| +420 604 294 866


Mini-conference in Budapest

Topic 1: Techniques for substantial acceleration of life insurance calculations (Martin Janeček)

The objective is to present several powerful techniques how to perform stochastic life calculations (cash flows, BEL, …) under many interest rate scenarios in acceptable runtimes.

Martin is experienced in the theory as well as practical implementation of the presented approaches when calculating BEL including TVFOG, stochastic cash flow projections, dynamic stochastic ALM, etc.  

Topic 2: Reserving for high-volatile business lines in non-life insurance (Pavel Zimmermann)

The objective is to show techniques for calculation of the best estimate and VaR for highly-volatile business segments with large claims.

Pavel is an experienced actuary and statistician with deep experience in claim reserving and non-life internal model development and testing, with also deep academic background.

 Topic 3: Advanced pricing techniques for car insurance (Ondřej Bušta)

The objective is to show techniques for pricing car insurance (MTPL, CASCO) based on portfolio statistics and market monitoring and the utilization of these techniques in new business and retention management.

Ondřej is an experienced actuary with long-term experience in non-life reserving and pricing from different markets of the CEE region.

Topic 4: ORSA theory and practice (Marcela Vítková)

The objective is to present the typical challenges of the ORSA process both from company and regulatory perspective. On company side the presentation will focus on utilization of the ORSA outcomes for business decisions, whereas the regulatory part will focus on typical issues challenged by the CEE regulators in the process.

Marcela is an actuary with long term experience from leading insurance companies in the CEE region as well as from her consulting practice. She specializes in actuarial projection models, Standard Formula and risk management.    

Topic 5: Analysis of change of SII Own Funds (Lozsi Imre)

The objective is to present the approach to analysis of change in SII Own Funds in terms of the risk factors used by the Standard Formula and alignment of this information with the financial reporting (IFRS profit) or MCEV analysis of change.

Imre has long-term experience from financial and actuarial reporting (IFRS, MCEV) and SII calculations. 



The conference is free of charge. The number of participants may, however, be limited by the capacity of the conference room. Consequently, we kindly as participants to confirm their attendance at ( or via email at ( until 16 March 2017.

Contact us

t: +420 604 558 695

Martin Janeček
t: +420 604 294 866


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