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SEMINAR

16/17 May 2019 in Warsaw

Modelling and Validating Longevity under Solvency II

Thursday, 16 May 2019

  1. 08:45 - 09:00 Registration
  2. 09:00 - 09:15 Welcome and opening (EAA)
  3. 09:15 - 10:30 Module 1: Introduction in mortality and demographics
  4. 10:30 - 10:45 Coffee Break
  5. 10:45 - 12:30 Module 2: Fitting a Lee-Carter mortality model
  6. 12:30 - 13:30 Lunch
  7. 13:30 - 15:00 Module 3: Calibration and prediction of mortality models
  8. 15:00 - 15:15 Coffe Break
  9. 15:15 - 17:00 Module 4: Multi-population mortality models
  10. 17:00 - 18:00 Longevity Risk Management Solutions under the Solvency II Framework (Guest Talk)
  11. 18:30 Dinner (approx.)

Friday, 17 May 2019

  1. 09:00 - 10:30 Module 5: Mortality modelling and validation under Solvency II
  2. 10:30 - 10:45 Coffee Break
  3. 10:45 - 12:30 Module 6: Case study part I
  4. 12:30 - 13:30 Lunch
  5. 13:30 - 15:00 Module 7: Case study part II
  6. 15:00 - 15:15 Concluding remarks, closing of seminar (EAA)

Participant Feedback

4.4 of 5 Points
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Venue & Accommodation

The seminar will take place at the

Holiday Inn Warsaw City Centre
Twarda 52
00-831 Warsaw, Poland
Phone: +49 89 743 515-0
hotel website

We have arranged special prices for accommodation. The special rate is 115 € per night including breakfast and VAT. It is valid for bookings by 25 April 2019 out of our allotment "EAA Seminar". Our allotment includes a limited number of rooms. Kindly book your accommodation directly with the hotel using this booking link and note the hotel’s cancellation policy.

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