Actuarial Engineering

Prime Re Academy is pleased to invite you to attend its workshop in Zurich, Switzerland in June 2018. Focus will be set on the following topic:

Actuarial Engineering

The workshop aims at learning or refreshing some actuarial techniques used in the insurance and in the financial industry and their implementation in Excel® and/or VBA. These relatively simple and quick calculations can be used to test more sophisticated softwares, to build prototypes or only to understand how methods work in practice.

The topics addressed in the workshop will include:

• Fundamental programing hygiene in Excel and VBA
• Data smoothing (Whittaker–Henderson, …)
• Calibrations and model fitting (max likelihood, χˆ2, …)
• Stochastic simulations (collective models, …)
• Risk aggregation (copulas, …)
• Pricing ((G)LM, …)
• Stochastic reserving (bootstrapping, …)
• Claims development (neural networks, …)
• Market risks (cellular automata, …)

The workshop addresses both, the underlying theory and concepts as well as their practical implementations with Excel® templates. In particular, it will enable participants to implement techniques directly on their laptop, which can later be applied promptly in their daily assignments.

Dates and Schedule

Wednesday, 27 June 2018

13.30 - 14.00 registration

14.00 - 18.30 workshop

18.30 - dinner

Thursday, 28 June 2018

09.00 - 12.30 workshop

12.30 - 14-00 lunch

14.00 - 18.30 workshop

18.30 - dinner

Friday, 29 June 2018

09.00 - 12.30 workshop

12.30 - lunch

CPD Credits

Attendance to the workshop will automaticall credit members of the Swiss Actuarial Association with 14 CPD credit points. Members of other actuarial associations will receive a certificate they can submit to their CPD committee.

Lecturers

Dr. Frank Cuypers

has led numerous actuarial engineering and modelling courses and workshops in Europe and Latin America. He comes with a vast lecturing experience and a prominent scientific track record in modelling complex systems. As a Swiss Re Executive and Chief Actuary at the former Zurich Re in Cologne, he acquired a broad experience in most actuarial disciplines and lines of business, which he has deployed at KPMG and PwC to advise leading providers of financial services and Government Agencies. He is a fully qualified member of the German and Swiss Actuarial Associations (DAV and SAV), which he has served on numerous committees.

Simone Dalessi

graduated with a M.Sc. in mathematics from the University of Zurich, and comes with significant expertise in statistics and cryptology. He started his actuarial career with PRS, helping (re)insurers in their pricing, reserving, regulatory and solvency issues, and he has been instrumental in establishing several foreign insurer’s branch offices in Switzerland. He is a fully qualified member of the Swiss Actuarial Association (SAV).

Fees

CHF 1'600 early-bird if paid before or on 1 June 2018

CHF 1'900 if paid after 1 June 2018

CHF 600 for unemployed participants

A discount of CHF 500 for the third participant of the same company will be granted.

These fees are binding and must be transferred latest 15 June 2018 on the Credit Suisse account

SWIFT: CRESCHZZ80A

IBAN: CH53 0483 5173 5160 0100 0

Beneficiary: Prime Re Academy, c/o PRS Prime Re Solutions AG, Lindenstrasse 2, 6340 Baar, Switzerland

The fees will be refunded in total in case of cancellation before 15 June 2018 or if the workshops must be cancelled.

The fees include:

- the workshops

- the documentation

- the prototypes in Excel®

- the dinners and lunches

- all Swiss taxes

Payment options

Please note that as from May 15, 2018 it is possible to pay with credit card directly via our website. However, if you do wish do redeem a voucher, you will have to opt to pay manually at the checkout section. Please enter the voucher no. you wish to redeem at the checkout section. We will then send you an invoice via email.

Venue

SCOR Services Switzerland AG, General Guisan-Quai, 8022 Zurich

Phone +41 (0)44 639 93 93 (reception)

Dress casual and comfortable.

We suggest that participants from abroad reserve their hotel room in Zurich well in advance. Alternatively, they can ask us for assistance with booking a room at a convenient location.

Contact

Raquel Forster

+41 41 725 32 16

Prime Re Academy

Registration will be closed 15 June 2018.