followed by a …

Solvency II: Internal Models Ireland’s position as an International Insurance Centre means that it is expecting to be involved in over 40 Internal Models and this is going to be the future of Solvency calculations in many companies. It is an area of core …

Pillar III under Solvency II To access podcast please contact the Society:  info@actuaries.ie   ERM: Non-Life General Insurance Life Assurance Life Reinsurance Non-Life: Regulation Solvency II Solvency II: Non-Life Podcast Presentation Evening Meeting …

Vienna International Summer School "Stochastic Claims Reserving Methods in Insurance" One of the main tasks of non-life actuaries is to predict the outstanding loss liabilities. This prediction is called claims reserves and it should suffice to settle all …