Actuarial Engineering - June

Service Description

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, χ^2, …) - Stochastic simulations (collective models, …) - Risk aggregation (copulas, …) - Pricing ((G)LM, …) - Stochastic reserving (bootstrapping, …) - Claims development (neural networks, …) - Market risks (cellular automata, …) 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.

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