Location:
Beurs van Berlage
Admission is Free. For registration send an email to Secretariat of Netspar before Wednesday December 5 or directly via the website of the AG (www.ag-ai.nl).
In light of the upcoming changes in supervision that will be triggered by the Solvency II process, it is already clear that internal models will play a crucial role in the risk management of insurance companies and pension funds.
In this seminar we will give you an update in the latest developments. We have invited two speakers from large insurance companies in the Netherlands (ING and AEGON) that will give an insight in how these companies have already implemented their internal models and how they have integrated their models into their risk management framework. Also, we have invited a speaker from the Dutch Central Bank who will discuss the use of internal models from a supervisor's point of view. Finally, we have several academic speakers that will discuss what the latest developments are in the theory of internal models.
The Amsterdam Center for Finance and Insurance is hosting this event, jointly with the Actuarieel Genootschap, Netspar and PRMIA.
Program
| 09.00 - 09.45 | Coffee |
| 09.45 - 10.00 | Welcome and Introduction by Antoon Pelsser, University of Amsterdam |
| 10.00 - 11.00 | Tom Wilson, ING Group Internal Models at ING |
| 11.00 - 12.00 | Jiajia Cui, Tilburg University and Netspar Pricing of Longevity Risk |
| 12.00 - 13.00 | Lunch |
| 13.00 - 14.00 | Tom Grondin, AEGON Internal Models at AEGON |
| 14.00 - 15.00 | Maarten Gelderman, DNB A Regulator's Perspective on Internal Models |
| 15.00 - 15.30 | Tea break |
| 15.30 - 16.30 | An Chen, University of Amsterdam On the Regulator-Insurer-Interaction in a Structural Model |
| 16.30 - 17.30 | Damir Filipovic, Vienna Institute of Finance Some Aspects of Aggregation and Diversification |
Member of the Actuarieel Genootschap can earn 6 PE- points by attending this seminar.
last update: January 3, 2008