保险精算实务讲义(英文经典版)(35页)PPT.pdf
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OUTLINE
Introduction
Topic 1: Dynamic Financial Analysis (DFA)
Topic 2: Issues in Life Insurance
Topic 3: Solvency 2
Research at RiskLab (ETH Zurich)
Conclusion
Introduction
Some topics of concern to actuaries worldwide:
Risk management
Regulation (e.g. Solvency 2)
Asset-Liability Management (ALM)
Dynamic Financial Analysis, Dynamic Solvency Testing
Catastrophes
Demographic changes, ageing
Accounting rules (US/local GAAP, IFRS, IAS, ... )
Valuation (embedded, fair, market-consistent, ... )
Embedded options, guarantees
Business proˉtability
The appointed actuary (The Morris Report)
Basic statement: www.actuaries.org.uk
Actuaries are respected professionals whose innovative approach
to making business successful is matched by a responsibility
to the public interest. Actuaries identify solutions to ˉnancial
problems. They manage assets and liabilities by analysing past
events, assessing the present risk involved and modelling what
could happen in the future.
However, do we live up to this deˉnition?
Education / Training: students ought to study issues underlying
the "Some topics of concern" list
Actuaries / Companies / Regulators: have to make sure that
through CPD (Continuing Professional Development), employees
stay up-to-date on relevant new concepts / techniques / tools
Researchers: have to contribute more to the scientiˉc investigation
of relevant methodology
Some selected topics