Programme

SEMINAR

10/11 Mar 2016 in Madrid

Modelling and Validating Mortality under Solvency II

Thursday, 10 March 2016

08:45 - 09:00 Registration
09:00 - 09:15 Welcome and opening (EAA & IAE)
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
17:00 - 18:00 Longevity Risk Management Solutions under the Solvency II Framework (Guest Talk)
20:00 Dinner (approx.)

Friday, 11 March 2016

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

Seminar Details

Programme

CPD Credits

Participant Feedback

4.5 of 5 Points

Venue & Accommodation

The seminar will take place at the

NH Madrid Paseo de La Habana
Paseo de la Habana 73
28036 Madrid, Spain
Hotel website

We arranged special prices for accommodation. The special rate is 99.75 € per night plus 10% VAT, including breakfast. It is valid for bookings by 24 February 2016 out of our allotment “EAA Seminar”. Please book your accommodation directly with the hotel using this booking form. Kindly book early, as our allotment includes a limited number of rooms, and note the hotel's cancellation policy.

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Sponsor

CLASSIC Sponsor of the Seminar