Leipzig, Conference / June 23, 2022 - June 24, 2022
Risk Management and Capital Investment in Insurance 2022
With the specialist conference »Risk Management and Capital Investment in Insurance 2022«, the »Versicherungsforen Leipzig« are organising an opportunity for specialists and managers from insurance companies to further their education through numerous lectures. The event will focus on the integration of ESG (Environment, Social, Governance investment criteria) risks, such as the Corona crisis or natural disasters, the effects of the Solvency II Review 2020 and innovative investment strategies.
Our colleagues Dr. Stefan Mai and Dr. Ralf Korn from the department »Financial Mathematics« will present the calculation of the solvency capital using the Least Squares Monte Carlo method and its implementation. They will also examine how sensitivities can be implemented using differential machine learning.