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WEB SESSION

28/29 Oct 2021

Macro-Level Actuarial Reserving

Thursday, 28 October 2021

  1. 09:00 - 10:30 Introduction on reserving and triangle-based methods
  2. 10:30 - 11:00 Break
  3. 11:00 - 12:30 Chain Ladder, Bornhuetter-Ferguson
  4. 12:30 - 13:30 Break
  5. 13:30 - 15:00 Practical Session in R
  6. 15:00 - 15:15 Break
  7. 15:15 - 17:00 Cape Cod and Cumulative Averages model, and Mack's Method

Friday, 29 October 2021

  1. 09:00 - 10:30 Mack's Method and ODP model with their bootstrap equivalent
  2. 10:30 - 11:00 Break
  3. 11:00 - 12:30 Practical Session in R and Q&A session
  4. (Time zone: CEST - Central European Time)
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