1/ SCIENTIFIC TOPICS
|
1.A. : Stochastic dependence (correlation and nonlinear dependence)
This topic covers inter alia the common shock model and the application of copulas in life and general insurance, the dependence between mortality and morbidity, but also the stochastic modeling of the various processes involved in insurance, banking and finance as well as all the developments related to the measurement of dependence between financial risks, assets and liabilities risks.
|
1.B. : Solvency measurements and asset-liability management
We will treat for example dynamic hedging of embedded options in insurance contracts, impact of reinsurance on solvency, links between solvency and asset-liability management and solvency measures for banking and financial activities. We will approach also stochastic modeling and the use of copulas in the field of asset-liability management and the measurement of solvency.
|
2/ PROFESSIONAL TOPICS
|
2.A. : The responsibility of the actuary
It is a question of tackling questions related to the role of the actuary in the certification of the accounts, the application of the actuarial standards and more generally all questions of a professional nature asked to the actuary by the new developments in the field of accounting standards and solvency.
|
2.B. : The point of view and the role of the actuary with respect to the new accounting standards
The problems linked to the application of the new accounting standards in life and general insurance will be reviewed, as the fair value of liabilities, the consistent embedded value and all the possible developments. Papers dealing with the impact of these standards in the banking field are welcome.
|
3/ TECHNICAL TOPICS
|
3.A. : Actuarial problems related to the retirement of the baby-boom generation
This topic deals specifically with the problems of the pension plans equilibrium, the strategies for managing the longevity risk, a comparison of funding schemes and pay as you go schemes, and all the questions related to the coverage of health risks and the dependence of the elderly.
|
3.B. : High severity risks and insurability
The questions of insurability of the catastrophic risks and extreme events will be tackled, as well as all the problems related to their modeling. The concept of catastrophic risk or extreme event covers both the phenomena for which exists a statistical base (for example natural events) and the emerging risks (terrorism, nuclear, biological or chemical risks, pandemic...).
|
9/ MISCELLANEOUS
|
9.A. : Various topics
This topic deals specifically with the problems of the pension plans equilibrium, the strategies for managing the longevity risk, a comparison of funding schemes and pay as you go schemes, and all the questions related to the coverage of health risks and the dependence of the elderly.
|
