One of the partner institutions of Virtual ICA, the IAA AFIR-ERM Section, has recently compiled and published a list of particularly exciting ICA 2018 lectures on AFIR-ERM topics.
The full list:
- Plenary Session: “Future of Low Interest Rate Environment”
- Peter Praet (European Central Bank), Length 0:35
- ICA 2018 Best Paper Award – Long-Term Risk: Modelling, Measuring, Managing and Economic Valuation – Assessing the Economic Impact of Longevity Hedges
- Andrew Cairns (Heriot-Watt University, Edinburgh), Length 00:26
- IAA Section Best Paper Award – AFIR-ERM An Analysis of the Solvency II Structure Regulatory Framework’s Smith-Wilson Model for the Term Structure of Risk-Free Interest Rates
- Peter Løchte Jørgensen (Aarhus University), Length 00:21
- Bob Alting von Geusau Prize – Consistent Yield Curve Prediction
- Mario V. Wüthrich (ETH Zurich), Length 00:46
- CRO Round Table
- Sue Kean (Old Mutual Group), Tom Wilson (Allianz Group), Frieder Knüpling (SCOR), Frank Schepers (WTW), Length 01:03
- Cyber Risk: Actuarial Economic Theory of Cyber Risk
- Shaun Wang (Nanyang Technological University), Length 00:42
- IAA Risk Book
- Eberhard Müller (riskmueller consulting GmbH), Dave Sandberg (Allianz), Sam Gutterman (self-employed), Stuart Wason (former OSFI), Length 01:04
- Part of the problem or part of the solution – are actuaries carbon neutral?
- Esko Kivisaari (Finance Finland), Lenght 00:31
- Economic IRR and its application
- Naoki Sunamoto (Fukoku Mutual Life Insurance Company), Length 00:22
- A method to determine model points with cluster analysis
- Yosuke Goto (Fukoku Mutual Life Insurance Company), Lenght 00:17
About the AFIR-ERM Section
AFIR-ERM has as its primary objective the promotion of actuarial research and knowledge dissemination in actuarial and broader aspects of finance, investment and ERM, to push forward the boundaries of actuarial knowledge and promote and facilitate an international exchange of views, advice, research and practical information among actuaries and other relevant experts.
Become an AFIR-ERM Section member here!