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EAA CPD Newsletter: New Trainings Available!

gestionale News 05 Settembre 2025 Visite: 305

CPD Newsletter

New Trainings

We’re excited to announce the launch of six new CPD trainings, kicking off with an exciting seminar in Lisbon, followed by a series of web sessions, a CERA course, and our highly anticipated Anniversary Conference.

This is your chance to enhance your skills and stay up-to-date with the latest developments in the actuarial profession. Don’t miss out on these valuable opportunities!

For more insights, updates, and a bit of actuarial fun, feel free to follow us on LinkedIn!

Seminar in Lisbon, Portugal

Storytelling for Actuaries

16 October 2025, 8:45-17:00 & 17 October 2025, 9:00-15:00 WEST

Organised by the EAA - European Actuarial Academy GmbH in cooperation with the Instituto dos Actuários Portugueses.

Through engaging lectures, interactive exercises, and real-world examples, you will learn the fundamentals of storytelling, develop and craft your own story and practice the “telling” of that story.

The seminar welcomes your active participation for individual and group exercises with the aim of applying the theory as soon as possible, especially to work on your own story. Not only will you prepare a story on paper or with slides, but you’ll also learn how to tell it to make the impact that you intend. Storytelling becomes impactful with the practice of telling that story, which will take place on day 2 of the seminar.

By the end of this seminar, you will emerge with a newfound appreciation for the narrative dimension of your work, equipped with practical tools to convey insights, drive decision-making, and inspire action through the power of storytelling.

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Web Session

Machine Learning Finance for Pension Funds with Examples

30 October 2025 | 14:00-16:15 CET

In general, Machine Learning (ML) is the study of algorithms that improve through experience. These algorithms or models can make systematic, repeatable, validated decisions based on historical data. ML has come a long way in recent years, which is reflected in the methods available for time series forecasting (they are also important for assessing parameters for different kinds of liability provisions).

Therefore, this type of analysis can help actuaries and members of pension fund boards of trustees to accurately assess different kinds of pension fund parameters for assets and liabilities and to prepare any kind of forecasts. Visualizing the evolution of pension fund parameters and forecasting them will help the board of trustees explain how to adjust them in the actuarial provision or what to expect in their future evolution.

For this workshop, several examples for analyzing and providing such assumptions will be prepared and explained. Many useful visualization techniques will be presented with practical examples (via Python).

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Web Session

CERA, Module 0: A Refresher Course in Financial Mathematics and Risk Measurement

1/2 December 2025 | 9:00-15:45 CET

The European Actuarial Academy is one of the main providers of actuarial education – especially when it comes to Enterprise Risk Management (ERM). The concept of ERM has gained significant momentum in the insurance industry and beyond.

We offer a series of four training courses and exams (through DAV) to all actuaries who want to deepen their knowledge in Enterprise Risk Management and gain the international ERM-credential CERA.

The web session 'A Refresher Course in Financial Mathematics' gives an introduction to modern financial mathematics and derivative pricing. It is designed to prepare actuaries without adequate training in these fields for the quantitative parts of the CERA education. The web session is moreover an ideal learning opportunity for actuaries who want to become acquainted with or refresh their knowledge in these highly relevant fields.

The online course begins with a repetition of basic concepts in probability theory including characteristics of random variables such as moments and quantiles. In order to prepare the analysis of dynamic financial models we introduce the idea of conditional expectations and we discuss stochastic processes in discrete time. The online session continues with an introduction to financial mathematics. We study risk neutral valuation and the hedging of derivatives in discrete-time models.

The last part of the web session is devoted to an introduction to financial mathematics in continuous time. Topics covered include stochastic processes in continuous time such as Brownian motion and the Ito formula, the Black Scholes model and the Greeks very basic term structure models and the pricing and hedging of simple stock and bond options. The web session consists of lectures interspersed by short exercise sessions where participants can apply the probabilistic techniques hands-on.

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Online Conference

EAA's Anniversary Conference

4 December 2025 | 10:00-17:15 CET

Celebrating 20 Years of Advancing Actuarial Knowledge

This year, we are proud to celebrate our 20th anniversary. To mark this milestone, we are hosting the EAA Anniversary Conference - a full-day online event, free of charge for the entire actuarial community. Together, we will celebrate two decades of collaboration, growth and learning.

This special event brings together voices from our network — national actuarial associations, lecturers, actuarial umbrella organisations, our founding associations, and, of course, our participants & partners. It’s both a moment to look back at our journey and a chance to explore the topics that will shape the actuarial profession in the years to come.

And because this celebration belongs to all of us, we’ve reserved one additional presentation slot for your suggestions!

Do you have a research project, case study or idea you’d like to share with the international actuarial community? This is your chance to contribute to a unique event.

Call for Contributions

We welcome your proposals!

Event date: 4 December 2025
Format: Online
Audience: Primarily European actuaries and professionals
Presentation length: 30 minutes
Language: English
Submission deadline: 14 September 2025
Submission address: Questo indirizzo email è protetto dagli spambots. È necessario abilitare JavaScript per vederlo.
Please include a half-page abstract and a short CV using this Word template.

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Web Session

GenAI Beyond the Basics: Advanced Concepts for Actuaries

10 December 2025 | 10:00-12:00 CET

Generative AI (GenAI) tools, such as ChatGPT, are rapidly reshaping the way actuaries approach problem-solving, analysis, and communication. Beyond their familiar web-based interfaces, these tools offer powerful functionalities through programmatic integration, which allows users to directly access and interact with the underlying Large Language Models (LLMs) via APIs (Application Programming Interfaces). Unlike standard web-based interactions, API access enables actuaries to seamlessly integrate GenAI into their existing workflows and scale usage efficiently to handle larger volumes. In this two-hour web session, participants will experience live demonstrations of advanced GenAI concepts through a Jupyter notebook that presents each concept and applies it to actuarial use cases; the notebook will be shared with attendees to encourage experimentation and support adoption in their own actuarial workflows.

After introducing the basics of using LLMs through APIs, we will explore the following advanced GenAI concepts:

Structured Outputs: Generating responses in structured formats like JSON to support easier and more reliable downstream processing.
Function Calling: Enabling LLMs to execute predefined functions, such as calculations or database queries, to perform specific operations.
Fine-Tuning: Customizing pretrained LLMs with domain-specific data to improve accuracy and relevance in generating responses.
Retrieval-Augmented Generation (RAG): Combining LLMs with external data sources to produce contextually enriched outputs.

For each concept, the session will cover its purpose, underlying principles, and functionality, illustrated through a dedicated actuarial use case and complemented by further applications and resources. It will conclude with a forward-looking outlook on emerging developments, followed by an open Q&A and discussion.

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