Time & Location
01 Sept 2021, 09:00 – 12:00 CEST
About The Event
This live e-seminar will address:
- Fundaments and purpose of reinsurance
- Proportional and non-proportional reinsurance
- Experience and exposure rating
- Long tail lines of business
- Expenses and risk loadings
- Reinsurance optimization
The highly interactive live e-seminar runs over a robust video conferencing platform. It addresses both, the underlying theory and concepts as well as their practical implementations with Excel® templates. In particular, it will enable participants to implement and try out the techniques directly on their own computer, and apply them later in their daily chores.
Dates and Schedule
Wednesday, 1 September 2021
09.00 - 12.00 Live e-seminar held in English
Attendance to the seminar will automatically credit members of the Swiss Actuarial Association with 3 CPD credit points. Members of other actuarial associations will receive a certificate they can submit to their CPD committee.
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.
CHF 300 to be paid in advance via credit card on our website.
The fee will be refunded in total if the e-seminar must be cancelled.
The fee includes:
- the e-seminar
- the documentation
- the prototypes in Excel®
- all Swiss taxes
- a CPD certificate
- access to the recording of the seminar
Please note that it is only possible to pay with credit card directly via our website.
Zoom interactive video conference.