02/04/2021

Detra Note 2021-2, Back to the future : moving insurance to the sharing economy

We are pleased to share with you our Detra Note 2021-1. In this working paper, we adapt the Heath-Jarrow Morton (HJM) framework by considering a constraint of convergence of future forward rates toward a constant exogeneous rate set e.g. by a regulator.
03/03/2021

Detra Note 2021-1, Solvency II

We are pleased to share with you our Detra Note 2021-1. In this working paper, we adapt the Heath-Jarrow Morton (HJM) framework by considering a constraint of convergence of future forward rates toward a constant exogeneous rate set e.g. by a regulator.
31/01/2021

23.02, 2 & 9.03.21 | Financial statements analysis of insurance companies: beyond the numbers

The purpose of this course is to help participants to get a deep understanding of financial statements disclosed by insurance companies and to value their activities. Participants will learn to break down the disclosed information into key performance indicators. All concepts are illustrated on a case study of a major international insurer.​
27/01/2021

27.04.21 | Insurance Analytics: A primer (Module 1)

This course has been conceived by actuaries for actuaries, accounting for all the specificities of insurance data instead of simply re-using standard recipes borrowed from other fields.