16/17 May 2019 in Warsaw
Modelling and Validating Longevity under Solvency II
Purpose and Nature
Dr Katrien AntonioKatrien Antonio is professor in the Insurance research group at KU Leuven (Belgium) and associate professor in the Actuarial Sciences and Mathematical Finance group at the University of Amsterdam. Katrien studied Mathematics at KU Leuven and obtained her PhD degree in 2007 at the same university. Her research puts focus on statistical modelling for life and non-life insurance, including stochastic loss reserving, pricing models and stochastic mortality models. In 2014 Katrien was a member of the working group of the Dutch Actuarial Association that published a stochastic mortality model for The Netherlands. She was also the lead researcher in charge of the 2015 Belgian mortality projection, published by the Institute of Actuaries in Belgium.
Wilbert OuburgWilbert Ouburg is Head of Risk Management at Nationale Nederlanden, part of NN Group. He studied both Mathematics (Utrecht University) and Actuarial Science & Mathematical Finance (University of Amsterdam), and followed a post-graduate teaching programme in mathematics. His master’s thesis on Bayesian mortality modelling was awarded the Netspar thesis award. He is a member of the Royal Dutch Actuarial Society and a Financial Risk Manager at the Global Association of Risk Professionals. Over the last years Wilbert was chair of the AG2018 work group of the Dutch Actuarial Association, that published a stochastic mortality model for the Dutch population.
Michel VellekoopMichel Vellekoop is full professor in the Actuarial Sciences and Mathematical Finance group at the University of Amsterdam. He studied Applied Mathematics at the University of Twente and obtained his PhD. degree in 1998 at Imperial College in London for research on nonlinear filtering problems for stochastic processes. Since then he has focused on applications in finance and insurance, both as an academic and as director of research for the Derivatives Technology Foundation. His main interests are valuation and risk management problems for contingent claims in complete as well as incomplete markets. Since 2009 he has been theme coordinator for Netspar, the Dutch research network for studies on pensions, ageing and retirement. Since 2014 he has been a member of the committee of the Dutch Actuarial Association that was responsible for the design of a new stochastic mortality model for the Netherlands.
Venue & Accommodation
The seminar will take place at the
Holiday Inn Warsaw City CentreTwarda 5200-831 Warsaw, Poland Phone: +49 89 743 515-0hotel 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.