Actuarial Engineering - June
- 11 hr 30 min11 hours 30 minutes
- 1,600 Swiss francsCHF 1,600
- SCOR Services Switzerland AG, 8022 Zurich
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.
Raingässli 1, Zug, Switzerland