Conference

The new European supervisory regime Solvency II has been in force since January 2016 – with the aim of avoiding insolvency of insurance companies or ensuring that companies can fulfill their commitments even under extreme circumstances such as crises. olvency capital is calculated in different ways, with the calculating company having to take into account all risk scenarios relevant to it in its internal model. Examples of major crises can be natural catastrophes, stock crashes or a strong demand for health insurance services due to epidemics/pandemics. The working meeting of the User Group offers the possibility to exchange with colleagues around this topic.

Prof. Dr. Ralf Korn, Consultant at our Institute and Founder of the Department »Financial Mathematics« and Dr. Stefan Mai, Business Area Developer »Retirement Provision and Life Insurance« and Customer Management of the Department »Financial Mathematics« give a tandem lecture on the topic »Solvency Capital Estimation with Linear Regressions and Neural Networks«.