Time & Location
About the event
Prime Re Academy is pleased to invite you to attend its workshop in Zurich, Switzerland in April 2018. Focus will be set on the following topic:
When quantifying or aggregating risks, it is crucial to account for dependencies and model them correctly. This is particularly relevant in the context of modern risk based solvency and capital schemes, such as the Swiss Solvency Test, Solvency II or the ORSA Perspective. Furthermore, modelling dependencies is also of utmost importance in reserving, pricing or risk transfer exercises involving more than one risk.
The workshop will present the main methods used in the insurance and finance industries:
- causal dependencies
- statistical dependencies: copulas
- compound Poisson processes and Lévy copulas
- model selection and their calibration
It addresses both, the underlying theory and concepts as well as their practical implementations with Excel® templates. In particular, it will enable participants to model dependencies directly on their laptop, which can later be applied promptly in their daily assignments.
Dates and Schedule
will be announced soon.
See feedbacks from previous workshops.
Dr Frank Cuypers
Has led numerous actuarial engineering and modeling courses and workshops in Europe and Latin America. He comes with a vast lecturing experience and a prominent scientific track-record in modeling complex systems. As a Swiss Re Executive and Chief Actuary at the former Zurich Re in Cologne, he has wide experience in most actuarial disciplines and lines of business, which he has deployed at KPMG and PwC to advise leading providers of financial services and Government Agencies. He is a fully qualified member of the German and Swiss Actuarial Associations (DAV and SAV), which he has served on numerous committees.
Dr Pedro Fonseca
Is an expert in risk and data modelling, with 14 years of experience in the financial industry. Before joining Systemorph as head of Business Solutions, he headed the Risk Analytics & Reporting team at SIX, where he was responsible for quantifying and reporting risks across all business areas. Before that, he held various positions in the hedge fund, private equity, and risk data industries. Pedro holds a PhD in theoretical Physics from Rutgers University and frequently holds presentations and seminars.
CHF 1'600 early-bird
CHF 1'900 full
CHF 600 for unemployed participants
A discount of CHF 500 for the third participant of the same company will be granted.
These fees are binding.
They will be refunded in total in case of cancellation or if the workshop must be cancelled.
The fees include:
- the workshop
- the documentation
- the prototypes in Excel®
- the dinners and lunches
- all Swiss taxes
Payment with Credit Card/vouchers and discounts
Please note that it is possible to pay with credit card directly via our website. However, if you do wish do redeem a voucher, you will have to opt to pay manually at the checkout section. Please enter the voucher no. you wish to redeem at the checkout section. We will then send you an invoice via email.
SCOR Services Switzerland AG, General Guisan-Quai, 8022 Zurich. Phone +41 (0)44 639 93 93 (reception)
Dress casual and comfortable.
We suggest that participants from abroad reserve their hotel room in Zurich well in advance. Alternatively, they can ask us for assistance with booking a room at a convenient location.
+41 41 725 32 16
Prime Re Academy
- Early-bird paid until 16 MarchCHF1,600CHF1,6000CHF0
- Full paid after 16 MarchCHF1,900CHF1,9000CHF0
- For unemployed participantsCHF600CHF6000CHF0
- Third participant of companyCHF1,100CHF1,1000CHF0