Letnia Szkoła Nauk Aktuarialnych - komunikat

Szanowni Państwo,

We wrześniu 2010 odbywać się będą zajęcia 21 edycji Letniej Szkoły Nauk Aktuarialnych. Tegoroczne zajęcia poświęcone będą następującym tematom i zagadnieniom:

• Beyond Regression: Modern Predictive Modeling Techniques with Applications prowadzone przez Prof Richarda Derriga (Temple University, USA) w terminie 13 – 15 września 2010 (15 godzin)
• Replicating portfolio prowadzone przez Ateno Villara (PricewaterhouseCoopers) w terminie 16-17 września 2010 (10 godzin)

Ponadto, planujemy również trzeci wykład prowadzony przez Theo Lansera (Aegon NL) i Jan Hooper (Arcturus) w terminie 8-10 września 2010 (15 godzin) lub 9-10 września 2010 (10 godzin) poświęcony

• modelom Markowa

Szczegóły tego wykładu są obecnie w trakcie ustaleń.

Więcej informacji na temat tegorocznej edycji LSNA, w tym również szczegółami związanymi z uczestnictwem znajdziecie Państwo na stronie informacyjnej Wydziału Nauk Ekonomicznych UW pod adresem http://www.wne.uw.edu.pl/www.php?id_www=135#info-2010

Z poważaniem,

Piotr Borowski

Członek Zarządu PSA

Warsztaty QIS5, Bruksela 04.08.2010

W załączeniu informacja o warsztatach QIS5 organizowanych przez CEA w Brukseli 4 sierpnia, w których mogą wziąć udział pracownicy zakładów ubezpieczeń.

Załącznik jest dostępny po kliknięciu w tytuł wiadomości na stronie PSA

CEIOPS Spring Financial Stability Report 2010 First half-yearly report

CEIOPS has published its Spring 2010 report on the financial conditions and financial stability of the insurance and occupational pension fund sectors in the EU/EEA. The report, which covers developments in the insurance, reinsurance and occupational pension fund markets for recent years, including observations regarding 2009 and 2010 and an outlook beyond, is available via this link

Stochastic Modeling — Theory and Reality from an Actuarial Perspective

The International Actuarial Association is pleased to announce the publication of
Stochastic Modeling — Theory and Reality from an Actuarial Perspective
For those interested in understanding this important emerging field, this publication presents the mathematical and statistical framework necessary to develop stochastic models in any setting (insurance or otherwise).

Yves Guérard, Secretary General of the IAA comments: “Our vision statement places the actuarial profession as a major player in the risk management decision-making process, which includes the identification, measurement and management of risk in the assessment of prices, financial reporting values and needed capital. Decision-makers need more than single point estimates like the mean and the variance to compare a range of financial consequences with their risk appetite—as we all know, the devil hides in the tails. This book gives actuaries state-of-the-art tools to characterize degrees of risks in ways that significantly reduce the shadow of uncertainty over the analysis of strategic policy options.”

This publication was produced by a team of talented writers and researchers at Milliman, Inc., and made possible through the generous support of the Actuarial Foundation (United States); Canadian Institute of Actuaries; Casualty Actuarial Society (United States); Financial Reporting Section of the Society of Actuaries; Het Actuarieel Genootschap (Dutch Actuarial Association); and the Institute of Actuaries of Australia. In addition to their financial assistance, representatives from these actuarial associations provided technical guidance and support throughout the project. The IAA is grateful for their contribution to this publication which forms an important part of our research and educational objectives.

EAA Seminar in Prague on "Market Consistent Valuation", 21-23 October 2010

We would like to draw your attention to the EAA seminar “Market Consistent Valuation” on 21-23 October 2010 in Prague / Czech Republic.

The key objectives of the seminar are to develop your understanding of:
• Current environment with IFRS, Solvency II and MCEV,
• The MCEV Principles ,
• The techniques available,
• The practical issues to be addressed, and
• Challenges highlighted by the recent financial crises.

The seminar will develop delegates’ understanding of the basic principles of market-consistent embedded values, the techniques available, and the practical issues which need to be addressed. A considerable part of the seminar will be hands-on Excel based exercises.

Your early-bird registration fee is 845 € until 21st August 2010. After this date, the fee will be 940 €. Register now and save with the early-bird fee!

Please find additional information and a registration form at www.actuarial-academy.com. An overview on upcoming events is enclosed.