Programme

SEMINAR

4/5 Nov 2014 in Amsterdam

Market Valuation Methods for Life Insurance

Tuesday, 04 November 2014

08:45 - 09:00 Registration
09:00 - 09:15 Welcome and opening (EAA)
09:15 - 10:00 Presentation of the case study: Endowment/ Pure endowment insurance contract with profit and classical pricing (first order basis)
10:00 - 11:00 Presentation of the financial tools: risk neutral valuation, deflators, options and interest rate curve
11:00 - 11:15 Coffe Break
11:15 - 12:30 Market consistent valuation: option pricing and stochastic mortality (1)
12:30 - 13:30 Lunch
13:30 - 15:30 Market consistent valuation: option pricing and stochastic mortality (2)
15:30 - 15:45 Coffe Break
15:45 - 17:00 Case study realized with Excel
18:30 Dinner (approx.)

Wednesday, 05 November 2014

09:00 - 10:30 Classical embedded value: principles and case study
10:30 - 10:45 Coffee Break
10:45 - 12:30 Market consistent embedded value: principles and case study
12:30 - 13:30 Lunch
13:30 - 15:10 Market consistent valuation in the different frameworks: Solvency II, IFRS and Embedded Value
15:10 - 15:15 Concluding remarks, closing of seminar (EAA)

Seminar Details

Programme

CPD Credits

Participant Feedback

4.12 of 5 Points

Venue & Accommodation

The seminar will take place at the hotel

Golden Tulip Amsterdam West
Molenwerf 1, 1014 AG Amsterdam, The Netherlands
Phone: +31 20 262 92 63
Fax: +31 84 870 07 01
www.goldentulipamsterdamwest.com

We have arranged special prices for accommodation. The special price is 95 € per night for a single room, including breakfast and taxes (excl. 5.5% city tax). It is valid for bookings by 6 October 2014 out of our allotment “EAA Seminar”. Our allotment includes a limited number of rooms. Kindly book your accommodation directly with the hotel, and note the hotel’s cancellation policy.

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