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Page 3 of 239 (2389 Results)
Members Only
Constructing Insurable Risk Portfolios
This talk presents a method for constructing insurable risk portfolios using a data-driven approach to devise risk retention programs that safeguard firms from a multitude of risks. Because firms face many risks, including fire damage to their buildings, liability from management misconduct, and external threats like cyber attacks, this talk treats these potential liabilities as a "portfolio." Drawing inspiration from Markowitz portfolio theory, it leverages techniques from probability, statistics, and optimization to build algorithms that construct optimal risk insurable portfolios under budget constraints. Through engaging case studies, viewers will learn how to build optimal insurable risk portfolios.
The talk illustrates a frontier that depicts the trade-off between the uncertainty of a portfolio and the cost of risk transfer. This visual representation, mirroring familiar Markowitz investment tools, enables informed decision-making and easy adoption by risk advisors. The talk outlines the mathematical groundwork for constructing optimal insurable risk portfolios in an effective and aesthetically pleasing manner.

Speaker: Edward (Jed) Frees
Moderator: Brian Fannin
November 11, 2025
Sink or Swim: An Actuary’s Primer to Water Risks
This session explores how actuaries can apply their expertise to understand, model, and mitigate water-related risks and contribute to sustainable and informed decision-making in a changing world.

Water is both an essential resource and a source of significant risk — influencing ecosystems, economies, and societies around the world. From floods and droughts to pollution and ocean acidification, water-related challenges are now recognized as systemic risks that affect financial stability, food security, and social resilience.
October 30, 2025
Prudential Regulatory Developments with Respect to Financial Risk Management
In this webinar hosted by Banking Virtual Forum (BVF) held on 28 October 2025, the speakers will provide an overview of the key changes to the capital requirements for banks under finalized Basel III – their background, implications and considerations going forward. Speakers: Monique de Waal and Stephen Scott Moderator: Michael Tichareva
October 28, 2025
Members Only
Risk Modeling of Property Insurance Claims from Weather Event
In this session we explore how the localized nature of severe weather events leads to a concentration of correlated risks that can substantially amplify aggregate losses. We propose a copula-based regression model for replicated spatial data to characterize the dependence between property damage claims from a common storm. The factor copula captures spatial dependence between properties and aspatial dependence induced by the common shock. The framework allows insurers to incorporate heterogeneity in marginal models of skewed, heavy-tailed, and zero-inflated insurance losses, while retaining model interpretation. Using hail damage insurance claims data from a US insurer, we demonstrate the effect of dependence on claims management decisions.


Speaker: Lisa Gao
Session moderator: Brian Fannin
October 28, 2025
Members Only
Climate Change or Not: What Is the Role of Actuaries in Addressing Concerns About the Climate?
Join us for a rousing, informative presentation on a controversial and timely topic that delves into whether actuaries should engage in the political discourse on Climate Change—and whether doing so strengthens or undermines the profession.

This webinar explores the following key questions:
💠Should the actuarial profession be making pronouncements about Climate Change when it manifestly lacks the necessary expertise on the topic?
💠Should actuaries stay out of the political debate on Climate Change?
💠Does it help the profession to comment on topics not covered in the syllabus?


Speaker: Ira Robbin
Session moderator: Michael Clark
October 22, 2025
Rethinking Commercial Underwriting in an Age of Changing Paradigms
Commercial insurance has long been a people and SME driven business, where success depends on underwriter expertise and effective management of client relationships. While the rise of Generative AI is transforming many processes, the underwriter’s role as a trusted expert remains central. In this insightful webinar hosted by the Data Analytics Virtual Forum (DAVF) held on October 21st, 2025, speakers explore how technology is reshaping commercial underwriting reducing process friction, enhancing decision-making, and enabling underwriters to focus on risk quality, portfolio health, and client engagement.
October 21, 2025
IFRS S2 Climate Related Disclosures
The International Sustainability Standards Board (ISSB), overseen by the IFRS Foundation, published IFRS S1 General Requirements for Disclosure of Sustainability-related Financial Information and IFRS S2 Climate-related Disclosures in June 2023. These standards are effective for annual reporting periods beginning on or after January 1, 2024, subject to national adoption. With their expertise in quantitative and qualitative analysis of contingent and uncertain events, actuaries are uniquely well-positioned to contribute to the identification, modeling, assessment, and disclosure of climate-related risks and opportunities as required under IFRS S2. To support this role, the International Actuarial Association (IAA) is developing the International Standard of Actuarial Practice 8 (ISAP 8), a model standard designed to guide actuaries in providing services that support the preparation of climate-related disclosures in line with IFRS S2. In parallel, the IAA is also preparing International Actuarial Note 200 (IAN 200), an educational resource offering practical examples of how actuaries may apply their expertise in the context of IFRS S1 and IFRS S2. This webinar aims to raise awareness of the IAA’s work related to the IFRS Sustainability Standards and to highlight how actuaries can play a meaningful role in advancing sustainability reporting and governance.
October 20, 2025
Members Only
Worst-Case Reinsurance Strategy with Likelihood Ratio Uncertainty
In this webinar, we explore a non-cooperative optimal reinsurance problem under likelihood ratio uncertainty, aiming to minimize the insurer's worst-case retained loss. We relate the optimal reinsurance strategy under the reference measure to that in the worst-case scenario, with generalizations to insurance design problems using tail risk measures. We also identify distortion risk measures where the insurer’s optimal strategy remains unchanged in the worst-case. Using an expectile risk measure, we determine optimal policies for the worst-case. Additionally, we examine a cooperative problem as a general risk-sharing model between two agents in a comonotonic market, comparing outcomes with the non-cooperative case.


Speaker: Ziyue Shi
Moderator: Brian Fannin
October 16, 2025
Members Only
Aligning Finance with Climate Goals
Aligning finance with climate policy goals is crucial for achieving net-zero greenhouse gas emissions and enhancing resilience to climate change. Policymaking and investment decisions aimed at such alignment must be informed by robust assessments.

This webinar will present the best available evidence on three core questions:
How is the climate alignment of finance assessed?
What do we know about current financial flows and stocks?
What evidence exists on the role of financial sector policies and actions?

Speaker: Jolien Noels
Session Moderator: Georgios Symeonidis
October 15, 2025
ASTIN Colloquium – Orlando 2007
Speaker Presentation Title ERM Modeling Eling, Martin and Toplek, Denis Modeling and Management of Nonlinear Dependencies–Copulas in Dynamic Financial Analysis (Presentation) Gatzert, Nadine Schmeiser, Hato  Schuckmann, Stefan Enterprise Risk Management in Insurance Groups: Measuring Risk Concentration and Default Risk (Presentation) Gluck, Spencer […]
October 10, 2025