17. Weiterbildungstag der DGVFM zum Thema "Life & Health Insurance Choices"

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Der Veranstaltungsort ist HDI Group, Charles-de-Gaulle-Platz 2, 50679 Köln

Kernprogramm:

10:15 Uhr Modern life-care tontines
Prof. Dr. Peter Hieber (Universität Lausanne)

13:00 Uhr Profit and loss decompositions
Prof. Dr. Marcus Christiansen (Universität Oldenburg)

15:00 Uhr (Titel/Thema folgt)
Dr. Yinglin Zhang (Hannover Re)

Vortragende:

Prof. Dr. Peter Hieber (University of Lausanne)
Titel: Modern life-care tontines
Increasing life expectancy and demography affect pensions and retirement systems in any industrialized country. While this is well-discussed, another effect of an aging population is usually neglected: Rising expenses for long-term care. As decreasing health comes in line with a decrease in life expectancy, it is – from a risk management perspective – beneficial to combine long-term care coverage with traditional life-long retirement benefits in a single product. This talk introduces modern life-care tontines where a life-long retirement benefit is increased in case of dependency. The product shares risks within a large pool of policyholders without explicitly guaranteeing future payments. We discuss the fairness of such a system: How can policyholders of different age and health fairly share their mortality and long-term care risks?

Prof. Dr. Marcus Christiansen (University Oldenburg)
Titel: Profit and loss decompositions
One of the many essential tasks of actuaries in life and private health insurance in Germany is to break down profits and losses by source.  This is necessary not only to comply with reporting requirements, but also because surpluses from different sources are processed differently. To process surpluses, the decompositions must be additive. If decompositions are used only to describe the risk exposure of a portfolio, non-additive allocations can be considered, but additive decompositions are the most popular because they are easy to explain to non-mathematicians. This presentation reviews different theoretical concepts for additive decomposition of profits and losses, analyzes their advantages and disadvantages, and discusses their implementation in life and health insurance. Special emphasis is placed on the dynamics of surpluses over time.

Dr. Yinglin Zhang (Hannover Re)
Titel: Data Analytics - Lapse & Customer Behaviour
Abstract tbi