PillarOne workshops at SAA annual meeting 2009
Markus Stricker, Stefan Kunz, and Jon Bardola realise interactive workshops for the participants at the Swiss Association of Actuaries annual meeting.
| What |
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|---|---|
| When |
28.08.2009 from 09:45 to 11:00 |
| Where | Lucerne, Switzerland |
| Contact Name | Markus Stricker |
| Contact Phone | +41 44 926 10 88 |
| Add event to calendar |
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This year's meeting offers three parallel workshop tracks:
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Non-life Risk Modeling (Stefan Kunz): We will discuss how hierarchical models should be set-up in order to remain extensible and flexible. As an example we discuss the pros and cons of various dependency modeling approaches and how they can be incorporated into a risk model. In the course of the discussions the attendants will also learn how simulation data can be analyzed and reported.
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Reserving (Markus Stricker): Operational excellence in reserving requires a significant amount of data management: From segmentation to aggregation to reconciliation. A first focus is centered around these issues. Which support should a modern reserving instrument provide? A second focus is to discuss how mixed or composed projection methods can be defined and applied.
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Life Modeling (Jon Bardola): The starting point of the discussion will be a simple model for life insurance cash-flow projections (embedded value) which was realized using PillarOne. The model structure will be explained. Based on a sample input data set, a brief result analysis and reporting will be demonstrated. The major part of this workshop's discussion will address the question where and how this model can be extended.
