Lecture series "Actuarial Modelling Club"

 
To Whom It May Concern,

we are pleased to invite you to the following lecture event:

Taking spread risk in the valuation and projection of the balance sheet. In particular, the options and guarantees

Marcel Smith, MavenBlue

As a major risk driver and source of income, spread risk is often overlooked when it comes to the risk neutral valuation of the options and guarantees and the real-world projection for e.g. asset liability management, capital planning or orsa’s. In this talk, we will discuss taking the spread risk into account for both valuation and projection.

 
About the speaker:

Dr. Marcel Smith FRM is a principal consultant and one of the founding partners of MavenBlue. Marcel has headed investments and risk at several insurance companies in the Netherlands and abroad and is an expert in financial risk management, asset liability management, product development, operations research, quantitative modelling and parallel computing.

The company MavenBlue invites you to drinks and sandwiches after the presentation!

There is no participation fee.

Attendees will receive 1 CPD point from AVÖ.

This talk is part of the "Actuarial Modelling Club" lecture series. These events aim to create a discussion forum for actuaries, where current topics are presented and debated. The events also provide students - particularly those in financial and actuarial mathematics - insights into practical topics and the opportunities for personal networking.

You are welcome to contact us with topic suggestions. Everyone is welcome to attend the lectures. Membership at the AVÖ (Actuarial Association of Austria) is not required.

Best regards,
Julia Eisenberg* (FAM @ TU Wien), Karin Hirhager (austrion Life Insurance), Reinhold Kainhofer (Wiener Städtische), Andrea Rauter (B&W Deloitte), Uwe Schmock* (FAM @ TU Wien) und Christina Ziehaus* (Generali)
* ... members of Education and Training Committee of the AVÖ (Actuarial Association of Austria)

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