Reinsurance Pricing and Structuring

Reinsurance Pricing and Structuring

In the wake of the Solvency II implementation, reinsurance is acquiring increasing importance and it is therefore equally important for solvency practitioners as well as endeavoring reinsurance actuaries to master the fundamental risk transfer concepts and the respective actuarial techniques. This Prime Re Academy workshop teaches the participants the theoretical knowledge they need to price and structure reinsurance programs and it enables them to put this acquired know-how into practice on the spot.

In the course of the workshop we shall design increasingly complex reinsurance treaties and price them in Excel®. Please bring along your personal laptops. In particular, we will consider:

• Fundaments and purpose of reinsurance
• Proportional reinsurance and non-proportional reinsurance
• Experience and exposure rating
• Long tail lines of business
• Expenses and risk loadings
• Reinsurance optimization

It is the ideal jumpstart for actuaries facing their first renewal.

The workshop takes place successively to the workshop “Reinsurance Underwriting”, therefore, the relating workshops can be combined at a reduced fee.

Dates and Schedule

Wednesday, 5 September 2018

13.30 - 14.00 registration

14.00 - 18.30 workshop

18.30 - dinner

Thursday, 6 September 2018

09.00 - 12.30 workshop

12.30 - 14.00 lunch

14.00 - 18.30 workshop

18.30 - dinner

Friday, 7 September 2018

09.00 - 12.30 workshop

12.30 - lunch

Feedbacks

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CPD Credits

Attendance to each workshop will automaticall credit members of the Swiss Actuarial Association with 14 CPD credit points. Members of other actuarial associations will receive a certificate they can submit to their CPD committee.

Lecturers

Dr. Frank Cuypers

Dr. Frank Cuypers has led numerous actuarial engineering and modelling courses and workshops in Europe and Latin America. He comes with a vast lecturing experience and a prominent scientific track record in modelling complex systems. As a Swiss Re Executive and Chief Actuary at the former Zurich Re in Cologne, he acquired a broad 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.

Simone Dalessi

Simone Dalessi graduated with a M.Sc. in mathematics from the University of Zurich, and comes with significant expertise in statistics and cryptology. He started his actuarial career with PRS, helping (re)insurers in their pricing, reserving, regulatory and solvency issues, and he has been instrumental in establishing several foreign insurer’s branch offices in Switzerland. He is a fully qualified member of the Swiss Actuarial Association (SAV).

Fees

CHF 1'600 early-bird if paid before or on 15 August 2018

CHF 1'900 if paid after 15 August 2018

CHF 600 for unemployed participants

A discount of CHF 500 for the third participant of the same company will be granted.

In combination with the workshop “Reinsurance Underwriting” a discount of CHF 1’000 is granted. This discount may not be combined with other reductions and is valid only for the same participant.

These fees are binding and must be paid via the website.

The fees will be refunded in total in case of cancellation before 29 August 2018 or if the workshops must be cancelled.

The fees include:

- the workshops

- the documentation

- the prototypes in Excel®

- the dinners and lunches

- all Swiss taxes

Payment with Credit Card/redeem voucher

Please note that as from May 15, 2018 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.

Venue

Qatar Reinsurance Co. Ltd., Zurich Branch, Bleicherweg 72, Zurich

Phone: +41 (44) 207 85 85 (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.

Dresscode: casual and comfortable.

Contact

Raquel Forster

+41 41 725 32 16