eaa | 4.2 Seminars: Past Seminars | european actuarial academy |

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Stochastic Methods of Claims Reserving

-Purpose and Nature

all Past Seminars:

-	How to Set Up an Effective ORSA Process? - A Case Study for a Company Using the Standard Formula (Frankfurt/Main)
-	Moving Towards Dynamic Pricing in Non-Life Insurance (Prague)
-	Own Risk and Solvency Assessment (in the Context of Solvency II) (Warsaw)
-	Asset and Risk Management(Ljubljana)
-	Key Issues for a Successful Internal Model Application Process (IMAP)(Warsaw)
-	Stochastic Modeling - Theory and Reality from an Actuarial Perspective(Helsinki)
-	Concepts and Innovations in Life Insurance (Vienna)
-	European Developments on Pensions (Utrecht)
-	Concepts and Innovations in Life Insurance - Overview over Unit-Linked Guarantee Products (online)
-	Key Issues for a Successful Internal Model Application Process (IMAP) (online)
-	Actuarial Enterprise Risk Management Part II (Budapest)
-	Own Risk & Solvency Assessment (in the Context of Solvency II) (Prague)
-	Risk Aggregation in the Context of Solvency II (Prague)
-	Inhouse Seminar Product Development and Risk Management (Moscow)
-	Actuarial Enterprise Risk Management Part I (Budapest)
-	Diversification within Solvency II (Berlin)
-	Stochastic Modeling - Theory and Reality from an Actuarial Perspective (Madrid)
-	Risk Aggregation in the Context of Solvency II (online)
-	Own Risk & Solvency Assessment (in the Context of Solvency II) (Vienna)
-	Moving towards Dynamic Pricing in Non-Life Insurance (Brussels 2012)
-	Capturing Risks in Insurance Premiums (Ljubljana 2011)
-	Capital Management and ALM in the New (Solvency II) World (Dublin 2011)
-	Internal Models in Solvency II (Helsinki 2011)
-	EAA Summer Seminar: Longevity Risk (Utrecht 2011)
-	Reinsurance: A Strong Risk / Capital Instrument (Copenhagen 2011)
-	Stochastic Modeling - Theory and Reality from an Actuarial Perspective (Prague 2011)
-	EAA Series on Solvency II: Calculations & Modelling (Cologne 2011)
-	Embedded Value: More than just numbers? (Warsaw 2011)
-	EAA Series on Solvency II: Capital, Reporting and Governance (Cologne 2011)
-	Internal Models in Solvency II (Rome 2011)
-	ALM in the Context of an Efficient Risk Management (Brussels 2010)
-	Stochastic Methods of Claims Reserving (Zagreb A 2010)
-	Stochastic Methods of Claims Reserving (Zagreb B 2010)
-	IFRS-Accounting: Non-life stand-ready obligation (EAA Webinar online)
-	Market Consistent Valuation (Prague 2010)
-	Solvency II, the Basics (EAA Series, Cologne I 2010)
-	Pricing of Products (Budapest 2010)
-	Risk Management Concept & Tools (EAA Course, Frankfurt IV 2010)
-	Risk Mitigation and Risk Optimization (EAA Course, Frankfurt III 2010)
-	Reserving Life / Non-Life (Istanbul 2010)
-	Actuarial Modelling (Vienna 2010)
-	IFRS - Accounting (Tallinn 2010)
-	Risk Classification, Measuring & Modelling (EAA Course, Frankfurt II 2010)
-	ERM Concept and Framework (EAA Course, Frankfurt I 2010)
-	Product Management and Development for Insurance Companies (Hamburg 2010)
-	Operational Risk Management (EAA Webinar, online 2010)
-	Quantitative Risk Management (Prague 2009)
-	Enterprise Risk Management (Lisbon 2009)
-	22nd Colloquium: Groupe Consultatif Actuariel Europ�en (Vienna 2009)
-	Internal Models in Solvency II (Dublin 2009)
-	GC Summerschool Solvency II (Utrecht 2009)
-	Productmanagement and Development (Zagreb 2009)
-	Valuation methods used in Life Insurance (Bratislava 2009)
-	Internal Models in Solvency II (Munich 2009)
-	Enterprise Risk Management (Riga 2009)
-	Reserving in Non-Life Insurance (Brussels 2008)
-	Pricing in General Insurance (Petersburg 2008)
-	Actuarial Modelling (Ljubljana 2008)
-	Solvency II: Regulations and Calculations (Prague 2008)
-	Solvency II: Participation in the Quantitative Impact Studies QIS 4 (Frankfurt 2008)
-	Asset Liability management for Insurance Companies and Pension Funds (Cracow 2008)
-	Quantitative Risk Management: Concepts, Techniques and Tools (Amsterdam 2008)
-	Basics of Investments for Actuaries (Cologne 2008)
-	Insurance Economic Market Behaviour (Sofia I 2007)
-	Health Financing and Health Insurance (Sofia II 2007)
-	Stochastic Concepts in Life and Pensions, the design of internal models & their application in the context of Solvency II (Budapest 2007)
-	Asset-Liability Management & Portfolio Management (Kiev 2007)
-	Basics of Investments for Actuaries (Vienna 2007)
-	Solvency 2 / IFRS reporting (Vilnius 2007)
-	Pricing of Products (Bucharest 2006)
-	Market Consistent Valuation of Life Insurance Liabilities (Cologne 2006)
-	Practical models in Solvency II framework (Tallinn 2006)
-	Economic Capital for Insurance Companies (Bratislava 2006)
-	Fundamental Actuarial Technics (Moscow 2006)
-	International accounting standards (IAS) and Solvency II (Zagreb 2005)
-	Market Consistent Valuation of Life Insurance Liabilities (Basle 2005)
-	Risk Management (Riga 2005)

»Seminars: Stochastic Methods of Claims Reserving«

25^th - 26^th November 2010 | Zagreb / Croatia

Purpose and Nature

Participants should have a sound basic knowledge of Probability Calculus and Statistics, eg. via successfully attended stochastic lectures, and practical experience in non-life reserving.

More advanced stochastic techniques are used, too, but will be shortly introduced. A realistic impression of the level of presentation can be gained from one of the following references:

Mack, Th. (1993): Distribution-free Calculation of the Standard Error of Chain Ladder Reserve Estimates. ASTIN Bulletin 23, 213-225. (advanced)
http://www.casact.org/library/astin/vol23no2/213.pdf
Mack, Th. (1994): Measuring the Variability of Chain Ladder Reserve Estimates. CAS Spring Forum 1994, 101-182. (basic)
http://www.casact.org/pubs/forum/94spforum/94spf101.pdf
Mack, Th. (2000): Credible Claims Reserves: The Benktander Method. ASTIN Bulletin 30, 333-347. (advanced)
http://www.casact.org/library/astin/vol30no2/333.pdf
Mack, Th. (2006): Parameter Estimation for Bornhuetter/Ferguson. CAS Fall Forum 2006, 141-157. (basic)
http://www.casact.org/pubs/forum/06fforum/145.pdf

This advanced training is not suited as an introduction into reserving in non-life.

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