Casualty Actuarial Society

Press Room

Casualty Actuaries in Europe (CAE) Fall 2017 Meeting Minutes and Presentations

12/13/2017 —

The CAE Fall 2017 meeting was held on Wednesday, October 4th at the KPMG offices in London. Around 70 people were in attendance from seven different countries, encompassing a broad range of actuarial expertise. For CPD/CE records, you can download a list the of attendees.

The sessions were as follows:

Agent Based Models, Networks, and Cellular Automata in Risk Management
ASTIN Working Party

Brexit Observations
Alex Marcuson

The Good, the Bad, and IFRS17 Data
Pedro Fonseca

Explicit Diversification Benefit for Dependent Risks
Michel Dacorogna

Optimal Energy-Mix and Portfolio Management on the Basis of German Electricity Data
Magda Shiegl

CAS Update
Kendra Felisky (CAS)

Cyber Risk
Stavros Martis & David Ferbrache

Fitting Phase-Type Scale Mixtures to Heavy-Tailed Risks
Leonardo Rojas

AOB

First, we’d like to put a call out for 2018 venues. Anyone willing to host an event in 2018 should please contact a committee member. We are looking for locations for Zurich this spring, as well as London during the late summer/early fall. Please let us know if you can help. We’d also like to announce a third meeting this year to be hosted in Milan which is tentatively scheduled late 2018. More information to come. For all our events, anyone willing to give a presentation should please contact a committee member.

Second, we would like to give a warm welcome to Jeff Courchene, our newest member of the CAE leadership team. For many years, Jeff has been a big help to the committee from behind the scenes, so we are happy to have him officially on the team!  

Lastly, we’d like to bring attention to another CPD/CE opportunity. There is an ASTIN Webinar on 23rd January 2018. The topic is the “Results of the ASTIN Working Party on the Exposure Draft of the Risk Adjustment Text Book for IFRS 17.” To register, click here {Link on click here please}, or contact Frank Cuypers at frank.cuypers@prs-zug.com for more information.

Summary

Consensus was that an interesting and diverse set of topics was well presented and debated. There was a very interesting interaction between speakers and attendees. It was great to see such a large crowd, with plenty of new faces as well as some old friends among the speakers and in the audience. We are extremely grateful to KPMG for allowing us to use their superb facilities and for being excellent hosts.

We look forward to seeing you all later in 2018!

On behalf of the CAE Committee:
Amber Rohde, President (London)
Vishal Desai, Vice President (London)
Jeff Courchene, Secretary / Treasurer (Munich/London)
Waswate Ayana, Past President (Thailand)
Frank Cuypers, European Liaison (Zurich)

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