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ASTIN – Modelling tail events talk by Dr Frank Cuypers
Thursday, July 30, 2020 @ 4:30 pm - 6:00 pm
NZSA is delighted to host Dr Frank Cuypers, Convenor of the International Actuarial Association’s general insurance section, ASTIN, for a 90 minute interactive seminar on Modelling Rare Tail Events, addressing:
- Rare events in the context of risk and solvency models
- Experience models of extreme events and their calibration
- Exposure models of extreme events and their validation
- Tail dependencies and their inference
The session will include Excel demonstrations.
Dr Frank Cuypers is a former Swiss Re Executive and Chief Actuary of Zurich Re in Cologne. He currently works as a consultant to leading insurers and reinsurers, and advisor to regulators on risk and solvency models. Frank is a frequent and popular presenter at IAA events and bespoke workshops.
Frank is a fully qualified actuary and holds a PhD in theoretical physics.
Don’t miss this one-off opportunity to hear from one of the profession’s top practitioners in this area.