Short desciption:
This summer the European insurance industry conducted the fourth Quantitative Impact Study (QIS4). Participants were asked to provide detailed calculations on the market values and risk measures of their insurance balance sheets. Also detailed questions were asked about the comparison of the risk measures calculated with the Standard Model and the participant’s internal model.
In this seminar we will give you an update on the first results and tentative conclusions of the outcomes of QIS4. We have invited speakers from large insurance companies in the Netherlands that will give an insight in how these companies have worked through the QIS4 process. We have invited speakers from consultancy firms that will provide a European-wide perspective. Also, we have invited two speakers from the Dutch Central Bank who will discuss preliminary results and conclusions of QIS4. Finally, we have several academic speakers that will discuss what the latest developments are in the field of risk modeling.
The Amsterdam Center for Insurance Studies (ACIS) is hosting this event, jointly with the Netspar, Actuarieel Genootschap, Verbond van Verzekeraars and PRMIA.
Members of the Actuarieel Genootschap can earn PE-points by attending this seminar.
Admission for this seminar is free.
