Programme

SEMINAR

11/12 May 2015 in Copenhagen

Stochastic Models in Life Insurance

Monday, 11 May 2015

08:45 - 09:00 Registration
09:00 - 09:15 Welcome and opening (EAA)
09:15 - 10:30 Introduction in Markov chain models (chapters 2,3,4 of the book)
10:30 - 10:45 Coffe Break
10:45 - 12:30 Thiele's differential equation and examples (chapters 5 and 6 of the book)
12:30 - 13:30 Lunch
13:30 - 15:00 Workshop valuation and life insurance examples, including policyholder behaviour
15:00 - 15:15 Coffe Break
15:15 - 16:45 Profit analysis and Embedded Values (chapter 10) including Examples
17:15 Social Event
19:15 Dinner (approx.)

Tuesday, 12 May 2015

08:45 - 10:30 Workshop – Long Term Care; product design, analysis and implementation
10:30 - 10:45 Coffee Break
10:45 - 12:30 Introduction to Unit Linked Insurance with Guarantees (aka 'Variable Annuities') and policyholder behaviour (chapters 8 and 12 of the book).
12:30 - 13:30 Lunch
13:30 - 15:10 Workshop dynamic policyholder behavior and utilisation in VA based on Markov Model.
15:10 - 15:15 Concluding remarks, closing of seminar (EAA)

Seminar Details

Programme

CPD Credits

Participant Feedback

3.6 of 5 Points

Venue & Accommodation

The seminar will take place at the

Phoenix Hotel Copenhagen
Bredgade 37
1260 Copenhagen K, Denmark
www.phoenixcopenhagen.dk

We arranged special prices for accommodation. The special price is 1,400 DKK per night, including breakfast, VAT and environment fee. It is valid for bookings till 30 days before the seminar out of our allotment. Our allotment includes a limited number of rooms. Kindly book your accommodation directly with the hotel, and note the hotel’s cancellation policy.

Book your hotel room here:
Danish www.phoenixcopenhagen.dk/arpbe/web/da/login/48572040
English www.phoenixcopenhagen.com/arpbe/web/en/login/48572040

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