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          Detra Note 2021-3, Tarification d’expérience sur statistiques sinistres écrêtées
          04/07/2021
          Detra Note 2021-4 | Modeling accumulation scenarios in cyber risk
          18/10/2021
           



          Reserving in insurance: Micro reserving

          DATE : Fev. 22 & 24, 2022

          LENGHT : 6h / 2 afternoons
          Part 1 (Fév. 22) : 4:00PM - 7:00PM (UTC+1)
          Part 2 (Fév. 24) : 4:00PM - 7:00PM (UTC+1)

          TYPE : Online
          INDUSTRY : Insurance
          EXPERTISE : Actuarial
          LEVEL : All level
          REQUIREMENTS : A computer with dedicated R packages
          LANGUAGE : English
          ACCREDITATION : 6 CPD points | 36 points PPC

          PRICE : 450€ excl. VAT
          STUDENT PRICE : 90€ excl. VAT
          Register now

          Description


          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. A transition to individual reserving comes then by the presentation of the collective loss reserving before ending by the individual multistate model. Their relative merits are illustrated by means of several case studies with insurance data.

          The sessions aim to be interactive, alternating between methodological parts and case studies performed in front of the audience. Participants are invited to bring their own PC. Documentation including data sets and R code is made available through a supporting website. The installation of R packages prior to attendance is required.



          Program:


          • Introduction to micro reserving and the need of it
          • Focus on the multistate individual reserving
            - Detailed presentation of the principle
            - Introduction to the analytical approach
            - Computation of the reserve via simulations
            - Computation of the reserve via an analytical method
          • One-year risk in the individual framework


          • Acquired skills


            After completion of the training session, participants will have acquired a general knowledge of reserving in insurance. They will be able to select the appropriate approach for their own data, run the R code and interpret the results.

          This training is given by



          Julien Trufin & Michel Denuit | Scientific Directors
          Christophe De Fays | Expert
          Carole Bettonville & Elke Gagelmans | TCP Consultants
          Louise D'Oultremont & Elise Santoro | TAP Consultants

          About the trainer


          Meet our Team

          Share

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