Programme

SEMINAR

28/29 May 2015 in Stockholm

Modelling and Validating Mortality under Solvency II

Thursday, 28 May 2015

08:45 - 09:00 Registration
09:00 - 09:15 Welcome and opening (EAA)
09:15 - 10:30 Module 1: Introduction in mortality and demographics
10:30 - 10:45 Coffe Break
10:45 - 12:30 Module 2: Fitting a Lee-Carter mortality model
12:30 - 13:30 Lunch
13:30 - 15:00 Module 3: Calibration and prediction of mortality models
15:00 - 15:15 Coffe Break
15:15 - 17:00 Module 4: Multi-population mortality models
18:30 Dinner (approx.)

Friday, 29 May 2015

09:00 - 10:30 Module 5: Mortality modelling and validation under Solvency II & Modelling portfolio-specific mortality
10:30 - 10:45 Coffee Break
10:45 - 12:30 Module 6: Case study (part I)
12:30 - 13:30 Lunch
13:30 - 15:10 Module 7: Case study (part II)
15:10 - 15:15 Concluding remarks, closing of seminar (EAA)

Seminar Details

Programme

CPD Credits

Participant Feedback

4.43 of 5 Points

Venue & Accommodation

The seminar will take place at the
FIRST HOTEL NORRTULL
S:t Eriksgatan 119
113 43 Stockholm, Sweden
Hotel Website

We arranged special prices for accommodation. The special price is 1490 SEK per night, including breakfast, VAT and WIFI. It is valid for bookings by 29 April 2015 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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