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Risk Models

The seminar in Czech language has been already open.
The seminar in English language will be agreed later during the year.

Section 1: Reserving and risk models in non-life insurance

Presenter: Ing. Pavel Zimmermann, Ph.D.

  • Horizon of risk – one year, k-years and “ultimate”
  • Probability models: Frequency models, severity models, collective model of risk and its application
  • Premium risk: Application of the collective model of risk
  • Reserve risk: Application of triangle methods in risk management (bootstrap)
  • Extra large claims, MTPL annuities and its specifics
  • Reserve risk: Micro models of large claims

Section 2: Introduction into reinsurance

Presenter: Ing. Jan Hrevuš

  • Introduction into reinsurance
  • Purpose of reinsurance
  • Current trends in the industry
  • Types of reinsurance contracts
  • Technical reinsurance accounting
  • Specifics of various types of reinsurance
  • Influence of selected clauses in reinsurance contracts
  • Experience based models
  • Burning costs and probabilistic models
  • Selected approaches for modelling large losses distributions
  • Exposure based reinsurance models

Section 3: Operational risk management

Presenter: Ing. Lenka Žváčková

  • Basics of operational risk – definition and its specifics
  • Process of the OR risk management, identification, quantification, risk capital risk mitigation and risk monitoring.
  • Solvency II requirements on OR management
  • Frauds in financial institutions and fraud management
  • Operational risks examples in actuarial praxis, its mitigation and control.
  • Related risks and its management – reputation, strategic, emerging risks

 


 

 

   
 
   
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t: +420 604 558 695
e: info@tools4f.com

Martin Janeček
t: +420 604 294 866
e: janecek@tools4f.com

 
 
 
 

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